NYMEX Natural Gas Future August 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 |
3.290 |
3.345 |
0.055 |
1.7% |
3.452 |
| High |
3.390 |
3.345 |
-0.045 |
-1.3% |
3.491 |
| Low |
3.290 |
3.243 |
-0.047 |
-1.4% |
3.248 |
| Close |
3.376 |
3.279 |
-0.097 |
-2.9% |
3.276 |
| Range |
0.100 |
0.102 |
0.002 |
2.0% |
0.243 |
| ATR |
0.082 |
0.086 |
0.004 |
4.4% |
0.000 |
| Volume |
2,708 |
3,854 |
1,146 |
42.3% |
8,145 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.539 |
3.335 |
|
| R3 |
3.493 |
3.437 |
3.307 |
|
| R2 |
3.391 |
3.391 |
3.298 |
|
| R1 |
3.335 |
3.335 |
3.288 |
3.312 |
| PP |
3.289 |
3.289 |
3.289 |
3.278 |
| S1 |
3.233 |
3.233 |
3.270 |
3.210 |
| S2 |
3.187 |
3.187 |
3.260 |
|
| S3 |
3.085 |
3.131 |
3.251 |
|
| S4 |
2.983 |
3.029 |
3.223 |
|
|
| 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 |
3.779 |
|
2.618 |
3.612 |
|
1.618 |
3.510 |
|
1.000 |
3.447 |
|
0.618 |
3.408 |
|
HIGH |
3.345 |
|
0.618 |
3.306 |
|
0.500 |
3.294 |
|
0.382 |
3.282 |
|
LOW |
3.243 |
|
0.618 |
3.180 |
|
1.000 |
3.141 |
|
1.618 |
3.078 |
|
2.618 |
2.976 |
|
4.250 |
2.810 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.294 |
3.306 |
| PP |
3.289 |
3.297 |
| S1 |
3.284 |
3.288 |
|