NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.247 |
3.285 |
0.038 |
1.2% |
3.570 |
| High |
3.299 |
3.287 |
-0.012 |
-0.4% |
3.572 |
| Low |
3.231 |
3.126 |
-0.105 |
-3.2% |
3.309 |
| Close |
3.279 |
3.136 |
-0.143 |
-4.4% |
3.317 |
| Range |
0.068 |
0.161 |
0.093 |
136.8% |
0.263 |
| ATR |
0.114 |
0.117 |
0.003 |
2.9% |
0.000 |
| Volume |
120,580 |
119,510 |
-1,070 |
-0.9% |
580,999 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.666 |
3.562 |
3.225 |
|
| R3 |
3.505 |
3.401 |
3.180 |
|
| R2 |
3.344 |
3.344 |
3.166 |
|
| R1 |
3.240 |
3.240 |
3.151 |
3.212 |
| PP |
3.183 |
3.183 |
3.183 |
3.169 |
| S1 |
3.079 |
3.079 |
3.121 |
3.051 |
| S2 |
3.022 |
3.022 |
3.106 |
|
| S3 |
2.861 |
2.918 |
3.092 |
|
| S4 |
2.700 |
2.757 |
3.047 |
|
|
| 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 |
3.126 |
0.419 |
13.4% |
0.110 |
3.5% |
2% |
False |
True |
123,201 |
| 10 |
3.689 |
3.126 |
0.563 |
18.0% |
0.112 |
3.6% |
2% |
False |
True |
118,104 |
| 20 |
3.720 |
3.126 |
0.594 |
18.9% |
0.119 |
3.8% |
2% |
False |
True |
109,238 |
| 40 |
4.095 |
3.126 |
0.969 |
30.9% |
0.110 |
3.5% |
1% |
False |
True |
79,779 |
| 60 |
4.300 |
3.126 |
1.174 |
37.4% |
0.106 |
3.4% |
1% |
False |
True |
71,539 |
| 80 |
4.564 |
3.126 |
1.438 |
45.9% |
0.108 |
3.4% |
1% |
False |
True |
60,315 |
| 100 |
4.757 |
3.126 |
1.631 |
52.0% |
0.105 |
3.4% |
1% |
False |
True |
52,287 |
| 120 |
4.962 |
3.126 |
1.836 |
58.5% |
0.106 |
3.4% |
1% |
False |
True |
46,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.708 |
|
1.618 |
3.547 |
|
1.000 |
3.448 |
|
0.618 |
3.386 |
|
HIGH |
3.287 |
|
0.618 |
3.225 |
|
0.500 |
3.207 |
|
0.382 |
3.188 |
|
LOW |
3.126 |
|
0.618 |
3.027 |
|
1.000 |
2.965 |
|
1.618 |
2.866 |
|
2.618 |
2.705 |
|
4.250 |
2.442 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.207 |
3.213 |
| PP |
3.183 |
3.187 |
| S1 |
3.160 |
3.162 |
|