NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.135 |
3.168 |
0.033 |
1.1% |
3.253 |
| High |
3.192 |
3.201 |
0.009 |
0.3% |
3.299 |
| Low |
3.095 |
3.100 |
0.005 |
0.2% |
3.084 |
| Close |
3.155 |
3.169 |
0.014 |
0.4% |
3.127 |
| Range |
0.097 |
0.101 |
0.004 |
4.1% |
0.215 |
| ATR |
0.108 |
0.107 |
0.000 |
-0.4% |
0.000 |
| Volume |
94,157 |
104,839 |
10,682 |
11.3% |
562,012 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.460 |
3.415 |
3.225 |
|
| R3 |
3.359 |
3.314 |
3.197 |
|
| R2 |
3.258 |
3.258 |
3.188 |
|
| R1 |
3.213 |
3.213 |
3.178 |
3.236 |
| PP |
3.157 |
3.157 |
3.157 |
3.168 |
| S1 |
3.112 |
3.112 |
3.160 |
3.135 |
| S2 |
3.056 |
3.056 |
3.150 |
|
| S3 |
2.955 |
3.011 |
3.141 |
|
| S4 |
2.854 |
2.910 |
3.113 |
|
|
| 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 |
3.201 |
3.050 |
0.151 |
4.8% |
0.084 |
2.7% |
79% |
True |
False |
86,769 |
| 10 |
3.441 |
3.050 |
0.391 |
12.3% |
0.094 |
3.0% |
30% |
False |
False |
105,654 |
| 20 |
3.720 |
3.050 |
0.670 |
21.1% |
0.109 |
3.4% |
18% |
False |
False |
109,685 |
| 40 |
4.095 |
3.050 |
1.045 |
33.0% |
0.109 |
3.4% |
11% |
False |
False |
87,705 |
| 60 |
4.237 |
3.050 |
1.187 |
37.5% |
0.107 |
3.4% |
10% |
False |
False |
77,498 |
| 80 |
4.564 |
3.050 |
1.514 |
47.8% |
0.106 |
3.4% |
8% |
False |
False |
65,584 |
| 100 |
4.606 |
3.050 |
1.556 |
49.1% |
0.106 |
3.3% |
8% |
False |
False |
56,984 |
| 120 |
4.962 |
3.050 |
1.912 |
60.3% |
0.105 |
3.3% |
6% |
False |
False |
50,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.465 |
|
1.618 |
3.364 |
|
1.000 |
3.302 |
|
0.618 |
3.263 |
|
HIGH |
3.201 |
|
0.618 |
3.162 |
|
0.500 |
3.151 |
|
0.382 |
3.139 |
|
LOW |
3.100 |
|
0.618 |
3.038 |
|
1.000 |
2.999 |
|
1.618 |
2.937 |
|
2.618 |
2.836 |
|
4.250 |
2.671 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.163 |
3.161 |
| PP |
3.157 |
3.152 |
| S1 |
3.151 |
3.144 |
|