NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.228 |
3.153 |
-0.075 |
-2.3% |
3.181 |
| High |
3.253 |
3.153 |
-0.100 |
-3.1% |
3.310 |
| Low |
3.120 |
2.965 |
-0.155 |
-5.0% |
3.129 |
| Close |
3.158 |
3.004 |
-0.154 |
-4.9% |
3.260 |
| Range |
0.133 |
0.188 |
0.055 |
41.4% |
0.181 |
| ATR |
0.094 |
0.101 |
0.007 |
7.5% |
0.000 |
| Volume |
9,879 |
17,416 |
7,537 |
76.3% |
30,791 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.605 |
3.492 |
3.107 |
|
| R3 |
3.417 |
3.304 |
3.056 |
|
| R2 |
3.229 |
3.229 |
3.038 |
|
| R1 |
3.116 |
3.116 |
3.021 |
3.079 |
| PP |
3.041 |
3.041 |
3.041 |
3.022 |
| S1 |
2.928 |
2.928 |
2.987 |
2.891 |
| S2 |
2.853 |
2.853 |
2.970 |
|
| S3 |
2.665 |
2.740 |
2.952 |
|
| S4 |
2.477 |
2.552 |
2.901 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.776 |
3.699 |
3.360 |
|
| R3 |
3.595 |
3.518 |
3.310 |
|
| R2 |
3.414 |
3.414 |
3.293 |
|
| R1 |
3.337 |
3.337 |
3.277 |
3.376 |
| PP |
3.233 |
3.233 |
3.233 |
3.252 |
| S1 |
3.156 |
3.156 |
3.243 |
3.195 |
| S2 |
3.052 |
3.052 |
3.227 |
|
| S3 |
2.871 |
2.975 |
3.210 |
|
| S4 |
2.690 |
2.794 |
3.160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.309 |
2.965 |
0.344 |
11.5% |
0.117 |
3.9% |
11% |
False |
True |
11,246 |
| 10 |
3.358 |
2.965 |
0.393 |
13.1% |
0.108 |
3.6% |
10% |
False |
True |
7,563 |
| 20 |
3.485 |
2.965 |
0.520 |
17.3% |
0.091 |
3.0% |
8% |
False |
True |
6,111 |
| 40 |
3.851 |
2.965 |
0.886 |
29.5% |
0.091 |
3.0% |
4% |
False |
True |
5,423 |
| 60 |
4.157 |
2.965 |
1.192 |
39.7% |
0.089 |
3.0% |
3% |
False |
True |
4,406 |
| 80 |
4.384 |
2.965 |
1.419 |
47.2% |
0.085 |
2.8% |
3% |
False |
True |
3,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.952 |
|
2.618 |
3.645 |
|
1.618 |
3.457 |
|
1.000 |
3.341 |
|
0.618 |
3.269 |
|
HIGH |
3.153 |
|
0.618 |
3.081 |
|
0.500 |
3.059 |
|
0.382 |
3.037 |
|
LOW |
2.965 |
|
0.618 |
2.849 |
|
1.000 |
2.777 |
|
1.618 |
2.661 |
|
2.618 |
2.473 |
|
4.250 |
2.166 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.059 |
3.109 |
| PP |
3.041 |
3.074 |
| S1 |
3.022 |
3.039 |
|