NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.076 |
3.136 |
0.060 |
2.0% |
2.950 |
| High |
3.139 |
3.145 |
0.006 |
0.2% |
2.950 |
| Low |
3.028 |
2.937 |
-0.091 |
-3.0% |
2.666 |
| Close |
3.112 |
3.007 |
-0.105 |
-3.4% |
2.758 |
| Range |
0.111 |
0.208 |
0.097 |
87.4% |
0.284 |
| ATR |
0.124 |
0.130 |
0.006 |
4.8% |
0.000 |
| Volume |
11,386 |
10,221 |
-1,165 |
-10.2% |
26,974 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.654 |
3.538 |
3.121 |
|
| R3 |
3.446 |
3.330 |
3.064 |
|
| R2 |
3.238 |
3.238 |
3.045 |
|
| R1 |
3.122 |
3.122 |
3.026 |
3.076 |
| PP |
3.030 |
3.030 |
3.030 |
3.007 |
| S1 |
2.914 |
2.914 |
2.988 |
2.868 |
| S2 |
2.822 |
2.822 |
2.969 |
|
| S3 |
2.614 |
2.706 |
2.950 |
|
| S4 |
2.406 |
2.498 |
2.893 |
|
|
| 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 |
4.029 |
|
2.618 |
3.690 |
|
1.618 |
3.482 |
|
1.000 |
3.353 |
|
0.618 |
3.274 |
|
HIGH |
3.145 |
|
0.618 |
3.066 |
|
0.500 |
3.041 |
|
0.382 |
3.016 |
|
LOW |
2.937 |
|
0.618 |
2.808 |
|
1.000 |
2.729 |
|
1.618 |
2.600 |
|
2.618 |
2.392 |
|
4.250 |
2.053 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.041 |
3.041 |
| PP |
3.030 |
3.030 |
| S1 |
3.018 |
3.018 |
|