NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.235 |
3.075 |
-0.160 |
-4.9% |
3.266 |
| High |
3.235 |
3.080 |
-0.155 |
-4.8% |
3.401 |
| Low |
3.046 |
2.997 |
-0.049 |
-1.6% |
3.231 |
| Close |
3.091 |
3.042 |
-0.049 |
-1.6% |
3.347 |
| Range |
0.189 |
0.083 |
-0.106 |
-56.1% |
0.170 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.1% |
0.000 |
| Volume |
11,432 |
15,721 |
4,289 |
37.5% |
15,569 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.289 |
3.248 |
3.088 |
|
| R3 |
3.206 |
3.165 |
3.065 |
|
| R2 |
3.123 |
3.123 |
3.057 |
|
| R1 |
3.082 |
3.082 |
3.050 |
3.061 |
| PP |
3.040 |
3.040 |
3.040 |
3.029 |
| S1 |
2.999 |
2.999 |
3.034 |
2.978 |
| S2 |
2.957 |
2.957 |
3.027 |
|
| S3 |
2.874 |
2.916 |
3.019 |
|
| S4 |
2.791 |
2.833 |
2.996 |
|
|
| 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 |
3.433 |
|
2.618 |
3.297 |
|
1.618 |
3.214 |
|
1.000 |
3.163 |
|
0.618 |
3.131 |
|
HIGH |
3.080 |
|
0.618 |
3.048 |
|
0.500 |
3.039 |
|
0.382 |
3.029 |
|
LOW |
2.997 |
|
0.618 |
2.946 |
|
1.000 |
2.914 |
|
1.618 |
2.863 |
|
2.618 |
2.780 |
|
4.250 |
2.644 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.041 |
3.166 |
| PP |
3.040 |
3.125 |
| S1 |
3.039 |
3.083 |
|