NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
3.015 |
0.315 |
11.7% |
2.950 |
| High |
3.052 |
3.117 |
0.065 |
2.1% |
2.950 |
| Low |
2.694 |
2.973 |
0.279 |
10.4% |
2.666 |
| Close |
2.968 |
3.006 |
0.038 |
1.3% |
2.758 |
| Range |
0.358 |
0.144 |
-0.214 |
-59.8% |
0.284 |
| ATR |
0.122 |
0.124 |
0.002 |
1.6% |
0.000 |
| Volume |
6,102 |
18,220 |
12,118 |
198.6% |
26,974 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.379 |
3.085 |
|
| R3 |
3.320 |
3.235 |
3.046 |
|
| R2 |
3.176 |
3.176 |
3.032 |
|
| R1 |
3.091 |
3.091 |
3.019 |
3.062 |
| PP |
3.032 |
3.032 |
3.032 |
3.017 |
| S1 |
2.947 |
2.947 |
2.993 |
2.918 |
| S2 |
2.888 |
2.888 |
2.980 |
|
| S3 |
2.744 |
2.803 |
2.966 |
|
| S4 |
2.600 |
2.659 |
2.927 |
|
|
| 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 |
3.729 |
|
2.618 |
3.494 |
|
1.618 |
3.350 |
|
1.000 |
3.261 |
|
0.618 |
3.206 |
|
HIGH |
3.117 |
|
0.618 |
3.062 |
|
0.500 |
3.045 |
|
0.382 |
3.028 |
|
LOW |
2.973 |
|
0.618 |
2.884 |
|
1.000 |
2.829 |
|
1.618 |
2.740 |
|
2.618 |
2.596 |
|
4.250 |
2.361 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.045 |
2.968 |
| PP |
3.032 |
2.930 |
| S1 |
3.019 |
2.892 |
|