NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.181 |
3.309 |
0.128 |
4.0% |
3.321 |
| High |
3.310 |
3.309 |
-0.001 |
0.0% |
3.398 |
| Low |
3.181 |
3.162 |
-0.019 |
-0.6% |
3.150 |
| Close |
3.289 |
3.193 |
-0.096 |
-2.9% |
3.182 |
| Range |
0.129 |
0.147 |
0.018 |
14.0% |
0.248 |
| ATR |
0.090 |
0.094 |
0.004 |
4.6% |
0.000 |
| Volume |
5,204 |
11,016 |
5,812 |
111.7% |
13,867 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.662 |
3.575 |
3.274 |
|
| R3 |
3.515 |
3.428 |
3.233 |
|
| R2 |
3.368 |
3.368 |
3.220 |
|
| R1 |
3.281 |
3.281 |
3.206 |
3.251 |
| PP |
3.221 |
3.221 |
3.221 |
3.207 |
| S1 |
3.134 |
3.134 |
3.180 |
3.104 |
| S2 |
3.074 |
3.074 |
3.166 |
|
| S3 |
2.927 |
2.987 |
3.153 |
|
| S4 |
2.780 |
2.840 |
3.112 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.833 |
3.318 |
|
| R3 |
3.739 |
3.585 |
3.250 |
|
| R2 |
3.491 |
3.491 |
3.227 |
|
| R1 |
3.337 |
3.337 |
3.205 |
3.290 |
| PP |
3.243 |
3.243 |
3.243 |
3.220 |
| S1 |
3.089 |
3.089 |
3.159 |
3.042 |
| S2 |
2.995 |
2.995 |
3.137 |
|
| S3 |
2.747 |
2.841 |
3.114 |
|
| S4 |
2.499 |
2.593 |
3.046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.323 |
3.129 |
0.194 |
6.1% |
0.117 |
3.7% |
33% |
False |
False |
5,625 |
| 10 |
3.441 |
3.129 |
0.312 |
9.8% |
0.094 |
3.0% |
21% |
False |
False |
4,767 |
| 20 |
3.686 |
3.129 |
0.557 |
17.4% |
0.087 |
2.7% |
11% |
False |
False |
5,107 |
| 40 |
3.923 |
3.129 |
0.794 |
24.9% |
0.088 |
2.7% |
8% |
False |
False |
4,633 |
| 60 |
4.157 |
3.129 |
1.028 |
32.2% |
0.088 |
2.7% |
6% |
False |
False |
3,741 |
| 80 |
4.478 |
3.129 |
1.349 |
42.2% |
0.085 |
2.7% |
5% |
False |
False |
3,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.934 |
|
2.618 |
3.694 |
|
1.618 |
3.547 |
|
1.000 |
3.456 |
|
0.618 |
3.400 |
|
HIGH |
3.309 |
|
0.618 |
3.253 |
|
0.500 |
3.236 |
|
0.382 |
3.218 |
|
LOW |
3.162 |
|
0.618 |
3.071 |
|
1.000 |
3.015 |
|
1.618 |
2.924 |
|
2.618 |
2.777 |
|
4.250 |
2.537 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.236 |
3.220 |
| PP |
3.221 |
3.211 |
| S1 |
3.207 |
3.202 |
|