NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.885 |
3.065 |
0.180 |
6.2% |
2.630 |
| High |
3.026 |
3.077 |
0.051 |
1.7% |
3.076 |
| Low |
2.872 |
2.903 |
0.031 |
1.1% |
2.605 |
| Close |
3.012 |
2.962 |
-0.050 |
-1.7% |
3.012 |
| Range |
0.154 |
0.174 |
0.020 |
13.0% |
0.471 |
| ATR |
0.138 |
0.141 |
0.003 |
1.9% |
0.000 |
| Volume |
30,177 |
22,440 |
-7,737 |
-25.6% |
140,540 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.406 |
3.058 |
|
| R3 |
3.329 |
3.232 |
3.010 |
|
| R2 |
3.155 |
3.155 |
2.994 |
|
| R1 |
3.058 |
3.058 |
2.978 |
3.020 |
| PP |
2.981 |
2.981 |
2.981 |
2.961 |
| S1 |
2.884 |
2.884 |
2.946 |
2.846 |
| S2 |
2.807 |
2.807 |
2.930 |
|
| S3 |
2.633 |
2.710 |
2.914 |
|
| S4 |
2.459 |
2.536 |
2.866 |
|
|
| 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 |
3.077 |
2.845 |
0.232 |
7.8% |
0.163 |
5.5% |
50% |
True |
False |
28,552 |
| 10 |
3.077 |
2.590 |
0.487 |
16.4% |
0.168 |
5.7% |
76% |
True |
False |
24,112 |
| 20 |
3.310 |
2.590 |
0.720 |
24.3% |
0.137 |
4.6% |
52% |
False |
False |
17,624 |
| 40 |
3.812 |
2.590 |
1.222 |
41.3% |
0.110 |
3.7% |
30% |
False |
False |
11,244 |
| 60 |
4.021 |
2.590 |
1.431 |
48.3% |
0.101 |
3.4% |
26% |
False |
False |
8,722 |
| 80 |
4.182 |
2.590 |
1.592 |
53.7% |
0.098 |
3.3% |
23% |
False |
False |
6,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.817 |
|
2.618 |
3.533 |
|
1.618 |
3.359 |
|
1.000 |
3.251 |
|
0.618 |
3.185 |
|
HIGH |
3.077 |
|
0.618 |
3.011 |
|
0.500 |
2.990 |
|
0.382 |
2.969 |
|
LOW |
2.903 |
|
0.618 |
2.795 |
|
1.000 |
2.729 |
|
1.618 |
2.621 |
|
2.618 |
2.447 |
|
4.250 |
2.164 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.990 |
2.962 |
| PP |
2.981 |
2.961 |
| S1 |
2.971 |
2.961 |
|