NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.238 |
3.368 |
0.130 |
4.0% |
3.425 |
| High |
3.361 |
3.368 |
0.007 |
0.2% |
3.460 |
| Low |
3.238 |
3.214 |
-0.024 |
-0.7% |
3.210 |
| Close |
3.346 |
3.251 |
-0.095 |
-2.8% |
3.243 |
| Range |
0.123 |
0.154 |
0.031 |
25.2% |
0.250 |
| ATR |
0.087 |
0.092 |
0.005 |
5.5% |
0.000 |
| Volume |
4,527 |
6,809 |
2,282 |
50.4% |
11,072 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.740 |
3.649 |
3.336 |
|
| R3 |
3.586 |
3.495 |
3.293 |
|
| R2 |
3.432 |
3.432 |
3.279 |
|
| R1 |
3.341 |
3.341 |
3.265 |
3.310 |
| PP |
3.278 |
3.278 |
3.278 |
3.262 |
| S1 |
3.187 |
3.187 |
3.237 |
3.156 |
| S2 |
3.124 |
3.124 |
3.223 |
|
| S3 |
2.970 |
3.033 |
3.209 |
|
| S4 |
2.816 |
2.879 |
3.166 |
|
|
| 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 |
4.023 |
|
2.618 |
3.771 |
|
1.618 |
3.617 |
|
1.000 |
3.522 |
|
0.618 |
3.463 |
|
HIGH |
3.368 |
|
0.618 |
3.309 |
|
0.500 |
3.291 |
|
0.382 |
3.273 |
|
LOW |
3.214 |
|
0.618 |
3.119 |
|
1.000 |
3.060 |
|
1.618 |
2.965 |
|
2.618 |
2.811 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.291 |
3.279 |
| PP |
3.278 |
3.270 |
| S1 |
3.264 |
3.260 |
|