NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.117 |
3.135 |
0.018 |
0.6% |
3.253 |
| High |
3.150 |
3.192 |
0.042 |
1.3% |
3.299 |
| Low |
3.086 |
3.095 |
0.009 |
0.3% |
3.084 |
| Close |
3.128 |
3.155 |
0.027 |
0.9% |
3.127 |
| Range |
0.064 |
0.097 |
0.033 |
51.6% |
0.215 |
| ATR |
0.108 |
0.108 |
-0.001 |
-0.7% |
0.000 |
| Volume |
75,673 |
94,157 |
18,484 |
24.4% |
562,012 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.438 |
3.394 |
3.208 |
|
| R3 |
3.341 |
3.297 |
3.182 |
|
| R2 |
3.244 |
3.244 |
3.173 |
|
| R1 |
3.200 |
3.200 |
3.164 |
3.222 |
| PP |
3.147 |
3.147 |
3.147 |
3.159 |
| S1 |
3.103 |
3.103 |
3.146 |
3.125 |
| S2 |
3.050 |
3.050 |
3.137 |
|
| S3 |
2.953 |
3.006 |
3.128 |
|
| S4 |
2.856 |
2.909 |
3.102 |
|
|
| 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 |
3.204 |
3.050 |
0.154 |
4.9% |
0.085 |
2.7% |
68% |
False |
False |
90,472 |
| 10 |
3.545 |
3.050 |
0.495 |
15.7% |
0.097 |
3.1% |
21% |
False |
False |
106,837 |
| 20 |
3.720 |
3.050 |
0.670 |
21.2% |
0.111 |
3.5% |
16% |
False |
False |
108,420 |
| 40 |
4.095 |
3.050 |
1.045 |
33.1% |
0.109 |
3.5% |
10% |
False |
False |
85,997 |
| 60 |
4.239 |
3.050 |
1.189 |
37.7% |
0.106 |
3.4% |
9% |
False |
False |
76,314 |
| 80 |
4.564 |
3.050 |
1.514 |
48.0% |
0.106 |
3.4% |
7% |
False |
False |
64,481 |
| 100 |
4.636 |
3.050 |
1.586 |
50.3% |
0.106 |
3.3% |
7% |
False |
False |
56,072 |
| 120 |
4.962 |
3.050 |
1.912 |
60.6% |
0.105 |
3.3% |
5% |
False |
False |
49,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.604 |
|
2.618 |
3.446 |
|
1.618 |
3.349 |
|
1.000 |
3.289 |
|
0.618 |
3.252 |
|
HIGH |
3.192 |
|
0.618 |
3.155 |
|
0.500 |
3.144 |
|
0.382 |
3.132 |
|
LOW |
3.095 |
|
0.618 |
3.035 |
|
1.000 |
2.998 |
|
1.618 |
2.938 |
|
2.618 |
2.841 |
|
4.250 |
2.683 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.151 |
3.144 |
| PP |
3.147 |
3.132 |
| S1 |
3.144 |
3.121 |
|