NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 31-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
3.065 |
2.908 |
-0.157 |
-5.1% |
2.630 |
High |
3.077 |
2.924 |
-0.153 |
-5.0% |
3.076 |
Low |
2.903 |
2.771 |
-0.132 |
-4.5% |
2.605 |
Close |
2.962 |
2.808 |
-0.154 |
-5.2% |
3.012 |
Range |
0.174 |
0.153 |
-0.021 |
-12.1% |
0.471 |
ATR |
0.141 |
0.144 |
0.004 |
2.6% |
0.000 |
Volume |
22,440 |
21,516 |
-924 |
-4.1% |
140,540 |
|
Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.293 |
3.204 |
2.892 |
|
R3 |
3.140 |
3.051 |
2.850 |
|
R2 |
2.987 |
2.987 |
2.836 |
|
R1 |
2.898 |
2.898 |
2.822 |
2.866 |
PP |
2.834 |
2.834 |
2.834 |
2.819 |
S1 |
2.745 |
2.745 |
2.794 |
2.713 |
S2 |
2.681 |
2.681 |
2.780 |
|
S3 |
2.528 |
2.592 |
2.766 |
|
S4 |
2.375 |
2.439 |
2.724 |
|
|
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 |
2.771 |
0.306 |
10.9% |
0.166 |
5.9% |
12% |
False |
True |
25,043 |
10 |
3.077 |
2.590 |
0.487 |
17.3% |
0.168 |
6.0% |
45% |
False |
False |
24,828 |
20 |
3.310 |
2.590 |
0.720 |
25.6% |
0.142 |
5.0% |
30% |
False |
False |
18,464 |
40 |
3.786 |
2.590 |
1.196 |
42.6% |
0.111 |
3.9% |
18% |
False |
False |
11,684 |
60 |
4.021 |
2.590 |
1.431 |
51.0% |
0.103 |
3.7% |
15% |
False |
False |
9,041 |
80 |
4.157 |
2.590 |
1.567 |
55.8% |
0.099 |
3.5% |
14% |
False |
False |
7,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.574 |
2.618 |
3.325 |
1.618 |
3.172 |
1.000 |
3.077 |
0.618 |
3.019 |
HIGH |
2.924 |
0.618 |
2.866 |
0.500 |
2.848 |
0.382 |
2.829 |
LOW |
2.771 |
0.618 |
2.676 |
1.000 |
2.618 |
1.618 |
2.523 |
2.618 |
2.370 |
4.250 |
2.121 |
|
|
Fisher Pivots for day following 31-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
2.848 |
2.924 |
PP |
2.834 |
2.885 |
S1 |
2.821 |
2.847 |
|