NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.329 |
3.232 |
-0.097 |
-2.9% |
3.260 |
| High |
3.330 |
3.232 |
-0.098 |
-2.9% |
3.390 |
| Low |
3.207 |
3.044 |
-0.163 |
-5.1% |
3.221 |
| Close |
3.240 |
3.086 |
-0.154 |
-4.8% |
3.343 |
| Range |
0.123 |
0.188 |
0.065 |
52.8% |
0.169 |
| ATR |
0.086 |
0.094 |
0.008 |
9.2% |
0.000 |
| Volume |
4,872 |
8,213 |
3,341 |
68.6% |
13,551 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.685 |
3.573 |
3.189 |
|
| R3 |
3.497 |
3.385 |
3.138 |
|
| R2 |
3.309 |
3.309 |
3.120 |
|
| R1 |
3.197 |
3.197 |
3.103 |
3.159 |
| PP |
3.121 |
3.121 |
3.121 |
3.102 |
| S1 |
3.009 |
3.009 |
3.069 |
2.971 |
| S2 |
2.933 |
2.933 |
3.052 |
|
| S3 |
2.745 |
2.821 |
3.034 |
|
| S4 |
2.557 |
2.633 |
2.983 |
|
|
| 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 |
4.031 |
|
2.618 |
3.724 |
|
1.618 |
3.536 |
|
1.000 |
3.420 |
|
0.618 |
3.348 |
|
HIGH |
3.232 |
|
0.618 |
3.160 |
|
0.500 |
3.138 |
|
0.382 |
3.116 |
|
LOW |
3.044 |
|
0.618 |
2.928 |
|
1.000 |
2.856 |
|
1.618 |
2.740 |
|
2.618 |
2.552 |
|
4.250 |
2.245 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.138 |
3.187 |
| PP |
3.121 |
3.153 |
| S1 |
3.103 |
3.120 |
|