NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.790 |
-0.030 |
-1.1% |
3.310 |
| High |
2.866 |
2.790 |
-0.076 |
-2.7% |
3.335 |
| Low |
2.789 |
2.682 |
-0.107 |
-3.8% |
2.972 |
| Close |
2.822 |
2.700 |
-0.122 |
-4.3% |
3.012 |
| Range |
0.077 |
0.108 |
0.031 |
40.3% |
0.363 |
| ATR |
0.101 |
0.104 |
0.003 |
2.8% |
0.000 |
| Volume |
11,098 |
7,730 |
-3,368 |
-30.3% |
44,463 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.048 |
2.982 |
2.759 |
|
| R3 |
2.940 |
2.874 |
2.730 |
|
| R2 |
2.832 |
2.832 |
2.720 |
|
| R1 |
2.766 |
2.766 |
2.710 |
2.745 |
| PP |
2.724 |
2.724 |
2.724 |
2.714 |
| S1 |
2.658 |
2.658 |
2.690 |
2.637 |
| S2 |
2.616 |
2.616 |
2.680 |
|
| S3 |
2.508 |
2.550 |
2.670 |
|
| S4 |
2.400 |
2.442 |
2.641 |
|
|
| 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 |
3.249 |
|
2.618 |
3.073 |
|
1.618 |
2.965 |
|
1.000 |
2.898 |
|
0.618 |
2.857 |
|
HIGH |
2.790 |
|
0.618 |
2.749 |
|
0.500 |
2.736 |
|
0.382 |
2.723 |
|
LOW |
2.682 |
|
0.618 |
2.615 |
|
1.000 |
2.574 |
|
1.618 |
2.507 |
|
2.618 |
2.399 |
|
4.250 |
2.223 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.736 |
2.800 |
| PP |
2.724 |
2.767 |
| S1 |
2.712 |
2.733 |
|