NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.315 |
3.401 |
0.086 |
2.6% |
3.468 |
| High |
3.396 |
3.401 |
0.005 |
0.1% |
3.495 |
| Low |
3.312 |
3.254 |
-0.058 |
-1.8% |
3.249 |
| Close |
3.382 |
3.284 |
-0.098 |
-2.9% |
3.283 |
| Range |
0.084 |
0.147 |
0.063 |
75.0% |
0.246 |
| ATR |
0.082 |
0.086 |
0.005 |
5.7% |
0.000 |
| Volume |
3,220 |
3,924 |
704 |
21.9% |
6,877 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.754 |
3.666 |
3.365 |
|
| R3 |
3.607 |
3.519 |
3.324 |
|
| R2 |
3.460 |
3.460 |
3.311 |
|
| R1 |
3.372 |
3.372 |
3.297 |
3.343 |
| PP |
3.313 |
3.313 |
3.313 |
3.298 |
| S1 |
3.225 |
3.225 |
3.271 |
3.196 |
| S2 |
3.166 |
3.166 |
3.257 |
|
| S3 |
3.019 |
3.078 |
3.244 |
|
| S4 |
2.872 |
2.931 |
3.203 |
|
|
| 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 |
4.026 |
|
2.618 |
3.786 |
|
1.618 |
3.639 |
|
1.000 |
3.548 |
|
0.618 |
3.492 |
|
HIGH |
3.401 |
|
0.618 |
3.345 |
|
0.500 |
3.328 |
|
0.382 |
3.310 |
|
LOW |
3.254 |
|
0.618 |
3.163 |
|
1.000 |
3.107 |
|
1.618 |
3.016 |
|
2.618 |
2.869 |
|
4.250 |
2.629 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.328 |
3.316 |
| PP |
3.313 |
3.305 |
| S1 |
3.299 |
3.295 |
|