NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.290 |
3.329 |
0.039 |
1.2% |
3.260 |
| High |
3.313 |
3.330 |
0.017 |
0.5% |
3.390 |
| Low |
3.280 |
3.207 |
-0.073 |
-2.2% |
3.221 |
| Close |
3.309 |
3.240 |
-0.069 |
-2.1% |
3.343 |
| Range |
0.033 |
0.123 |
0.090 |
272.7% |
0.169 |
| ATR |
0.083 |
0.086 |
0.003 |
3.4% |
0.000 |
| Volume |
3,747 |
4,872 |
1,125 |
30.0% |
13,551 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.557 |
3.308 |
|
| R3 |
3.505 |
3.434 |
3.274 |
|
| R2 |
3.382 |
3.382 |
3.263 |
|
| R1 |
3.311 |
3.311 |
3.251 |
3.285 |
| PP |
3.259 |
3.259 |
3.259 |
3.246 |
| S1 |
3.188 |
3.188 |
3.229 |
3.162 |
| S2 |
3.136 |
3.136 |
3.217 |
|
| S3 |
3.013 |
3.065 |
3.206 |
|
| S4 |
2.890 |
2.942 |
3.172 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.825 |
3.753 |
3.436 |
|
| R3 |
3.656 |
3.584 |
3.389 |
|
| R2 |
3.487 |
3.487 |
3.374 |
|
| R1 |
3.415 |
3.415 |
3.358 |
3.451 |
| PP |
3.318 |
3.318 |
3.318 |
3.336 |
| S1 |
3.246 |
3.246 |
3.328 |
3.282 |
| S2 |
3.149 |
3.149 |
3.312 |
|
| S3 |
2.980 |
3.077 |
3.297 |
|
| S4 |
2.811 |
2.908 |
3.250 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.853 |
|
2.618 |
3.652 |
|
1.618 |
3.529 |
|
1.000 |
3.453 |
|
0.618 |
3.406 |
|
HIGH |
3.330 |
|
0.618 |
3.283 |
|
0.500 |
3.269 |
|
0.382 |
3.254 |
|
LOW |
3.207 |
|
0.618 |
3.131 |
|
1.000 |
3.084 |
|
1.618 |
3.008 |
|
2.618 |
2.885 |
|
4.250 |
2.684 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.269 |
3.275 |
| PP |
3.259 |
3.263 |
| S1 |
3.250 |
3.252 |
|