NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.684 |
-0.106 |
-3.8% |
2.910 |
| High |
2.790 |
2.788 |
-0.002 |
-0.1% |
2.918 |
| Low |
2.682 |
2.670 |
-0.012 |
-0.4% |
2.670 |
| Close |
2.700 |
2.762 |
0.062 |
2.3% |
2.762 |
| Range |
0.108 |
0.118 |
0.010 |
9.3% |
0.248 |
| ATR |
0.104 |
0.105 |
0.001 |
1.0% |
0.000 |
| Volume |
7,730 |
7,698 |
-32 |
-0.4% |
35,385 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.046 |
2.827 |
|
| R3 |
2.976 |
2.928 |
2.794 |
|
| R2 |
2.858 |
2.858 |
2.784 |
|
| R1 |
2.810 |
2.810 |
2.773 |
2.834 |
| PP |
2.740 |
2.740 |
2.740 |
2.752 |
| S1 |
2.692 |
2.692 |
2.751 |
2.716 |
| S2 |
2.622 |
2.622 |
2.740 |
|
| S3 |
2.504 |
2.574 |
2.730 |
|
| S4 |
2.386 |
2.456 |
2.697 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.527 |
3.393 |
2.898 |
|
| R3 |
3.279 |
3.145 |
2.830 |
|
| R2 |
3.031 |
3.031 |
2.807 |
|
| R1 |
2.897 |
2.897 |
2.785 |
2.840 |
| PP |
2.783 |
2.783 |
2.783 |
2.755 |
| S1 |
2.649 |
2.649 |
2.739 |
2.592 |
| S2 |
2.535 |
2.535 |
2.717 |
|
| S3 |
2.287 |
2.401 |
2.694 |
|
| S4 |
2.039 |
2.153 |
2.626 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.290 |
|
2.618 |
3.097 |
|
1.618 |
2.979 |
|
1.000 |
2.906 |
|
0.618 |
2.861 |
|
HIGH |
2.788 |
|
0.618 |
2.743 |
|
0.500 |
2.729 |
|
0.382 |
2.715 |
|
LOW |
2.670 |
|
0.618 |
2.597 |
|
1.000 |
2.552 |
|
1.618 |
2.479 |
|
2.618 |
2.361 |
|
4.250 |
2.169 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.751 |
2.768 |
| PP |
2.740 |
2.766 |
| S1 |
2.729 |
2.764 |
|