NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.300 |
3.266 |
-0.034 |
-1.0% |
3.468 |
| High |
3.319 |
3.340 |
0.021 |
0.6% |
3.495 |
| Low |
3.249 |
3.231 |
-0.018 |
-0.6% |
3.249 |
| Close |
3.283 |
3.287 |
0.004 |
0.1% |
3.283 |
| Range |
0.070 |
0.109 |
0.039 |
55.7% |
0.246 |
| ATR |
0.077 |
0.080 |
0.002 |
2.9% |
0.000 |
| Volume |
2,530 |
3,635 |
1,105 |
43.7% |
6,877 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.613 |
3.559 |
3.347 |
|
| R3 |
3.504 |
3.450 |
3.317 |
|
| R2 |
3.395 |
3.395 |
3.307 |
|
| R1 |
3.341 |
3.341 |
3.297 |
3.368 |
| PP |
3.286 |
3.286 |
3.286 |
3.300 |
| S1 |
3.232 |
3.232 |
3.277 |
3.259 |
| S2 |
3.177 |
3.177 |
3.267 |
|
| S3 |
3.068 |
3.123 |
3.257 |
|
| S4 |
2.959 |
3.014 |
3.227 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.080 |
3.928 |
3.418 |
|
| R3 |
3.834 |
3.682 |
3.351 |
|
| R2 |
3.588 |
3.588 |
3.328 |
|
| R1 |
3.436 |
3.436 |
3.306 |
3.389 |
| PP |
3.342 |
3.342 |
3.342 |
3.319 |
| S1 |
3.190 |
3.190 |
3.260 |
3.143 |
| S2 |
3.096 |
3.096 |
3.238 |
|
| S3 |
2.850 |
2.944 |
3.215 |
|
| S4 |
2.604 |
2.698 |
3.148 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.803 |
|
2.618 |
3.625 |
|
1.618 |
3.516 |
|
1.000 |
3.449 |
|
0.618 |
3.407 |
|
HIGH |
3.340 |
|
0.618 |
3.298 |
|
0.500 |
3.286 |
|
0.382 |
3.273 |
|
LOW |
3.231 |
|
0.618 |
3.164 |
|
1.000 |
3.122 |
|
1.618 |
3.055 |
|
2.618 |
2.946 |
|
4.250 |
2.768 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.287 |
3.321 |
| PP |
3.286 |
3.309 |
| S1 |
3.286 |
3.298 |
|