NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.030 |
3.160 |
0.130 |
4.3% |
2.700 |
| High |
3.117 |
3.167 |
0.050 |
1.6% |
3.170 |
| Low |
2.966 |
2.990 |
0.024 |
0.8% |
2.698 |
| Close |
3.100 |
3.049 |
-0.051 |
-1.6% |
3.100 |
| Range |
0.151 |
0.177 |
0.026 |
17.2% |
0.472 |
| ATR |
0.134 |
0.137 |
0.003 |
2.3% |
0.000 |
| Volume |
7,960 |
6,116 |
-1,844 |
-23.2% |
50,524 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.600 |
3.501 |
3.146 |
|
| R3 |
3.423 |
3.324 |
3.098 |
|
| R2 |
3.246 |
3.246 |
3.081 |
|
| R1 |
3.147 |
3.147 |
3.065 |
3.108 |
| PP |
3.069 |
3.069 |
3.069 |
3.049 |
| S1 |
2.970 |
2.970 |
3.033 |
2.931 |
| S2 |
2.892 |
2.892 |
3.017 |
|
| S3 |
2.715 |
2.793 |
3.000 |
|
| S4 |
2.538 |
2.616 |
2.952 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.405 |
4.225 |
3.360 |
|
| R3 |
3.933 |
3.753 |
3.230 |
|
| R2 |
3.461 |
3.461 |
3.187 |
|
| R1 |
3.281 |
3.281 |
3.143 |
3.371 |
| PP |
2.989 |
2.989 |
2.989 |
3.035 |
| S1 |
2.809 |
2.809 |
3.057 |
2.899 |
| S2 |
2.517 |
2.517 |
3.013 |
|
| S3 |
2.045 |
2.337 |
2.970 |
|
| S4 |
1.573 |
1.865 |
2.840 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.919 |
|
2.618 |
3.630 |
|
1.618 |
3.453 |
|
1.000 |
3.344 |
|
0.618 |
3.276 |
|
HIGH |
3.167 |
|
0.618 |
3.099 |
|
0.500 |
3.079 |
|
0.382 |
3.058 |
|
LOW |
2.990 |
|
0.618 |
2.881 |
|
1.000 |
2.813 |
|
1.618 |
2.704 |
|
2.618 |
2.527 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.079 |
3.056 |
| PP |
3.069 |
3.054 |
| S1 |
3.059 |
3.051 |
|