NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.000 |
3.148 |
0.148 |
4.9% |
2.700 |
| High |
3.107 |
3.148 |
0.041 |
1.3% |
3.145 |
| Low |
2.960 |
2.984 |
0.024 |
0.8% |
2.694 |
| Close |
3.093 |
3.041 |
-0.052 |
-1.7% |
3.093 |
| Range |
0.147 |
0.164 |
0.017 |
11.6% |
0.451 |
| ATR |
0.131 |
0.134 |
0.002 |
1.8% |
0.000 |
| Volume |
12,817 |
9,640 |
-3,177 |
-24.8% |
58,746 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.550 |
3.459 |
3.131 |
|
| R3 |
3.386 |
3.295 |
3.086 |
|
| R2 |
3.222 |
3.222 |
3.071 |
|
| R1 |
3.131 |
3.131 |
3.056 |
3.095 |
| PP |
3.058 |
3.058 |
3.058 |
3.039 |
| S1 |
2.967 |
2.967 |
3.026 |
2.931 |
| S2 |
2.894 |
2.894 |
3.011 |
|
| S3 |
2.730 |
2.803 |
2.996 |
|
| S4 |
2.566 |
2.639 |
2.951 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.163 |
3.341 |
|
| R3 |
3.879 |
3.712 |
3.217 |
|
| R2 |
3.428 |
3.428 |
3.176 |
|
| R1 |
3.261 |
3.261 |
3.134 |
3.345 |
| PP |
2.977 |
2.977 |
2.977 |
3.019 |
| S1 |
2.810 |
2.810 |
3.052 |
2.894 |
| S2 |
2.526 |
2.526 |
3.010 |
|
| S3 |
2.075 |
2.359 |
2.969 |
|
| S4 |
1.624 |
1.908 |
2.845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.845 |
|
2.618 |
3.577 |
|
1.618 |
3.413 |
|
1.000 |
3.312 |
|
0.618 |
3.249 |
|
HIGH |
3.148 |
|
0.618 |
3.085 |
|
0.500 |
3.066 |
|
0.382 |
3.047 |
|
LOW |
2.984 |
|
0.618 |
2.883 |
|
1.000 |
2.820 |
|
1.618 |
2.719 |
|
2.618 |
2.555 |
|
4.250 |
2.287 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.066 |
3.043 |
| PP |
3.058 |
3.042 |
| S1 |
3.049 |
3.042 |
|