NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.290 |
0.030 |
0.9% |
3.452 |
| High |
3.335 |
3.390 |
0.055 |
1.6% |
3.491 |
| Low |
3.221 |
3.290 |
0.069 |
2.1% |
3.248 |
| Close |
3.280 |
3.376 |
0.096 |
2.9% |
3.276 |
| Range |
0.114 |
0.100 |
-0.014 |
-12.3% |
0.243 |
| ATR |
0.080 |
0.082 |
0.002 |
2.6% |
0.000 |
| Volume |
2,907 |
2,708 |
-199 |
-6.8% |
8,145 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.652 |
3.614 |
3.431 |
|
| R3 |
3.552 |
3.514 |
3.404 |
|
| R2 |
3.452 |
3.452 |
3.394 |
|
| R1 |
3.414 |
3.414 |
3.385 |
3.433 |
| PP |
3.352 |
3.352 |
3.352 |
3.362 |
| S1 |
3.314 |
3.314 |
3.367 |
3.333 |
| S2 |
3.252 |
3.252 |
3.358 |
|
| S3 |
3.152 |
3.214 |
3.349 |
|
| S4 |
3.052 |
3.114 |
3.321 |
|
|
| 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 |
3.815 |
|
2.618 |
3.652 |
|
1.618 |
3.552 |
|
1.000 |
3.490 |
|
0.618 |
3.452 |
|
HIGH |
3.390 |
|
0.618 |
3.352 |
|
0.500 |
3.340 |
|
0.382 |
3.328 |
|
LOW |
3.290 |
|
0.618 |
3.228 |
|
1.000 |
3.190 |
|
1.618 |
3.128 |
|
2.618 |
3.028 |
|
4.250 |
2.865 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.364 |
3.353 |
| PP |
3.352 |
3.329 |
| S1 |
3.340 |
3.306 |
|