NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.050 |
2.885 |
-0.165 |
-5.4% |
2.630 |
High |
3.076 |
3.026 |
-0.050 |
-1.6% |
3.076 |
Low |
2.845 |
2.872 |
0.027 |
0.9% |
2.605 |
Close |
2.922 |
3.012 |
0.090 |
3.1% |
3.012 |
Range |
0.231 |
0.154 |
-0.077 |
-33.3% |
0.471 |
ATR |
0.137 |
0.138 |
0.001 |
0.9% |
0.000 |
Volume |
27,439 |
30,177 |
2,738 |
10.0% |
140,540 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.432 |
3.376 |
3.097 |
|
R3 |
3.278 |
3.222 |
3.054 |
|
R2 |
3.124 |
3.124 |
3.040 |
|
R1 |
3.068 |
3.068 |
3.026 |
3.096 |
PP |
2.970 |
2.970 |
2.970 |
2.984 |
S1 |
2.914 |
2.914 |
2.998 |
2.942 |
S2 |
2.816 |
2.816 |
2.984 |
|
S3 |
2.662 |
2.760 |
2.970 |
|
S4 |
2.508 |
2.606 |
2.927 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.311 |
4.132 |
3.271 |
|
R3 |
3.840 |
3.661 |
3.142 |
|
R2 |
3.369 |
3.369 |
3.098 |
|
R1 |
3.190 |
3.190 |
3.055 |
3.280 |
PP |
2.898 |
2.898 |
2.898 |
2.942 |
S1 |
2.719 |
2.719 |
2.969 |
2.809 |
S2 |
2.427 |
2.427 |
2.926 |
|
S3 |
1.956 |
2.248 |
2.882 |
|
S4 |
1.485 |
1.777 |
2.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.076 |
2.605 |
0.471 |
15.6% |
0.203 |
6.7% |
86% |
False |
False |
28,108 |
10 |
3.076 |
2.590 |
0.486 |
16.1% |
0.157 |
5.2% |
87% |
False |
False |
24,058 |
20 |
3.323 |
2.590 |
0.733 |
24.3% |
0.135 |
4.5% |
58% |
False |
False |
16,657 |
40 |
3.812 |
2.590 |
1.222 |
40.6% |
0.107 |
3.5% |
35% |
False |
False |
10,812 |
60 |
4.118 |
2.590 |
1.528 |
50.7% |
0.101 |
3.3% |
28% |
False |
False |
8,389 |
80 |
4.182 |
2.590 |
1.592 |
52.9% |
0.097 |
3.2% |
27% |
False |
False |
6,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.681 |
2.618 |
3.429 |
1.618 |
3.275 |
1.000 |
3.180 |
0.618 |
3.121 |
HIGH |
3.026 |
0.618 |
2.967 |
0.500 |
2.949 |
0.382 |
2.931 |
LOW |
2.872 |
0.618 |
2.777 |
1.000 |
2.718 |
1.618 |
2.623 |
2.618 |
2.469 |
4.250 |
2.218 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.991 |
2.995 |
PP |
2.970 |
2.978 |
S1 |
2.949 |
2.961 |
|