NYMEX Natural Gas Future August 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 |
3.288 |
3.260 |
-0.028 |
-0.9% |
3.452 |
| High |
3.313 |
3.335 |
0.022 |
0.7% |
3.491 |
| Low |
3.248 |
3.221 |
-0.027 |
-0.8% |
3.248 |
| Close |
3.276 |
3.280 |
0.004 |
0.1% |
3.276 |
| Range |
0.065 |
0.114 |
0.049 |
75.4% |
0.243 |
| ATR |
0.078 |
0.080 |
0.003 |
3.3% |
0.000 |
| Volume |
2,737 |
2,907 |
170 |
6.2% |
8,145 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.621 |
3.564 |
3.343 |
|
| R3 |
3.507 |
3.450 |
3.311 |
|
| R2 |
3.393 |
3.393 |
3.301 |
|
| R1 |
3.336 |
3.336 |
3.290 |
3.365 |
| PP |
3.279 |
3.279 |
3.279 |
3.293 |
| S1 |
3.222 |
3.222 |
3.270 |
3.251 |
| S2 |
3.165 |
3.165 |
3.259 |
|
| S3 |
3.051 |
3.108 |
3.249 |
|
| S4 |
2.937 |
2.994 |
3.217 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.067 |
3.915 |
3.410 |
|
| R3 |
3.824 |
3.672 |
3.343 |
|
| R2 |
3.581 |
3.581 |
3.321 |
|
| R1 |
3.429 |
3.429 |
3.298 |
3.384 |
| PP |
3.338 |
3.338 |
3.338 |
3.316 |
| S1 |
3.186 |
3.186 |
3.254 |
3.141 |
| S2 |
3.095 |
3.095 |
3.231 |
|
| S3 |
2.852 |
2.943 |
3.209 |
|
| S4 |
2.609 |
2.700 |
3.142 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.820 |
|
2.618 |
3.633 |
|
1.618 |
3.519 |
|
1.000 |
3.449 |
|
0.618 |
3.405 |
|
HIGH |
3.335 |
|
0.618 |
3.291 |
|
0.500 |
3.278 |
|
0.382 |
3.265 |
|
LOW |
3.221 |
|
0.618 |
3.151 |
|
1.000 |
3.107 |
|
1.618 |
3.037 |
|
2.618 |
2.923 |
|
4.250 |
2.737 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.279 |
3.307 |
| PP |
3.279 |
3.298 |
| S1 |
3.278 |
3.289 |
|