NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.627 |
3.575 |
-0.052 |
-1.4% |
3.505 |
| High |
3.639 |
3.689 |
0.050 |
1.4% |
3.675 |
| Low |
3.540 |
3.541 |
0.001 |
0.0% |
3.461 |
| Close |
3.550 |
3.649 |
0.099 |
2.8% |
3.665 |
| Range |
0.099 |
0.148 |
0.049 |
49.5% |
0.214 |
| ATR |
0.116 |
0.118 |
0.002 |
2.0% |
0.000 |
| Volume |
113,025 |
167,480 |
54,455 |
48.2% |
385,026 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
4.008 |
3.730 |
|
| R3 |
3.922 |
3.860 |
3.690 |
|
| R2 |
3.774 |
3.774 |
3.676 |
|
| R1 |
3.712 |
3.712 |
3.663 |
3.743 |
| PP |
3.626 |
3.626 |
3.626 |
3.642 |
| S1 |
3.564 |
3.564 |
3.635 |
3.595 |
| S2 |
3.478 |
3.478 |
3.622 |
|
| S3 |
3.330 |
3.416 |
3.608 |
|
| S4 |
3.182 |
3.268 |
3.568 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.242 |
4.168 |
3.783 |
|
| R3 |
4.028 |
3.954 |
3.724 |
|
| R2 |
3.814 |
3.814 |
3.704 |
|
| R1 |
3.740 |
3.740 |
3.685 |
3.777 |
| PP |
3.600 |
3.600 |
3.600 |
3.619 |
| S1 |
3.526 |
3.526 |
3.645 |
3.563 |
| S2 |
3.386 |
3.386 |
3.626 |
|
| S3 |
3.172 |
3.312 |
3.606 |
|
| S4 |
2.958 |
3.098 |
3.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.720 |
3.521 |
0.199 |
5.5% |
0.136 |
3.7% |
64% |
False |
False |
124,586 |
| 10 |
3.720 |
3.461 |
0.259 |
7.1% |
0.131 |
3.6% |
73% |
False |
False |
107,828 |
| 20 |
3.977 |
3.461 |
0.516 |
14.1% |
0.113 |
3.1% |
36% |
False |
False |
83,399 |
| 40 |
4.143 |
3.461 |
0.682 |
18.7% |
0.110 |
3.0% |
28% |
False |
False |
71,932 |
| 60 |
4.477 |
3.461 |
1.016 |
27.8% |
0.104 |
2.9% |
19% |
False |
False |
59,190 |
| 80 |
4.606 |
3.461 |
1.145 |
31.4% |
0.106 |
2.9% |
16% |
False |
False |
50,111 |
| 100 |
4.962 |
3.461 |
1.501 |
41.1% |
0.105 |
2.9% |
13% |
False |
False |
43,643 |
| 120 |
5.125 |
3.461 |
1.664 |
45.6% |
0.105 |
2.9% |
11% |
False |
False |
38,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.076 |
|
1.618 |
3.928 |
|
1.000 |
3.837 |
|
0.618 |
3.780 |
|
HIGH |
3.689 |
|
0.618 |
3.632 |
|
0.500 |
3.615 |
|
0.382 |
3.598 |
|
LOW |
3.541 |
|
0.618 |
3.450 |
|
1.000 |
3.393 |
|
1.618 |
3.302 |
|
2.618 |
3.154 |
|
4.250 |
2.912 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.638 |
3.635 |
| PP |
3.626 |
3.621 |
| S1 |
3.615 |
3.607 |
|