NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.600 |
3.484 |
-0.116 |
-3.2% |
3.681 |
| High |
3.600 |
3.535 |
-0.065 |
-1.8% |
3.741 |
| Low |
3.475 |
3.435 |
-0.040 |
-1.2% |
3.549 |
| Close |
3.490 |
3.523 |
0.033 |
0.9% |
3.613 |
| Range |
0.125 |
0.100 |
-0.025 |
-20.0% |
0.192 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.8% |
0.000 |
| Volume |
20,911 |
31,048 |
10,137 |
48.5% |
158,130 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.798 |
3.760 |
3.578 |
|
| R3 |
3.698 |
3.660 |
3.551 |
|
| R2 |
3.598 |
3.598 |
3.541 |
|
| R1 |
3.560 |
3.560 |
3.532 |
3.579 |
| PP |
3.498 |
3.498 |
3.498 |
3.507 |
| S1 |
3.460 |
3.460 |
3.514 |
3.479 |
| S2 |
3.398 |
3.398 |
3.505 |
|
| S3 |
3.298 |
3.360 |
3.496 |
|
| S4 |
3.198 |
3.260 |
3.468 |
|
|
| 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 |
3.711 |
3.435 |
0.276 |
7.8% |
0.109 |
3.1% |
32% |
False |
True |
33,280 |
| 10 |
3.741 |
3.435 |
0.306 |
8.7% |
0.119 |
3.4% |
29% |
False |
True |
30,925 |
| 20 |
3.881 |
3.435 |
0.446 |
12.7% |
0.109 |
3.1% |
20% |
False |
True |
26,894 |
| 40 |
4.153 |
3.435 |
0.718 |
20.4% |
0.106 |
3.0% |
12% |
False |
True |
22,975 |
| 60 |
4.500 |
3.435 |
1.065 |
30.2% |
0.100 |
2.8% |
8% |
False |
True |
19,371 |
| 80 |
4.580 |
3.435 |
1.145 |
32.5% |
0.101 |
2.9% |
8% |
False |
True |
16,157 |
| 100 |
4.958 |
3.435 |
1.523 |
43.2% |
0.099 |
2.8% |
6% |
False |
True |
13,836 |
| 120 |
4.958 |
3.435 |
1.523 |
43.2% |
0.100 |
2.8% |
6% |
False |
True |
11,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.960 |
|
2.618 |
3.797 |
|
1.618 |
3.697 |
|
1.000 |
3.635 |
|
0.618 |
3.597 |
|
HIGH |
3.535 |
|
0.618 |
3.497 |
|
0.500 |
3.485 |
|
0.382 |
3.473 |
|
LOW |
3.435 |
|
0.618 |
3.373 |
|
1.000 |
3.335 |
|
1.618 |
3.273 |
|
2.618 |
3.173 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.510 |
3.562 |
| PP |
3.498 |
3.549 |
| S1 |
3.485 |
3.536 |
|