NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.740 |
-0.110 |
-3.9% |
3.220 |
| High |
2.850 |
2.783 |
-0.067 |
-2.4% |
3.253 |
| Low |
2.702 |
2.707 |
0.005 |
0.2% |
2.885 |
| Close |
2.744 |
2.740 |
-0.004 |
-0.1% |
2.925 |
| Range |
0.148 |
0.076 |
-0.072 |
-48.6% |
0.368 |
| ATR |
0.108 |
0.105 |
-0.002 |
-2.1% |
0.000 |
| Volume |
14,356 |
23,788 |
9,432 |
65.7% |
75,866 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.971 |
2.932 |
2.782 |
|
| R3 |
2.895 |
2.856 |
2.761 |
|
| R2 |
2.819 |
2.819 |
2.754 |
|
| R1 |
2.780 |
2.780 |
2.747 |
2.778 |
| PP |
2.743 |
2.743 |
2.743 |
2.743 |
| S1 |
2.704 |
2.704 |
2.733 |
2.702 |
| S2 |
2.667 |
2.667 |
2.726 |
|
| S3 |
2.591 |
2.628 |
2.719 |
|
| S4 |
2.515 |
2.552 |
2.698 |
|
|
| 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 |
3.153 |
2.702 |
0.451 |
16.5% |
0.116 |
4.2% |
8% |
False |
False |
19,337 |
| 10 |
3.310 |
2.702 |
0.608 |
22.2% |
0.111 |
4.1% |
6% |
False |
False |
14,070 |
| 20 |
3.441 |
2.702 |
0.739 |
27.0% |
0.095 |
3.5% |
5% |
False |
False |
8,936 |
| 40 |
3.851 |
2.702 |
1.149 |
41.9% |
0.092 |
3.4% |
3% |
False |
False |
7,009 |
| 60 |
4.118 |
2.702 |
1.416 |
51.7% |
0.089 |
3.3% |
3% |
False |
False |
5,598 |
| 80 |
4.344 |
2.702 |
1.642 |
59.9% |
0.087 |
3.2% |
2% |
False |
False |
4,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.106 |
|
2.618 |
2.982 |
|
1.618 |
2.906 |
|
1.000 |
2.859 |
|
0.618 |
2.830 |
|
HIGH |
2.783 |
|
0.618 |
2.754 |
|
0.500 |
2.745 |
|
0.382 |
2.736 |
|
LOW |
2.707 |
|
0.618 |
2.660 |
|
1.000 |
2.631 |
|
1.618 |
2.584 |
|
2.618 |
2.508 |
|
4.250 |
2.384 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.745 |
2.829 |
| PP |
2.743 |
2.799 |
| S1 |
2.742 |
2.770 |
|