NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.648 |
3.587 |
-0.061 |
-1.7% |
3.511 |
| High |
3.657 |
3.711 |
0.054 |
1.5% |
3.699 |
| Low |
3.565 |
3.572 |
0.007 |
0.2% |
3.478 |
| Close |
3.578 |
3.675 |
0.097 |
2.7% |
3.693 |
| Range |
0.092 |
0.139 |
0.047 |
51.1% |
0.221 |
| ATR |
0.110 |
0.112 |
0.002 |
1.9% |
0.000 |
| Volume |
35,217 |
33,793 |
-1,424 |
-4.0% |
132,823 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
4.011 |
3.751 |
|
| R3 |
3.931 |
3.872 |
3.713 |
|
| R2 |
3.792 |
3.792 |
3.700 |
|
| R1 |
3.733 |
3.733 |
3.688 |
3.763 |
| PP |
3.653 |
3.653 |
3.653 |
3.667 |
| S1 |
3.594 |
3.594 |
3.662 |
3.624 |
| S2 |
3.514 |
3.514 |
3.650 |
|
| S3 |
3.375 |
3.455 |
3.637 |
|
| S4 |
3.236 |
3.316 |
3.599 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.286 |
4.211 |
3.815 |
|
| R3 |
4.065 |
3.990 |
3.754 |
|
| R2 |
3.844 |
3.844 |
3.734 |
|
| R1 |
3.769 |
3.769 |
3.713 |
3.807 |
| PP |
3.623 |
3.623 |
3.623 |
3.642 |
| S1 |
3.548 |
3.548 |
3.673 |
3.586 |
| S2 |
3.402 |
3.402 |
3.652 |
|
| S3 |
3.181 |
3.327 |
3.632 |
|
| S4 |
2.960 |
3.106 |
3.571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.741 |
3.549 |
0.192 |
5.2% |
0.129 |
3.5% |
66% |
False |
False |
28,736 |
| 10 |
3.741 |
3.478 |
0.263 |
7.2% |
0.124 |
3.4% |
75% |
False |
False |
29,197 |
| 20 |
3.981 |
3.478 |
0.503 |
13.7% |
0.107 |
2.9% |
39% |
False |
False |
25,206 |
| 40 |
4.153 |
3.478 |
0.675 |
18.4% |
0.105 |
2.9% |
29% |
False |
False |
22,357 |
| 60 |
4.500 |
3.478 |
1.022 |
27.8% |
0.099 |
2.7% |
19% |
False |
False |
18,177 |
| 80 |
4.599 |
3.478 |
1.121 |
30.5% |
0.100 |
2.7% |
18% |
False |
False |
15,171 |
| 100 |
4.958 |
3.478 |
1.480 |
40.3% |
0.099 |
2.7% |
13% |
False |
False |
12,930 |
| 120 |
5.115 |
3.478 |
1.637 |
44.5% |
0.099 |
2.7% |
12% |
False |
False |
11,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.302 |
|
2.618 |
4.075 |
|
1.618 |
3.936 |
|
1.000 |
3.850 |
|
0.618 |
3.797 |
|
HIGH |
3.711 |
|
0.618 |
3.658 |
|
0.500 |
3.642 |
|
0.382 |
3.625 |
|
LOW |
3.572 |
|
0.618 |
3.486 |
|
1.000 |
3.433 |
|
1.618 |
3.347 |
|
2.618 |
3.208 |
|
4.250 |
2.981 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.664 |
3.661 |
| PP |
3.653 |
3.646 |
| S1 |
3.642 |
3.632 |
|