NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.778 |
2.680 |
-0.098 |
-3.5% |
2.950 |
| High |
2.791 |
2.785 |
-0.006 |
-0.2% |
2.950 |
| Low |
2.676 |
2.666 |
-0.010 |
-0.4% |
2.666 |
| Close |
2.696 |
2.758 |
0.062 |
2.3% |
2.758 |
| Range |
0.115 |
0.119 |
0.004 |
3.5% |
0.284 |
| ATR |
0.102 |
0.103 |
0.001 |
1.2% |
0.000 |
| Volume |
6,632 |
5,182 |
-1,450 |
-21.9% |
26,974 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.093 |
3.045 |
2.823 |
|
| R3 |
2.974 |
2.926 |
2.791 |
|
| R2 |
2.855 |
2.855 |
2.780 |
|
| R1 |
2.807 |
2.807 |
2.769 |
2.831 |
| PP |
2.736 |
2.736 |
2.736 |
2.749 |
| S1 |
2.688 |
2.688 |
2.747 |
2.712 |
| S2 |
2.617 |
2.617 |
2.736 |
|
| S3 |
2.498 |
2.569 |
2.725 |
|
| S4 |
2.379 |
2.450 |
2.693 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.485 |
2.914 |
|
| R3 |
3.359 |
3.201 |
2.836 |
|
| R2 |
3.075 |
3.075 |
2.810 |
|
| R1 |
2.917 |
2.917 |
2.784 |
2.854 |
| PP |
2.791 |
2.791 |
2.791 |
2.760 |
| S1 |
2.633 |
2.633 |
2.732 |
2.570 |
| S2 |
2.507 |
2.507 |
2.706 |
|
| S3 |
2.223 |
2.349 |
2.680 |
|
| S4 |
1.939 |
2.065 |
2.602 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.291 |
|
2.618 |
3.097 |
|
1.618 |
2.978 |
|
1.000 |
2.904 |
|
0.618 |
2.859 |
|
HIGH |
2.785 |
|
0.618 |
2.740 |
|
0.500 |
2.726 |
|
0.382 |
2.711 |
|
LOW |
2.666 |
|
0.618 |
2.592 |
|
1.000 |
2.547 |
|
1.618 |
2.473 |
|
2.618 |
2.354 |
|
4.250 |
2.160 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.747 |
2.763 |
| PP |
2.736 |
2.761 |
| S1 |
2.726 |
2.760 |
|