NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.401 |
3.280 |
-0.121 |
-3.6% |
3.266 |
| High |
3.401 |
3.356 |
-0.045 |
-1.3% |
3.401 |
| Low |
3.254 |
3.280 |
0.026 |
0.8% |
3.231 |
| Close |
3.284 |
3.347 |
0.063 |
1.9% |
3.347 |
| Range |
0.147 |
0.076 |
-0.071 |
-48.3% |
0.170 |
| ATR |
0.086 |
0.086 |
-0.001 |
-0.9% |
0.000 |
| Volume |
3,924 |
4,790 |
866 |
22.1% |
15,569 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.556 |
3.527 |
3.389 |
|
| R3 |
3.480 |
3.451 |
3.368 |
|
| R2 |
3.404 |
3.404 |
3.361 |
|
| R1 |
3.375 |
3.375 |
3.354 |
3.390 |
| PP |
3.328 |
3.328 |
3.328 |
3.335 |
| S1 |
3.299 |
3.299 |
3.340 |
3.314 |
| S2 |
3.252 |
3.252 |
3.333 |
|
| S3 |
3.176 |
3.223 |
3.326 |
|
| S4 |
3.100 |
3.147 |
3.305 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.836 |
3.762 |
3.441 |
|
| R3 |
3.666 |
3.592 |
3.394 |
|
| R2 |
3.496 |
3.496 |
3.378 |
|
| R1 |
3.422 |
3.422 |
3.363 |
3.459 |
| PP |
3.326 |
3.326 |
3.326 |
3.345 |
| S1 |
3.252 |
3.252 |
3.331 |
3.289 |
| S2 |
3.156 |
3.156 |
3.316 |
|
| S3 |
2.986 |
3.082 |
3.300 |
|
| S4 |
2.816 |
2.912 |
3.254 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.679 |
|
2.618 |
3.555 |
|
1.618 |
3.479 |
|
1.000 |
3.432 |
|
0.618 |
3.403 |
|
HIGH |
3.356 |
|
0.618 |
3.327 |
|
0.500 |
3.318 |
|
0.382 |
3.309 |
|
LOW |
3.280 |
|
0.618 |
3.233 |
|
1.000 |
3.204 |
|
1.618 |
3.157 |
|
2.618 |
3.081 |
|
4.250 |
2.957 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.337 |
3.341 |
| PP |
3.328 |
3.334 |
| S1 |
3.318 |
3.328 |
|