NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.020 |
2.910 |
-0.110 |
-3.6% |
3.310 |
| High |
3.042 |
2.918 |
-0.124 |
-4.1% |
3.335 |
| Low |
2.972 |
2.790 |
-0.182 |
-6.1% |
2.972 |
| Close |
3.012 |
2.830 |
-0.182 |
-6.0% |
3.012 |
| Range |
0.070 |
0.128 |
0.058 |
82.9% |
0.363 |
| ATR |
0.093 |
0.103 |
0.009 |
9.8% |
0.000 |
| Volume |
9,758 |
8,859 |
-899 |
-9.2% |
44,463 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.230 |
3.158 |
2.900 |
|
| R3 |
3.102 |
3.030 |
2.865 |
|
| R2 |
2.974 |
2.974 |
2.853 |
|
| R1 |
2.902 |
2.902 |
2.842 |
2.874 |
| PP |
2.846 |
2.846 |
2.846 |
2.832 |
| S1 |
2.774 |
2.774 |
2.818 |
2.746 |
| S2 |
2.718 |
2.718 |
2.807 |
|
| S3 |
2.590 |
2.646 |
2.795 |
|
| S4 |
2.462 |
2.518 |
2.760 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
3.967 |
3.212 |
|
| R3 |
3.832 |
3.604 |
3.112 |
|
| R2 |
3.469 |
3.469 |
3.079 |
|
| R1 |
3.241 |
3.241 |
3.045 |
3.174 |
| PP |
3.106 |
3.106 |
3.106 |
3.073 |
| S1 |
2.878 |
2.878 |
2.979 |
2.811 |
| S2 |
2.743 |
2.743 |
2.945 |
|
| S3 |
2.380 |
2.515 |
2.912 |
|
| S4 |
2.017 |
2.152 |
2.812 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.462 |
|
2.618 |
3.253 |
|
1.618 |
3.125 |
|
1.000 |
3.046 |
|
0.618 |
2.997 |
|
HIGH |
2.918 |
|
0.618 |
2.869 |
|
0.500 |
2.854 |
|
0.382 |
2.839 |
|
LOW |
2.790 |
|
0.618 |
2.711 |
|
1.000 |
2.662 |
|
1.618 |
2.583 |
|
2.618 |
2.455 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.935 |
| PP |
2.846 |
2.900 |
| S1 |
2.838 |
2.865 |
|