NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
3.030 |
0.330 |
12.2% |
2.910 |
| High |
3.064 |
3.121 |
0.057 |
1.9% |
2.918 |
| Low |
2.698 |
2.976 |
0.278 |
10.3% |
2.670 |
| Close |
2.971 |
3.009 |
0.038 |
1.3% |
2.762 |
| Range |
0.366 |
0.145 |
-0.221 |
-60.4% |
0.248 |
| ATR |
0.123 |
0.125 |
0.002 |
1.6% |
0.000 |
| Volume |
6,573 |
18,569 |
11,996 |
182.5% |
35,385 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.385 |
3.089 |
|
| R3 |
3.325 |
3.240 |
3.049 |
|
| R2 |
3.180 |
3.180 |
3.036 |
|
| R1 |
3.095 |
3.095 |
3.022 |
3.065 |
| PP |
3.035 |
3.035 |
3.035 |
3.021 |
| S1 |
2.950 |
2.950 |
2.996 |
2.920 |
| S2 |
2.890 |
2.890 |
2.982 |
|
| S3 |
2.745 |
2.805 |
2.969 |
|
| S4 |
2.600 |
2.660 |
2.929 |
|
|
| 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 |
3.737 |
|
2.618 |
3.501 |
|
1.618 |
3.356 |
|
1.000 |
3.266 |
|
0.618 |
3.211 |
|
HIGH |
3.121 |
|
0.618 |
3.066 |
|
0.500 |
3.049 |
|
0.382 |
3.031 |
|
LOW |
2.976 |
|
0.618 |
2.886 |
|
1.000 |
2.831 |
|
1.618 |
2.741 |
|
2.618 |
2.596 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.049 |
2.971 |
| PP |
3.035 |
2.933 |
| S1 |
3.022 |
2.896 |
|