NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.285 |
3.141 |
-0.144 |
-4.4% |
3.570 |
| High |
3.287 |
3.204 |
-0.083 |
-2.5% |
3.572 |
| Low |
3.126 |
3.100 |
-0.026 |
-0.8% |
3.309 |
| Close |
3.136 |
3.127 |
-0.009 |
-0.3% |
3.317 |
| Range |
0.161 |
0.104 |
-0.057 |
-35.4% |
0.263 |
| ATR |
0.117 |
0.116 |
-0.001 |
-0.8% |
0.000 |
| Volume |
119,510 |
123,354 |
3,844 |
3.2% |
580,999 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.456 |
3.395 |
3.184 |
|
| R3 |
3.352 |
3.291 |
3.156 |
|
| R2 |
3.248 |
3.248 |
3.146 |
|
| R1 |
3.187 |
3.187 |
3.137 |
3.166 |
| PP |
3.144 |
3.144 |
3.144 |
3.133 |
| S1 |
3.083 |
3.083 |
3.117 |
3.062 |
| S2 |
3.040 |
3.040 |
3.108 |
|
| S3 |
2.936 |
2.979 |
3.098 |
|
| S4 |
2.832 |
2.875 |
3.070 |
|
|
| 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 |
3.441 |
3.100 |
0.341 |
10.9% |
0.104 |
3.3% |
8% |
False |
True |
124,539 |
| 10 |
3.663 |
3.100 |
0.563 |
18.0% |
0.107 |
3.4% |
5% |
False |
True |
113,691 |
| 20 |
3.720 |
3.100 |
0.620 |
19.8% |
0.119 |
3.8% |
4% |
False |
True |
110,760 |
| 40 |
4.095 |
3.100 |
0.995 |
31.8% |
0.111 |
3.6% |
3% |
False |
True |
81,821 |
| 60 |
4.300 |
3.100 |
1.200 |
38.4% |
0.106 |
3.4% |
2% |
False |
True |
73,165 |
| 80 |
4.564 |
3.100 |
1.464 |
46.8% |
0.107 |
3.4% |
2% |
False |
True |
61,636 |
| 100 |
4.757 |
3.100 |
1.657 |
53.0% |
0.105 |
3.4% |
2% |
False |
True |
53,414 |
| 120 |
4.962 |
3.100 |
1.862 |
59.5% |
0.106 |
3.4% |
1% |
False |
True |
47,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.646 |
|
2.618 |
3.476 |
|
1.618 |
3.372 |
|
1.000 |
3.308 |
|
0.618 |
3.268 |
|
HIGH |
3.204 |
|
0.618 |
3.164 |
|
0.500 |
3.152 |
|
0.382 |
3.140 |
|
LOW |
3.100 |
|
0.618 |
3.036 |
|
1.000 |
2.996 |
|
1.618 |
2.932 |
|
2.618 |
2.828 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.152 |
3.200 |
| PP |
3.144 |
3.175 |
| S1 |
3.135 |
3.151 |
|