NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.463 |
-0.107 |
-3.0% |
3.659 |
| High |
3.572 |
3.507 |
-0.065 |
-1.8% |
3.720 |
| Low |
3.444 |
3.405 |
-0.039 |
-1.1% |
3.521 |
| Close |
3.461 |
3.487 |
0.026 |
0.8% |
3.584 |
| Range |
0.128 |
0.102 |
-0.026 |
-20.3% |
0.199 |
| ATR |
0.118 |
0.117 |
-0.001 |
-1.0% |
0.000 |
| Volume |
102,501 |
112,883 |
10,382 |
10.1% |
601,544 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.772 |
3.732 |
3.543 |
|
| R3 |
3.670 |
3.630 |
3.515 |
|
| R2 |
3.568 |
3.568 |
3.506 |
|
| R1 |
3.528 |
3.528 |
3.496 |
3.548 |
| PP |
3.466 |
3.466 |
3.466 |
3.477 |
| S1 |
3.426 |
3.426 |
3.478 |
3.446 |
| S2 |
3.364 |
3.364 |
3.468 |
|
| S3 |
3.262 |
3.324 |
3.459 |
|
| S4 |
3.160 |
3.222 |
3.431 |
|
|
| 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 |
3.405 |
0.284 |
8.1% |
0.114 |
3.3% |
29% |
False |
True |
115,678 |
| 10 |
3.720 |
3.405 |
0.315 |
9.0% |
0.124 |
3.6% |
26% |
False |
True |
110,336 |
| 20 |
3.865 |
3.405 |
0.460 |
13.2% |
0.115 |
3.3% |
18% |
False |
True |
91,105 |
| 40 |
4.143 |
3.405 |
0.738 |
21.2% |
0.112 |
3.2% |
11% |
False |
True |
74,359 |
| 60 |
4.477 |
3.405 |
1.072 |
30.7% |
0.106 |
3.0% |
8% |
False |
True |
62,435 |
| 80 |
4.564 |
3.405 |
1.159 |
33.2% |
0.106 |
3.0% |
7% |
False |
True |
52,835 |
| 100 |
4.962 |
3.405 |
1.557 |
44.7% |
0.105 |
3.0% |
5% |
False |
True |
46,060 |
| 120 |
4.962 |
3.405 |
1.557 |
44.7% |
0.106 |
3.0% |
5% |
False |
True |
40,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.941 |
|
2.618 |
3.774 |
|
1.618 |
3.672 |
|
1.000 |
3.609 |
|
0.618 |
3.570 |
|
HIGH |
3.507 |
|
0.618 |
3.468 |
|
0.500 |
3.456 |
|
0.382 |
3.444 |
|
LOW |
3.405 |
|
0.618 |
3.342 |
|
1.000 |
3.303 |
|
1.618 |
3.240 |
|
2.618 |
3.138 |
|
4.250 |
2.972 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.477 |
3.534 |
| PP |
3.466 |
3.518 |
| S1 |
3.456 |
3.503 |
|