NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
3.050 |
0.092 |
3.1% |
2.850 |
| High |
3.060 |
3.076 |
0.016 |
0.5% |
2.850 |
| Low |
2.944 |
2.845 |
-0.099 |
-3.4% |
2.590 |
| Close |
3.025 |
2.922 |
-0.103 |
-3.4% |
2.679 |
| Range |
0.116 |
0.231 |
0.115 |
99.1% |
0.260 |
| ATR |
0.130 |
0.137 |
0.007 |
5.6% |
0.000 |
| Volume |
23,644 |
27,439 |
3,795 |
16.1% |
78,141 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.641 |
3.512 |
3.049 |
|
| R3 |
3.410 |
3.281 |
2.986 |
|
| R2 |
3.179 |
3.179 |
2.964 |
|
| R1 |
3.050 |
3.050 |
2.943 |
2.999 |
| PP |
2.948 |
2.948 |
2.948 |
2.922 |
| S1 |
2.819 |
2.819 |
2.901 |
2.768 |
| S2 |
2.717 |
2.717 |
2.880 |
|
| S3 |
2.486 |
2.588 |
2.858 |
|
| S4 |
2.255 |
2.357 |
2.795 |
|
|
| 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 |
3.076 |
2.590 |
0.486 |
16.6% |
0.195 |
6.7% |
68% |
True |
False |
26,421 |
| 10 |
3.076 |
2.590 |
0.486 |
16.6% |
0.152 |
5.2% |
68% |
True |
False |
22,963 |
| 20 |
3.358 |
2.590 |
0.768 |
26.3% |
0.130 |
4.4% |
43% |
False |
False |
15,263 |
| 40 |
3.812 |
2.590 |
1.222 |
41.8% |
0.105 |
3.6% |
27% |
False |
False |
10,137 |
| 60 |
4.118 |
2.590 |
1.528 |
52.3% |
0.100 |
3.4% |
22% |
False |
False |
7,952 |
| 80 |
4.200 |
2.590 |
1.610 |
55.1% |
0.096 |
3.3% |
21% |
False |
False |
6,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.058 |
|
2.618 |
3.681 |
|
1.618 |
3.450 |
|
1.000 |
3.307 |
|
0.618 |
3.219 |
|
HIGH |
3.076 |
|
0.618 |
2.988 |
|
0.500 |
2.961 |
|
0.382 |
2.933 |
|
LOW |
2.845 |
|
0.618 |
2.702 |
|
1.000 |
2.614 |
|
1.618 |
2.471 |
|
2.618 |
2.240 |
|
4.250 |
1.863 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.961 |
2.961 |
| PP |
2.948 |
2.948 |
| S1 |
2.935 |
2.935 |
|