NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.422 |
3.435 |
0.013 |
0.4% |
3.570 |
| High |
3.545 |
3.441 |
-0.104 |
-2.9% |
3.572 |
| Low |
3.410 |
3.309 |
-0.101 |
-3.0% |
3.309 |
| Close |
3.457 |
3.317 |
-0.140 |
-4.0% |
3.317 |
| Range |
0.135 |
0.132 |
-0.003 |
-2.2% |
0.263 |
| ATR |
0.117 |
0.119 |
0.002 |
1.9% |
0.000 |
| Volume |
116,666 |
149,280 |
32,614 |
28.0% |
580,999 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.666 |
3.390 |
|
| R3 |
3.620 |
3.534 |
3.353 |
|
| R2 |
3.488 |
3.488 |
3.341 |
|
| R1 |
3.402 |
3.402 |
3.329 |
3.379 |
| PP |
3.356 |
3.356 |
3.356 |
3.344 |
| S1 |
3.270 |
3.270 |
3.305 |
3.247 |
| S2 |
3.224 |
3.224 |
3.293 |
|
| S3 |
3.092 |
3.138 |
3.281 |
|
| S4 |
2.960 |
3.006 |
3.244 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.188 |
4.016 |
3.462 |
|
| R3 |
3.925 |
3.753 |
3.389 |
|
| R2 |
3.662 |
3.662 |
3.365 |
|
| R1 |
3.490 |
3.490 |
3.341 |
3.445 |
| PP |
3.399 |
3.399 |
3.399 |
3.377 |
| S1 |
3.227 |
3.227 |
3.293 |
3.182 |
| S2 |
3.136 |
3.136 |
3.269 |
|
| S3 |
2.873 |
2.964 |
3.245 |
|
| S4 |
2.610 |
2.701 |
3.172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.572 |
3.309 |
0.263 |
7.9% |
0.118 |
3.6% |
3% |
False |
True |
116,199 |
| 10 |
3.720 |
3.309 |
0.411 |
12.4% |
0.125 |
3.8% |
2% |
False |
True |
118,254 |
| 20 |
3.758 |
3.309 |
0.449 |
13.5% |
0.117 |
3.5% |
2% |
False |
True |
101,224 |
| 40 |
4.143 |
3.309 |
0.834 |
25.1% |
0.114 |
3.4% |
1% |
False |
True |
76,094 |
| 60 |
4.350 |
3.309 |
1.041 |
31.4% |
0.105 |
3.2% |
1% |
False |
True |
67,157 |
| 80 |
4.564 |
3.309 |
1.255 |
37.8% |
0.108 |
3.2% |
1% |
False |
True |
56,570 |
| 100 |
4.934 |
3.309 |
1.625 |
49.0% |
0.106 |
3.2% |
0% |
False |
True |
49,187 |
| 120 |
4.962 |
3.309 |
1.653 |
49.8% |
0.106 |
3.2% |
0% |
False |
True |
43,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.002 |
|
2.618 |
3.787 |
|
1.618 |
3.655 |
|
1.000 |
3.573 |
|
0.618 |
3.523 |
|
HIGH |
3.441 |
|
0.618 |
3.391 |
|
0.500 |
3.375 |
|
0.382 |
3.359 |
|
LOW |
3.309 |
|
0.618 |
3.227 |
|
1.000 |
3.177 |
|
1.618 |
3.095 |
|
2.618 |
2.963 |
|
4.250 |
2.748 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.375 |
3.427 |
| PP |
3.356 |
3.390 |
| S1 |
3.336 |
3.354 |
|