NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.301 |
3.235 |
-0.066 |
-2.0% |
3.266 |
| High |
3.335 |
3.235 |
-0.100 |
-3.0% |
3.401 |
| Low |
3.206 |
3.046 |
-0.160 |
-5.0% |
3.231 |
| Close |
3.244 |
3.091 |
-0.153 |
-4.7% |
3.347 |
| Range |
0.129 |
0.189 |
0.060 |
46.5% |
0.170 |
| ATR |
0.087 |
0.095 |
0.008 |
9.0% |
0.000 |
| Volume |
5,226 |
11,432 |
6,206 |
118.8% |
15,569 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.580 |
3.195 |
|
| R3 |
3.502 |
3.391 |
3.143 |
|
| R2 |
3.313 |
3.313 |
3.126 |
|
| R1 |
3.202 |
3.202 |
3.108 |
3.163 |
| PP |
3.124 |
3.124 |
3.124 |
3.105 |
| S1 |
3.013 |
3.013 |
3.074 |
2.974 |
| S2 |
2.935 |
2.935 |
3.056 |
|
| S3 |
2.746 |
2.824 |
3.039 |
|
| S4 |
2.557 |
2.635 |
2.987 |
|
|
| 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 |
4.038 |
|
2.618 |
3.730 |
|
1.618 |
3.541 |
|
1.000 |
3.424 |
|
0.618 |
3.352 |
|
HIGH |
3.235 |
|
0.618 |
3.163 |
|
0.500 |
3.141 |
|
0.382 |
3.118 |
|
LOW |
3.046 |
|
0.618 |
2.929 |
|
1.000 |
2.857 |
|
1.618 |
2.740 |
|
2.618 |
2.551 |
|
4.250 |
2.243 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.141 |
3.191 |
| PP |
3.124 |
3.157 |
| S1 |
3.108 |
3.124 |
|