NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.992 |
2.923 |
-0.069 |
-2.3% |
3.280 |
| High |
3.012 |
2.923 |
-0.089 |
-3.0% |
3.311 |
| Low |
2.943 |
2.756 |
-0.187 |
-6.4% |
2.943 |
| Close |
2.981 |
2.797 |
-0.184 |
-6.2% |
2.981 |
| Range |
0.069 |
0.167 |
0.098 |
142.0% |
0.368 |
| ATR |
0.098 |
0.107 |
0.009 |
9.3% |
0.000 |
| Volume |
18,657 |
15,426 |
-3,231 |
-17.3% |
71,517 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.326 |
3.229 |
2.889 |
|
| R3 |
3.159 |
3.062 |
2.843 |
|
| R2 |
2.992 |
2.992 |
2.828 |
|
| R1 |
2.895 |
2.895 |
2.812 |
2.860 |
| PP |
2.825 |
2.825 |
2.825 |
2.808 |
| S1 |
2.728 |
2.728 |
2.782 |
2.693 |
| S2 |
2.658 |
2.658 |
2.766 |
|
| S3 |
2.491 |
2.561 |
2.751 |
|
| S4 |
2.324 |
2.394 |
2.705 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
3.950 |
3.183 |
|
| R3 |
3.814 |
3.582 |
3.082 |
|
| R2 |
3.446 |
3.446 |
3.048 |
|
| R1 |
3.214 |
3.214 |
3.015 |
3.146 |
| PP |
3.078 |
3.078 |
3.078 |
3.045 |
| S1 |
2.846 |
2.846 |
2.947 |
2.778 |
| S2 |
2.710 |
2.710 |
2.914 |
|
| S3 |
2.342 |
2.478 |
2.880 |
|
| S4 |
1.974 |
2.110 |
2.779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.311 |
2.756 |
0.555 |
19.8% |
0.132 |
4.7% |
7% |
False |
True |
16,344 |
| 10 |
3.368 |
2.756 |
0.612 |
21.9% |
0.117 |
4.2% |
7% |
False |
True |
10,837 |
| 20 |
3.496 |
2.756 |
0.740 |
26.5% |
0.095 |
3.4% |
6% |
False |
True |
6,954 |
| 40 |
3.901 |
2.756 |
1.145 |
40.9% |
0.090 |
3.2% |
4% |
False |
True |
5,299 |
| 60 |
4.162 |
2.756 |
1.406 |
50.3% |
0.087 |
3.1% |
3% |
False |
True |
4,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.633 |
|
2.618 |
3.360 |
|
1.618 |
3.193 |
|
1.000 |
3.090 |
|
0.618 |
3.026 |
|
HIGH |
2.923 |
|
0.618 |
2.859 |
|
0.500 |
2.840 |
|
0.382 |
2.820 |
|
LOW |
2.756 |
|
0.618 |
2.653 |
|
1.000 |
2.589 |
|
1.618 |
2.486 |
|
2.618 |
2.319 |
|
4.250 |
2.046 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.908 |
| PP |
2.825 |
2.871 |
| S1 |
2.811 |
2.834 |
|