NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.310 |
3.301 |
-0.009 |
-0.3% |
3.266 |
| High |
3.318 |
3.335 |
0.017 |
0.5% |
3.401 |
| Low |
3.282 |
3.206 |
-0.076 |
-2.3% |
3.231 |
| Close |
3.313 |
3.244 |
-0.069 |
-2.1% |
3.347 |
| Range |
0.036 |
0.129 |
0.093 |
258.3% |
0.170 |
| ATR |
0.084 |
0.087 |
0.003 |
3.8% |
0.000 |
| Volume |
2,326 |
5,226 |
2,900 |
124.7% |
15,569 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.575 |
3.315 |
|
| R3 |
3.520 |
3.446 |
3.279 |
|
| R2 |
3.391 |
3.391 |
3.268 |
|
| R1 |
3.317 |
3.317 |
3.256 |
3.290 |
| PP |
3.262 |
3.262 |
3.262 |
3.248 |
| S1 |
3.188 |
3.188 |
3.232 |
3.161 |
| S2 |
3.133 |
3.133 |
3.220 |
|
| S3 |
3.004 |
3.059 |
3.209 |
|
| S4 |
2.875 |
2.930 |
3.173 |
|
|
| 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 |
3.883 |
|
2.618 |
3.673 |
|
1.618 |
3.544 |
|
1.000 |
3.464 |
|
0.618 |
3.415 |
|
HIGH |
3.335 |
|
0.618 |
3.286 |
|
0.500 |
3.271 |
|
0.382 |
3.255 |
|
LOW |
3.206 |
|
0.618 |
3.126 |
|
1.000 |
3.077 |
|
1.618 |
2.997 |
|
2.618 |
2.868 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.271 |
3.281 |
| PP |
3.262 |
3.269 |
| S1 |
3.253 |
3.256 |
|