NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.850 |
-0.100 |
-3.4% |
3.220 |
| High |
2.955 |
2.850 |
-0.105 |
-3.6% |
3.253 |
| Low |
2.885 |
2.702 |
-0.183 |
-6.3% |
2.885 |
| Close |
2.925 |
2.744 |
-0.181 |
-6.2% |
2.925 |
| Range |
0.070 |
0.148 |
0.078 |
111.4% |
0.368 |
| ATR |
0.099 |
0.108 |
0.009 |
9.0% |
0.000 |
| Volume |
21,901 |
14,356 |
-7,545 |
-34.5% |
75,866 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.125 |
2.825 |
|
| R3 |
3.061 |
2.977 |
2.785 |
|
| R2 |
2.913 |
2.913 |
2.771 |
|
| R1 |
2.829 |
2.829 |
2.758 |
2.797 |
| PP |
2.765 |
2.765 |
2.765 |
2.750 |
| S1 |
2.681 |
2.681 |
2.730 |
2.649 |
| S2 |
2.617 |
2.617 |
2.717 |
|
| S3 |
2.469 |
2.533 |
2.703 |
|
| S4 |
2.321 |
2.385 |
2.663 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.125 |
3.893 |
3.127 |
|
| R3 |
3.757 |
3.525 |
3.026 |
|
| R2 |
3.389 |
3.389 |
2.992 |
|
| R1 |
3.157 |
3.157 |
2.959 |
3.089 |
| PP |
3.021 |
3.021 |
3.021 |
2.987 |
| S1 |
2.789 |
2.789 |
2.891 |
2.721 |
| S2 |
2.653 |
2.653 |
2.858 |
|
| S3 |
2.285 |
2.421 |
2.824 |
|
| S4 |
1.917 |
2.053 |
2.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.253 |
2.702 |
0.551 |
20.1% |
0.128 |
4.7% |
8% |
False |
True |
16,555 |
| 10 |
3.310 |
2.702 |
0.608 |
22.2% |
0.115 |
4.2% |
7% |
False |
True |
12,101 |
| 20 |
3.441 |
2.702 |
0.739 |
26.9% |
0.095 |
3.4% |
6% |
False |
True |
7,983 |
| 40 |
3.851 |
2.702 |
1.149 |
41.9% |
0.093 |
3.4% |
4% |
False |
True |
6,516 |
| 60 |
4.118 |
2.702 |
1.416 |
51.6% |
0.090 |
3.3% |
3% |
False |
True |
5,217 |
| 80 |
4.344 |
2.702 |
1.642 |
59.8% |
0.087 |
3.2% |
3% |
False |
True |
4,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.237 |
|
1.618 |
3.089 |
|
1.000 |
2.998 |
|
0.618 |
2.941 |
|
HIGH |
2.850 |
|
0.618 |
2.793 |
|
0.500 |
2.776 |
|
0.382 |
2.759 |
|
LOW |
2.702 |
|
0.618 |
2.611 |
|
1.000 |
2.554 |
|
1.618 |
2.463 |
|
2.618 |
2.315 |
|
4.250 |
2.073 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.776 |
2.854 |
| PP |
2.765 |
2.817 |
| S1 |
2.755 |
2.781 |
|