NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.587 |
3.678 |
0.091 |
2.5% |
3.681 |
| High |
3.711 |
3.688 |
-0.023 |
-0.6% |
3.741 |
| Low |
3.572 |
3.600 |
0.028 |
0.8% |
3.549 |
| Close |
3.675 |
3.613 |
-0.062 |
-1.7% |
3.613 |
| Range |
0.139 |
0.088 |
-0.051 |
-36.7% |
0.192 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.5% |
0.000 |
| Volume |
33,793 |
45,433 |
11,640 |
34.4% |
158,130 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.843 |
3.661 |
|
| R3 |
3.810 |
3.755 |
3.637 |
|
| R2 |
3.722 |
3.722 |
3.629 |
|
| R1 |
3.667 |
3.667 |
3.621 |
3.651 |
| PP |
3.634 |
3.634 |
3.634 |
3.625 |
| S1 |
3.579 |
3.579 |
3.605 |
3.563 |
| S2 |
3.546 |
3.546 |
3.597 |
|
| S3 |
3.458 |
3.491 |
3.589 |
|
| S4 |
3.370 |
3.403 |
3.565 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.104 |
3.719 |
|
| R3 |
4.018 |
3.912 |
3.666 |
|
| R2 |
3.826 |
3.826 |
3.648 |
|
| R1 |
3.720 |
3.720 |
3.631 |
3.677 |
| PP |
3.634 |
3.634 |
3.634 |
3.613 |
| S1 |
3.528 |
3.528 |
3.595 |
3.485 |
| S2 |
3.442 |
3.442 |
3.578 |
|
| S3 |
3.250 |
3.336 |
3.560 |
|
| S4 |
3.058 |
3.144 |
3.507 |
|
|
| 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 |
5.3% |
0.123 |
3.4% |
33% |
False |
False |
31,626 |
| 10 |
3.741 |
3.478 |
0.263 |
7.3% |
0.120 |
3.3% |
51% |
False |
False |
31,546 |
| 20 |
3.961 |
3.478 |
0.483 |
13.4% |
0.107 |
3.0% |
28% |
False |
False |
26,602 |
| 40 |
4.153 |
3.478 |
0.675 |
18.7% |
0.105 |
2.9% |
20% |
False |
False |
22,818 |
| 60 |
4.500 |
3.478 |
1.022 |
28.3% |
0.099 |
2.7% |
13% |
False |
False |
18,799 |
| 80 |
4.599 |
3.478 |
1.121 |
31.0% |
0.100 |
2.8% |
12% |
False |
False |
15,682 |
| 100 |
4.958 |
3.478 |
1.480 |
41.0% |
0.099 |
2.7% |
9% |
False |
False |
13,365 |
| 120 |
5.074 |
3.478 |
1.596 |
44.2% |
0.099 |
2.8% |
8% |
False |
False |
11,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.062 |
|
2.618 |
3.918 |
|
1.618 |
3.830 |
|
1.000 |
3.776 |
|
0.618 |
3.742 |
|
HIGH |
3.688 |
|
0.618 |
3.654 |
|
0.500 |
3.644 |
|
0.382 |
3.634 |
|
LOW |
3.600 |
|
0.618 |
3.546 |
|
1.000 |
3.512 |
|
1.618 |
3.458 |
|
2.618 |
3.370 |
|
4.250 |
3.226 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.638 |
| PP |
3.634 |
3.630 |
| S1 |
3.623 |
3.621 |
|