NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.141 |
3.124 |
-0.017 |
-0.5% |
3.253 |
| High |
3.204 |
3.173 |
-0.031 |
-1.0% |
3.299 |
| Low |
3.100 |
3.084 |
-0.016 |
-0.5% |
3.084 |
| Close |
3.127 |
3.127 |
0.000 |
0.0% |
3.127 |
| Range |
0.104 |
0.089 |
-0.015 |
-14.4% |
0.215 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.7% |
0.000 |
| Volume |
123,354 |
88,596 |
-34,758 |
-28.2% |
562,012 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.350 |
3.176 |
|
| R3 |
3.306 |
3.261 |
3.151 |
|
| R2 |
3.217 |
3.217 |
3.143 |
|
| R1 |
3.172 |
3.172 |
3.135 |
3.195 |
| PP |
3.128 |
3.128 |
3.128 |
3.139 |
| S1 |
3.083 |
3.083 |
3.119 |
3.106 |
| S2 |
3.039 |
3.039 |
3.111 |
|
| S3 |
2.950 |
2.994 |
3.103 |
|
| S4 |
2.861 |
2.905 |
3.078 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.815 |
3.686 |
3.245 |
|
| R3 |
3.600 |
3.471 |
3.186 |
|
| R2 |
3.385 |
3.385 |
3.166 |
|
| R1 |
3.256 |
3.256 |
3.147 |
3.213 |
| PP |
3.170 |
3.170 |
3.170 |
3.149 |
| S1 |
3.041 |
3.041 |
3.107 |
2.998 |
| S2 |
2.955 |
2.955 |
3.088 |
|
| S3 |
2.740 |
2.826 |
3.068 |
|
| S4 |
2.525 |
2.611 |
3.009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.299 |
3.084 |
0.215 |
6.9% |
0.095 |
3.0% |
20% |
False |
True |
112,402 |
| 10 |
3.572 |
3.084 |
0.488 |
15.6% |
0.107 |
3.4% |
9% |
False |
True |
114,301 |
| 20 |
3.720 |
3.084 |
0.636 |
20.3% |
0.116 |
3.7% |
7% |
False |
True |
110,989 |
| 40 |
4.095 |
3.084 |
1.011 |
32.3% |
0.111 |
3.5% |
4% |
False |
True |
83,064 |
| 60 |
4.300 |
3.084 |
1.216 |
38.9% |
0.106 |
3.4% |
4% |
False |
True |
74,008 |
| 80 |
4.564 |
3.084 |
1.480 |
47.3% |
0.107 |
3.4% |
3% |
False |
True |
62,317 |
| 100 |
4.727 |
3.084 |
1.643 |
52.5% |
0.106 |
3.4% |
3% |
False |
True |
54,171 |
| 120 |
4.962 |
3.084 |
1.878 |
60.1% |
0.106 |
3.4% |
2% |
False |
True |
47,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.551 |
|
2.618 |
3.406 |
|
1.618 |
3.317 |
|
1.000 |
3.262 |
|
0.618 |
3.228 |
|
HIGH |
3.173 |
|
0.618 |
3.139 |
|
0.500 |
3.129 |
|
0.382 |
3.118 |
|
LOW |
3.084 |
|
0.618 |
3.029 |
|
1.000 |
2.995 |
|
1.618 |
2.940 |
|
2.618 |
2.851 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.186 |
| PP |
3.128 |
3.166 |
| S1 |
3.128 |
3.147 |
|