NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.650 |
2.698 |
0.048 |
1.8% |
2.923 |
| High |
2.757 |
3.030 |
0.273 |
9.9% |
2.923 |
| Low |
2.643 |
2.663 |
0.020 |
0.8% |
2.643 |
| Close |
2.733 |
2.942 |
0.209 |
7.6% |
2.733 |
| Range |
0.114 |
0.367 |
0.253 |
221.9% |
0.280 |
| ATR |
0.108 |
0.126 |
0.019 |
17.1% |
0.000 |
| Volume |
15,506 |
12,350 |
-3,156 |
-20.4% |
62,241 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.979 |
3.828 |
3.144 |
|
| R3 |
3.612 |
3.461 |
3.043 |
|
| R2 |
3.245 |
3.245 |
3.009 |
|
| R1 |
3.094 |
3.094 |
2.976 |
3.170 |
| PP |
2.878 |
2.878 |
2.878 |
2.916 |
| S1 |
2.727 |
2.727 |
2.908 |
2.803 |
| S2 |
2.511 |
2.511 |
2.875 |
|
| S3 |
2.144 |
2.360 |
2.841 |
|
| S4 |
1.777 |
1.993 |
2.740 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.606 |
3.450 |
2.887 |
|
| R3 |
3.326 |
3.170 |
2.810 |
|
| R2 |
3.046 |
3.046 |
2.784 |
|
| R1 |
2.890 |
2.890 |
2.759 |
2.828 |
| PP |
2.766 |
2.766 |
2.766 |
2.736 |
| S1 |
2.610 |
2.610 |
2.707 |
2.548 |
| S2 |
2.486 |
2.486 |
2.682 |
|
| S3 |
2.206 |
2.330 |
2.656 |
|
| S4 |
1.926 |
2.050 |
2.579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.030 |
2.643 |
0.387 |
13.2% |
0.167 |
5.7% |
77% |
True |
False |
14,918 |
| 10 |
3.311 |
2.643 |
0.668 |
22.7% |
0.136 |
4.6% |
45% |
False |
False |
14,610 |
| 20 |
3.496 |
2.643 |
0.853 |
29.0% |
0.114 |
3.9% |
35% |
False |
False |
9,327 |
| 40 |
3.901 |
2.643 |
1.258 |
42.8% |
0.098 |
3.3% |
24% |
False |
False |
6,471 |
| 60 |
4.162 |
2.643 |
1.519 |
51.6% |
0.093 |
3.2% |
20% |
False |
False |
5,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.590 |
|
2.618 |
3.991 |
|
1.618 |
3.624 |
|
1.000 |
3.397 |
|
0.618 |
3.257 |
|
HIGH |
3.030 |
|
0.618 |
2.890 |
|
0.500 |
2.847 |
|
0.382 |
2.803 |
|
LOW |
2.663 |
|
0.618 |
2.436 |
|
1.000 |
2.296 |
|
1.618 |
2.069 |
|
2.618 |
1.702 |
|
4.250 |
1.103 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.907 |
| PP |
2.878 |
2.872 |
| S1 |
2.847 |
2.837 |
|