NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.253 |
3.247 |
-0.006 |
-0.2% |
3.570 |
| High |
3.271 |
3.299 |
0.028 |
0.9% |
3.572 |
| Low |
3.217 |
3.231 |
0.014 |
0.4% |
3.309 |
| Close |
3.254 |
3.279 |
0.025 |
0.8% |
3.317 |
| Range |
0.054 |
0.068 |
0.014 |
25.9% |
0.263 |
| ATR |
0.118 |
0.114 |
-0.004 |
-3.0% |
0.000 |
| Volume |
109,972 |
120,580 |
10,608 |
9.6% |
580,999 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.474 |
3.444 |
3.316 |
|
| R3 |
3.406 |
3.376 |
3.298 |
|
| R2 |
3.338 |
3.338 |
3.291 |
|
| R1 |
3.308 |
3.308 |
3.285 |
3.323 |
| PP |
3.270 |
3.270 |
3.270 |
3.277 |
| S1 |
3.240 |
3.240 |
3.273 |
3.255 |
| S2 |
3.202 |
3.202 |
3.267 |
|
| S3 |
3.134 |
3.172 |
3.260 |
|
| S4 |
3.066 |
3.104 |
3.242 |
|
|
| 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 |
3.545 |
3.217 |
0.328 |
10.0% |
0.097 |
3.0% |
19% |
False |
False |
119,233 |
| 10 |
3.689 |
3.217 |
0.472 |
14.4% |
0.106 |
3.2% |
13% |
False |
False |
117,455 |
| 20 |
3.720 |
3.217 |
0.503 |
15.3% |
0.115 |
3.5% |
12% |
False |
False |
107,065 |
| 40 |
4.095 |
3.217 |
0.878 |
26.8% |
0.109 |
3.3% |
7% |
False |
False |
77,970 |
| 60 |
4.350 |
3.217 |
1.133 |
34.6% |
0.104 |
3.2% |
5% |
False |
False |
69,928 |
| 80 |
4.564 |
3.217 |
1.347 |
41.1% |
0.107 |
3.3% |
5% |
False |
False |
58,934 |
| 100 |
4.810 |
3.217 |
1.593 |
48.6% |
0.105 |
3.2% |
4% |
False |
False |
51,177 |
| 120 |
4.962 |
3.217 |
1.745 |
53.2% |
0.105 |
3.2% |
4% |
False |
False |
45,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.477 |
|
1.618 |
3.409 |
|
1.000 |
3.367 |
|
0.618 |
3.341 |
|
HIGH |
3.299 |
|
0.618 |
3.273 |
|
0.500 |
3.265 |
|
0.382 |
3.257 |
|
LOW |
3.231 |
|
0.618 |
3.189 |
|
1.000 |
3.163 |
|
1.618 |
3.121 |
|
2.618 |
3.053 |
|
4.250 |
2.942 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.274 |
3.329 |
| PP |
3.270 |
3.312 |
| S1 |
3.265 |
3.296 |
|