NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.740 |
2.747 |
0.007 |
0.3% |
3.220 |
| High |
2.783 |
2.747 |
-0.036 |
-1.3% |
3.253 |
| Low |
2.707 |
2.600 |
-0.107 |
-4.0% |
2.885 |
| Close |
2.740 |
2.619 |
-0.121 |
-4.4% |
2.925 |
| Range |
0.076 |
0.147 |
0.071 |
93.4% |
0.368 |
| ATR |
0.105 |
0.108 |
0.003 |
2.8% |
0.000 |
| Volume |
23,788 |
18,255 |
-5,533 |
-23.3% |
75,866 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.005 |
2.700 |
|
| R3 |
2.949 |
2.858 |
2.659 |
|
| R2 |
2.802 |
2.802 |
2.646 |
|
| R1 |
2.711 |
2.711 |
2.632 |
2.683 |
| PP |
2.655 |
2.655 |
2.655 |
2.642 |
| S1 |
2.564 |
2.564 |
2.606 |
2.536 |
| S2 |
2.508 |
2.508 |
2.592 |
|
| S3 |
2.361 |
2.417 |
2.579 |
|
| S4 |
2.214 |
2.270 |
2.538 |
|
|
| 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 |
3.005 |
2.600 |
0.405 |
15.5% |
0.108 |
4.1% |
5% |
False |
True |
19,505 |
| 10 |
3.309 |
2.600 |
0.709 |
27.1% |
0.113 |
4.3% |
3% |
False |
True |
15,375 |
| 20 |
3.441 |
2.600 |
0.841 |
32.1% |
0.099 |
3.8% |
2% |
False |
True |
9,690 |
| 40 |
3.851 |
2.600 |
1.251 |
47.8% |
0.094 |
3.6% |
2% |
False |
True |
7,368 |
| 60 |
4.118 |
2.600 |
1.518 |
58.0% |
0.091 |
3.5% |
1% |
False |
True |
5,854 |
| 80 |
4.344 |
2.600 |
1.744 |
66.6% |
0.089 |
3.4% |
1% |
False |
True |
4,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.372 |
|
2.618 |
3.132 |
|
1.618 |
2.985 |
|
1.000 |
2.894 |
|
0.618 |
2.838 |
|
HIGH |
2.747 |
|
0.618 |
2.691 |
|
0.500 |
2.674 |
|
0.382 |
2.656 |
|
LOW |
2.600 |
|
0.618 |
2.509 |
|
1.000 |
2.453 |
|
1.618 |
2.362 |
|
2.618 |
2.215 |
|
4.250 |
1.975 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.674 |
2.725 |
| PP |
2.655 |
2.690 |
| S1 |
2.637 |
2.654 |
|