NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.271 |
3.237 |
-0.034 |
-1.0% |
3.425 |
| High |
3.281 |
3.303 |
0.022 |
0.7% |
3.460 |
| Low |
3.210 |
3.190 |
-0.020 |
-0.6% |
3.210 |
| Close |
3.243 |
3.249 |
0.006 |
0.2% |
3.243 |
| Range |
0.071 |
0.113 |
0.042 |
59.2% |
0.250 |
| ATR |
0.082 |
0.084 |
0.002 |
2.7% |
0.000 |
| Volume |
3,940 |
3,234 |
-706 |
-17.9% |
11,072 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.531 |
3.311 |
|
| R3 |
3.473 |
3.418 |
3.280 |
|
| R2 |
3.360 |
3.360 |
3.270 |
|
| R1 |
3.305 |
3.305 |
3.259 |
3.333 |
| PP |
3.247 |
3.247 |
3.247 |
3.261 |
| S1 |
3.192 |
3.192 |
3.239 |
3.220 |
| S2 |
3.134 |
3.134 |
3.228 |
|
| S3 |
3.021 |
3.079 |
3.218 |
|
| S4 |
2.908 |
2.966 |
3.187 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
3.899 |
3.381 |
|
| R3 |
3.804 |
3.649 |
3.312 |
|
| R2 |
3.554 |
3.554 |
3.289 |
|
| R1 |
3.399 |
3.399 |
3.266 |
3.352 |
| PP |
3.304 |
3.304 |
3.304 |
3.281 |
| S1 |
3.149 |
3.149 |
3.220 |
3.102 |
| S2 |
3.054 |
3.054 |
3.197 |
|
| S3 |
2.804 |
2.899 |
3.174 |
|
| S4 |
2.554 |
2.649 |
3.106 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.783 |
|
2.618 |
3.599 |
|
1.618 |
3.486 |
|
1.000 |
3.416 |
|
0.618 |
3.373 |
|
HIGH |
3.303 |
|
0.618 |
3.260 |
|
0.500 |
3.247 |
|
0.382 |
3.233 |
|
LOW |
3.190 |
|
0.618 |
3.120 |
|
1.000 |
3.077 |
|
1.618 |
3.007 |
|
2.618 |
2.894 |
|
4.250 |
2.710 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.248 |
3.283 |
| PP |
3.247 |
3.271 |
| S1 |
3.247 |
3.260 |
|