NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.497 |
3.422 |
-0.075 |
-2.1% |
3.659 |
| High |
3.504 |
3.545 |
0.041 |
1.2% |
3.720 |
| Low |
3.409 |
3.410 |
0.001 |
0.0% |
3.521 |
| Close |
3.424 |
3.457 |
0.033 |
1.0% |
3.584 |
| Range |
0.095 |
0.135 |
0.040 |
42.1% |
0.199 |
| ATR |
0.115 |
0.117 |
0.001 |
1.2% |
0.000 |
| Volume |
99,669 |
116,666 |
16,997 |
17.1% |
601,544 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.801 |
3.531 |
|
| R3 |
3.741 |
3.666 |
3.494 |
|
| R2 |
3.606 |
3.606 |
3.482 |
|
| R1 |
3.531 |
3.531 |
3.469 |
3.569 |
| PP |
3.471 |
3.471 |
3.471 |
3.489 |
| S1 |
3.396 |
3.396 |
3.445 |
3.434 |
| S2 |
3.336 |
3.336 |
3.432 |
|
| S3 |
3.201 |
3.261 |
3.420 |
|
| S4 |
3.066 |
3.126 |
3.383 |
|
|
| 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 |
3.663 |
3.405 |
0.258 |
7.5% |
0.111 |
3.2% |
20% |
False |
False |
102,844 |
| 10 |
3.720 |
3.405 |
0.315 |
9.1% |
0.124 |
3.6% |
17% |
False |
False |
113,715 |
| 20 |
3.800 |
3.405 |
0.395 |
11.4% |
0.115 |
3.3% |
13% |
False |
False |
96,309 |
| 40 |
4.143 |
3.405 |
0.738 |
21.3% |
0.113 |
3.3% |
7% |
False |
False |
74,677 |
| 60 |
4.461 |
3.405 |
1.056 |
30.5% |
0.105 |
3.0% |
5% |
False |
False |
65,147 |
| 80 |
4.564 |
3.405 |
1.159 |
33.5% |
0.107 |
3.1% |
4% |
False |
False |
55,047 |
| 100 |
4.949 |
3.405 |
1.544 |
44.7% |
0.106 |
3.1% |
3% |
False |
False |
47,795 |
| 120 |
4.962 |
3.405 |
1.557 |
45.0% |
0.106 |
3.1% |
3% |
False |
False |
42,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.119 |
|
2.618 |
3.898 |
|
1.618 |
3.763 |
|
1.000 |
3.680 |
|
0.618 |
3.628 |
|
HIGH |
3.545 |
|
0.618 |
3.493 |
|
0.500 |
3.478 |
|
0.382 |
3.462 |
|
LOW |
3.410 |
|
0.618 |
3.327 |
|
1.000 |
3.275 |
|
1.618 |
3.192 |
|
2.618 |
3.057 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.478 |
3.475 |
| PP |
3.471 |
3.469 |
| S1 |
3.464 |
3.463 |
|