NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.153 |
2.990 |
-0.163 |
-5.2% |
3.181 |
High |
3.153 |
3.005 |
-0.148 |
-4.7% |
3.310 |
Low |
2.965 |
2.905 |
-0.060 |
-2.0% |
3.129 |
Close |
3.004 |
2.955 |
-0.049 |
-1.6% |
3.260 |
Range |
0.188 |
0.100 |
-0.088 |
-46.8% |
0.181 |
ATR |
0.101 |
0.101 |
0.000 |
-0.1% |
0.000 |
Volume |
17,416 |
19,225 |
1,809 |
10.4% |
30,791 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.255 |
3.205 |
3.010 |
|
R3 |
3.155 |
3.105 |
2.983 |
|
R2 |
3.055 |
3.055 |
2.973 |
|
R1 |
3.005 |
3.005 |
2.964 |
2.980 |
PP |
2.955 |
2.955 |
2.955 |
2.943 |
S1 |
2.905 |
2.905 |
2.946 |
2.880 |
S2 |
2.855 |
2.855 |
2.937 |
|
S3 |
2.755 |
2.805 |
2.928 |
|
S4 |
2.655 |
2.705 |
2.900 |
|
|
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 |
3.268 |
2.905 |
0.363 |
12.3% |
0.108 |
3.7% |
14% |
False |
True |
12,888 |
10 |
3.323 |
2.905 |
0.418 |
14.1% |
0.112 |
3.8% |
12% |
False |
True |
9,256 |
20 |
3.466 |
2.905 |
0.561 |
19.0% |
0.093 |
3.2% |
9% |
False |
True |
6,788 |
40 |
3.851 |
2.905 |
0.946 |
32.0% |
0.092 |
3.1% |
5% |
False |
True |
5,818 |
60 |
4.118 |
2.905 |
1.213 |
41.0% |
0.089 |
3.0% |
4% |
False |
True |
4,690 |
80 |
4.384 |
2.905 |
1.479 |
50.1% |
0.086 |
2.9% |
3% |
False |
True |
3,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.430 |
2.618 |
3.267 |
1.618 |
3.167 |
1.000 |
3.105 |
0.618 |
3.067 |
HIGH |
3.005 |
0.618 |
2.967 |
0.500 |
2.955 |
0.382 |
2.943 |
LOW |
2.905 |
0.618 |
2.843 |
1.000 |
2.805 |
1.618 |
2.743 |
2.618 |
2.643 |
4.250 |
2.480 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.955 |
3.079 |
PP |
2.955 |
3.038 |
S1 |
2.955 |
2.996 |
|