NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.093 |
3.117 |
0.024 |
0.8% |
3.253 |
| High |
3.119 |
3.150 |
0.031 |
1.0% |
3.299 |
| Low |
3.050 |
3.086 |
0.036 |
1.2% |
3.084 |
| Close |
3.116 |
3.128 |
0.012 |
0.4% |
3.127 |
| Range |
0.069 |
0.064 |
-0.005 |
-7.2% |
0.215 |
| ATR |
0.112 |
0.108 |
-0.003 |
-3.1% |
0.000 |
| Volume |
70,584 |
75,673 |
5,089 |
7.2% |
562,012 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.285 |
3.163 |
|
| R3 |
3.249 |
3.221 |
3.146 |
|
| R2 |
3.185 |
3.185 |
3.140 |
|
| R1 |
3.157 |
3.157 |
3.134 |
3.171 |
| PP |
3.121 |
3.121 |
3.121 |
3.129 |
| S1 |
3.093 |
3.093 |
3.122 |
3.107 |
| S2 |
3.057 |
3.057 |
3.116 |
|
| S3 |
2.993 |
3.029 |
3.110 |
|
| S4 |
2.929 |
2.965 |
3.093 |
|
|
| 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 |
3.287 |
3.050 |
0.237 |
7.6% |
0.097 |
3.1% |
33% |
False |
False |
95,543 |
| 10 |
3.545 |
3.050 |
0.495 |
15.8% |
0.097 |
3.1% |
16% |
False |
False |
107,388 |
| 20 |
3.720 |
3.050 |
0.670 |
21.4% |
0.111 |
3.5% |
12% |
False |
False |
108,862 |
| 40 |
4.095 |
3.050 |
1.045 |
33.4% |
0.110 |
3.5% |
7% |
False |
False |
84,292 |
| 60 |
4.300 |
3.050 |
1.250 |
40.0% |
0.106 |
3.4% |
6% |
False |
False |
75,203 |
| 80 |
4.564 |
3.050 |
1.514 |
48.4% |
0.106 |
3.4% |
5% |
False |
False |
63,626 |
| 100 |
4.636 |
3.050 |
1.586 |
50.7% |
0.105 |
3.4% |
5% |
False |
False |
55,271 |
| 120 |
4.962 |
3.050 |
1.912 |
61.1% |
0.105 |
3.4% |
4% |
False |
False |
48,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.422 |
|
2.618 |
3.318 |
|
1.618 |
3.254 |
|
1.000 |
3.214 |
|
0.618 |
3.190 |
|
HIGH |
3.150 |
|
0.618 |
3.126 |
|
0.500 |
3.118 |
|
0.382 |
3.110 |
|
LOW |
3.086 |
|
0.618 |
3.046 |
|
1.000 |
3.022 |
|
1.618 |
2.982 |
|
2.618 |
2.918 |
|
4.250 |
2.814 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.125 |
3.123 |
| PP |
3.121 |
3.117 |
| S1 |
3.118 |
3.112 |
|