NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.600 |
-0.147 |
-5.4% |
2.850 |
| High |
2.747 |
2.705 |
-0.042 |
-1.5% |
2.850 |
| Low |
2.600 |
2.590 |
-0.010 |
-0.4% |
2.590 |
| Close |
2.619 |
2.679 |
0.060 |
2.3% |
2.679 |
| Range |
0.147 |
0.115 |
-0.032 |
-21.8% |
0.260 |
| ATR |
0.108 |
0.109 |
0.000 |
0.4% |
0.000 |
| Volume |
18,255 |
21,742 |
3,487 |
19.1% |
78,141 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.003 |
2.956 |
2.742 |
|
| R3 |
2.888 |
2.841 |
2.711 |
|
| R2 |
2.773 |
2.773 |
2.700 |
|
| R1 |
2.726 |
2.726 |
2.690 |
2.750 |
| PP |
2.658 |
2.658 |
2.658 |
2.670 |
| S1 |
2.611 |
2.611 |
2.668 |
2.635 |
| S2 |
2.543 |
2.543 |
2.658 |
|
| S3 |
2.428 |
2.496 |
2.647 |
|
| S4 |
2.313 |
2.381 |
2.616 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.486 |
3.343 |
2.822 |
|
| R3 |
3.226 |
3.083 |
2.751 |
|
| R2 |
2.966 |
2.966 |
2.727 |
|
| R1 |
2.823 |
2.823 |
2.703 |
2.765 |
| PP |
2.706 |
2.706 |
2.706 |
2.677 |
| S1 |
2.563 |
2.563 |
2.655 |
2.505 |
| S2 |
2.446 |
2.446 |
2.631 |
|
| S3 |
2.186 |
2.303 |
2.608 |
|
| S4 |
1.926 |
2.043 |
2.536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.955 |
2.590 |
0.365 |
13.6% |
0.111 |
4.2% |
24% |
False |
True |
20,008 |
| 10 |
3.268 |
2.590 |
0.678 |
25.3% |
0.110 |
4.1% |
13% |
False |
True |
16,448 |
| 20 |
3.441 |
2.590 |
0.851 |
31.8% |
0.102 |
3.8% |
10% |
False |
True |
10,607 |
| 40 |
3.851 |
2.590 |
1.261 |
47.1% |
0.094 |
3.5% |
7% |
False |
True |
7,741 |
| 60 |
4.118 |
2.590 |
1.528 |
57.0% |
0.092 |
3.4% |
6% |
False |
True |
6,197 |
| 80 |
4.344 |
2.590 |
1.754 |
65.5% |
0.089 |
3.3% |
5% |
False |
True |
5,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.194 |
|
2.618 |
3.006 |
|
1.618 |
2.891 |
|
1.000 |
2.820 |
|
0.618 |
2.776 |
|
HIGH |
2.705 |
|
0.618 |
2.661 |
|
0.500 |
2.648 |
|
0.382 |
2.634 |
|
LOW |
2.590 |
|
0.618 |
2.519 |
|
1.000 |
2.475 |
|
1.618 |
2.404 |
|
2.618 |
2.289 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.687 |
| PP |
2.658 |
2.684 |
| S1 |
2.648 |
2.682 |
|