NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.463 |
3.497 |
0.034 |
1.0% |
3.659 |
| High |
3.507 |
3.504 |
-0.003 |
-0.1% |
3.720 |
| Low |
3.405 |
3.409 |
0.004 |
0.1% |
3.521 |
| Close |
3.487 |
3.424 |
-0.063 |
-1.8% |
3.584 |
| Range |
0.102 |
0.095 |
-0.007 |
-6.9% |
0.199 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.3% |
0.000 |
| Volume |
112,883 |
99,669 |
-13,214 |
-11.7% |
601,544 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.731 |
3.672 |
3.476 |
|
| R3 |
3.636 |
3.577 |
3.450 |
|
| R2 |
3.541 |
3.541 |
3.441 |
|
| R1 |
3.482 |
3.482 |
3.433 |
3.464 |
| PP |
3.446 |
3.446 |
3.446 |
3.437 |
| S1 |
3.387 |
3.387 |
3.415 |
3.369 |
| S2 |
3.351 |
3.351 |
3.407 |
|
| S3 |
3.256 |
3.292 |
3.398 |
|
| S4 |
3.161 |
3.197 |
3.372 |
|
|
| 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 |
8.3% |
0.114 |
3.3% |
7% |
False |
False |
113,007 |
| 10 |
3.720 |
3.405 |
0.315 |
9.2% |
0.125 |
3.6% |
6% |
False |
False |
110,003 |
| 20 |
3.863 |
3.405 |
0.458 |
13.4% |
0.114 |
3.3% |
4% |
False |
False |
93,017 |
| 40 |
4.143 |
3.405 |
0.738 |
21.6% |
0.112 |
3.3% |
3% |
False |
False |
74,723 |
| 60 |
4.477 |
3.405 |
1.072 |
31.3% |
0.105 |
3.1% |
2% |
False |
False |
63,722 |
| 80 |
4.564 |
3.405 |
1.159 |
33.8% |
0.106 |
3.1% |
2% |
False |
False |
53,908 |
| 100 |
4.949 |
3.405 |
1.544 |
45.1% |
0.105 |
3.1% |
1% |
False |
False |
46,798 |
| 120 |
4.962 |
3.405 |
1.557 |
45.5% |
0.106 |
3.1% |
1% |
False |
False |
41,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.908 |
|
2.618 |
3.753 |
|
1.618 |
3.658 |
|
1.000 |
3.599 |
|
0.618 |
3.563 |
|
HIGH |
3.504 |
|
0.618 |
3.468 |
|
0.500 |
3.457 |
|
0.382 |
3.445 |
|
LOW |
3.409 |
|
0.618 |
3.350 |
|
1.000 |
3.314 |
|
1.618 |
3.255 |
|
2.618 |
3.160 |
|
4.250 |
3.005 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.457 |
3.489 |
| PP |
3.446 |
3.467 |
| S1 |
3.435 |
3.446 |
|