NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.600 |
2.630 |
0.030 |
1.2% |
2.850 |
| High |
2.705 |
2.979 |
0.274 |
10.1% |
2.850 |
| Low |
2.590 |
2.605 |
0.015 |
0.6% |
2.590 |
| Close |
2.679 |
2.884 |
0.205 |
7.7% |
2.679 |
| Range |
0.115 |
0.374 |
0.259 |
225.2% |
0.260 |
| ATR |
0.109 |
0.128 |
0.019 |
17.4% |
0.000 |
| Volume |
21,742 |
20,216 |
-1,526 |
-7.0% |
78,141 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.945 |
3.788 |
3.090 |
|
| R3 |
3.571 |
3.414 |
2.987 |
|
| R2 |
3.197 |
3.197 |
2.953 |
|
| R1 |
3.040 |
3.040 |
2.918 |
3.119 |
| PP |
2.823 |
2.823 |
2.823 |
2.862 |
| S1 |
2.666 |
2.666 |
2.850 |
2.745 |
| S2 |
2.449 |
2.449 |
2.815 |
|
| S3 |
2.075 |
2.292 |
2.781 |
|
| S4 |
1.701 |
1.918 |
2.678 |
|
|
| 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 |
2.979 |
2.590 |
0.389 |
13.5% |
0.172 |
6.0% |
76% |
True |
False |
19,671 |
| 10 |
3.253 |
2.590 |
0.663 |
23.0% |
0.139 |
4.8% |
44% |
False |
False |
17,422 |
| 20 |
3.441 |
2.590 |
0.851 |
29.5% |
0.116 |
4.0% |
35% |
False |
False |
11,413 |
| 40 |
3.851 |
2.590 |
1.261 |
43.7% |
0.102 |
3.5% |
23% |
False |
False |
8,080 |
| 60 |
4.118 |
2.590 |
1.528 |
53.0% |
0.096 |
3.3% |
19% |
False |
False |
6,525 |
| 80 |
4.285 |
2.590 |
1.695 |
58.8% |
0.093 |
3.2% |
17% |
False |
False |
5,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.569 |
|
2.618 |
3.958 |
|
1.618 |
3.584 |
|
1.000 |
3.353 |
|
0.618 |
3.210 |
|
HIGH |
2.979 |
|
0.618 |
2.836 |
|
0.500 |
2.792 |
|
0.382 |
2.748 |
|
LOW |
2.605 |
|
0.618 |
2.374 |
|
1.000 |
2.231 |
|
1.618 |
2.000 |
|
2.618 |
1.626 |
|
4.250 |
1.016 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.853 |
2.851 |
| PP |
2.823 |
2.818 |
| S1 |
2.792 |
2.785 |
|