NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.630 |
2.929 |
0.299 |
11.4% |
2.850 |
| High |
2.979 |
3.027 |
0.048 |
1.6% |
2.850 |
| Low |
2.605 |
2.886 |
0.281 |
10.8% |
2.590 |
| Close |
2.884 |
2.920 |
0.036 |
1.2% |
2.679 |
| Range |
0.374 |
0.141 |
-0.233 |
-62.3% |
0.260 |
| ATR |
0.128 |
0.129 |
0.001 |
0.9% |
0.000 |
| Volume |
20,216 |
39,064 |
18,848 |
93.2% |
78,141 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.285 |
2.998 |
|
| R3 |
3.226 |
3.144 |
2.959 |
|
| R2 |
3.085 |
3.085 |
2.946 |
|
| R1 |
3.003 |
3.003 |
2.933 |
2.974 |
| PP |
2.944 |
2.944 |
2.944 |
2.930 |
| S1 |
2.862 |
2.862 |
2.907 |
2.833 |
| S2 |
2.803 |
2.803 |
2.894 |
|
| S3 |
2.662 |
2.721 |
2.881 |
|
| S4 |
2.521 |
2.580 |
2.842 |
|
|
| 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 |
3.027 |
2.590 |
0.437 |
15.0% |
0.171 |
5.8% |
76% |
True |
False |
24,613 |
| 10 |
3.253 |
2.590 |
0.663 |
22.7% |
0.149 |
5.1% |
50% |
False |
False |
20,584 |
| 20 |
3.398 |
2.590 |
0.808 |
27.7% |
0.118 |
4.0% |
41% |
False |
False |
13,146 |
| 40 |
3.851 |
2.590 |
1.261 |
43.2% |
0.102 |
3.5% |
26% |
False |
False |
8,980 |
| 60 |
4.118 |
2.590 |
1.528 |
52.3% |
0.097 |
3.3% |
22% |
False |
False |
7,158 |
| 80 |
4.274 |
2.590 |
1.684 |
57.7% |
0.094 |
3.2% |
20% |
False |
False |
5,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.626 |
|
2.618 |
3.396 |
|
1.618 |
3.255 |
|
1.000 |
3.168 |
|
0.618 |
3.114 |
|
HIGH |
3.027 |
|
0.618 |
2.973 |
|
0.500 |
2.957 |
|
0.382 |
2.940 |
|
LOW |
2.886 |
|
0.618 |
2.799 |
|
1.000 |
2.745 |
|
1.618 |
2.658 |
|
2.618 |
2.517 |
|
4.250 |
2.287 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.883 |
| PP |
2.944 |
2.846 |
| S1 |
2.932 |
2.809 |
|