NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.644 |
3.570 |
-0.074 |
-2.0% |
3.659 |
| High |
3.663 |
3.572 |
-0.091 |
-2.5% |
3.720 |
| Low |
3.568 |
3.444 |
-0.124 |
-3.5% |
3.521 |
| Close |
3.584 |
3.461 |
-0.123 |
-3.4% |
3.584 |
| Range |
0.095 |
0.128 |
0.033 |
34.7% |
0.199 |
| ATR |
0.116 |
0.118 |
0.002 |
1.5% |
0.000 |
| Volume |
82,503 |
102,501 |
19,998 |
24.2% |
601,544 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.797 |
3.531 |
|
| R3 |
3.748 |
3.669 |
3.496 |
|
| R2 |
3.620 |
3.620 |
3.484 |
|
| R1 |
3.541 |
3.541 |
3.473 |
3.517 |
| PP |
3.492 |
3.492 |
3.492 |
3.480 |
| S1 |
3.413 |
3.413 |
3.449 |
3.389 |
| S2 |
3.364 |
3.364 |
3.438 |
|
| S3 |
3.236 |
3.285 |
3.426 |
|
| S4 |
3.108 |
3.157 |
3.391 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.094 |
3.693 |
|
| R3 |
4.006 |
3.895 |
3.639 |
|
| R2 |
3.807 |
3.807 |
3.620 |
|
| R1 |
3.696 |
3.696 |
3.602 |
3.652 |
| PP |
3.608 |
3.608 |
3.608 |
3.587 |
| S1 |
3.497 |
3.497 |
3.566 |
3.453 |
| S2 |
3.409 |
3.409 |
3.548 |
|
| S3 |
3.210 |
3.298 |
3.529 |
|
| S4 |
3.011 |
3.099 |
3.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.689 |
3.444 |
0.245 |
7.1% |
0.117 |
3.4% |
7% |
False |
True |
116,831 |
| 10 |
3.720 |
3.444 |
0.276 |
8.0% |
0.127 |
3.7% |
6% |
False |
True |
108,907 |
| 20 |
3.892 |
3.444 |
0.448 |
12.9% |
0.115 |
3.3% |
4% |
False |
True |
88,040 |
| 40 |
4.143 |
3.444 |
0.699 |
20.2% |
0.111 |
3.2% |
2% |
False |
True |
73,755 |
| 60 |
4.477 |
3.444 |
1.033 |
29.8% |
0.105 |
3.0% |
2% |
False |
True |
61,112 |
| 80 |
4.606 |
3.444 |
1.162 |
33.6% |
0.106 |
3.1% |
1% |
False |
True |
51,809 |
| 100 |
4.962 |
3.444 |
1.518 |
43.9% |
0.106 |
3.0% |
1% |
False |
True |
45,124 |
| 120 |
5.079 |
3.444 |
1.635 |
47.2% |
0.106 |
3.1% |
1% |
False |
True |
39,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
3.907 |
|
1.618 |
3.779 |
|
1.000 |
3.700 |
|
0.618 |
3.651 |
|
HIGH |
3.572 |
|
0.618 |
3.523 |
|
0.500 |
3.508 |
|
0.382 |
3.493 |
|
LOW |
3.444 |
|
0.618 |
3.365 |
|
1.000 |
3.316 |
|
1.618 |
3.237 |
|
2.618 |
3.109 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.508 |
3.567 |
| PP |
3.492 |
3.531 |
| S1 |
3.477 |
3.496 |
|