NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.266 |
3.315 |
0.049 |
1.5% |
3.468 |
| High |
3.340 |
3.396 |
0.056 |
1.7% |
3.495 |
| Low |
3.231 |
3.312 |
0.081 |
2.5% |
3.249 |
| Close |
3.287 |
3.382 |
0.095 |
2.9% |
3.283 |
| Range |
0.109 |
0.084 |
-0.025 |
-22.9% |
0.246 |
| ATR |
0.080 |
0.082 |
0.002 |
2.6% |
0.000 |
| Volume |
3,635 |
3,220 |
-415 |
-11.4% |
6,877 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.583 |
3.428 |
|
| R3 |
3.531 |
3.499 |
3.405 |
|
| R2 |
3.447 |
3.447 |
3.397 |
|
| R1 |
3.415 |
3.415 |
3.390 |
3.431 |
| PP |
3.363 |
3.363 |
3.363 |
3.372 |
| S1 |
3.331 |
3.331 |
3.374 |
3.347 |
| S2 |
3.279 |
3.279 |
3.367 |
|
| S3 |
3.195 |
3.247 |
3.359 |
|
| S4 |
3.111 |
3.163 |
3.336 |
|
|
| 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 |
3.753 |
|
2.618 |
3.616 |
|
1.618 |
3.532 |
|
1.000 |
3.480 |
|
0.618 |
3.448 |
|
HIGH |
3.396 |
|
0.618 |
3.364 |
|
0.500 |
3.354 |
|
0.382 |
3.344 |
|
LOW |
3.312 |
|
0.618 |
3.260 |
|
1.000 |
3.228 |
|
1.618 |
3.176 |
|
2.618 |
3.092 |
|
4.250 |
2.955 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.373 |
3.359 |
| PP |
3.363 |
3.336 |
| S1 |
3.354 |
3.314 |
|