NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.484 |
3.536 |
0.052 |
1.5% |
3.681 |
| High |
3.535 |
3.536 |
0.001 |
0.0% |
3.741 |
| Low |
3.435 |
3.451 |
0.016 |
0.5% |
3.549 |
| Close |
3.523 |
3.458 |
-0.065 |
-1.8% |
3.613 |
| Range |
0.100 |
0.085 |
-0.015 |
-15.0% |
0.192 |
| ATR |
0.111 |
0.110 |
-0.002 |
-1.7% |
0.000 |
| Volume |
31,048 |
46,201 |
15,153 |
48.8% |
158,130 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.682 |
3.505 |
|
| R3 |
3.652 |
3.597 |
3.481 |
|
| R2 |
3.567 |
3.567 |
3.474 |
|
| R1 |
3.512 |
3.512 |
3.466 |
3.497 |
| PP |
3.482 |
3.482 |
3.482 |
3.474 |
| S1 |
3.427 |
3.427 |
3.450 |
3.412 |
| S2 |
3.397 |
3.397 |
3.442 |
|
| S3 |
3.312 |
3.342 |
3.435 |
|
| S4 |
3.227 |
3.257 |
3.411 |
|
|
| 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 |
8.0% |
0.107 |
3.1% |
8% |
False |
False |
35,477 |
| 10 |
3.741 |
3.435 |
0.306 |
8.8% |
0.119 |
3.4% |
8% |
False |
False |
31,487 |
| 20 |
3.875 |
3.435 |
0.440 |
12.7% |
0.108 |
3.1% |
5% |
False |
False |
28,157 |
| 40 |
4.153 |
3.435 |
0.718 |
20.8% |
0.107 |
3.1% |
3% |
False |
False |
23,610 |
| 60 |
4.500 |
3.435 |
1.065 |
30.8% |
0.100 |
2.9% |
2% |
False |
False |
20,030 |
| 80 |
4.580 |
3.435 |
1.145 |
33.1% |
0.101 |
2.9% |
2% |
False |
False |
16,693 |
| 100 |
4.944 |
3.435 |
1.509 |
43.6% |
0.099 |
2.9% |
2% |
False |
False |
14,270 |
| 120 |
4.958 |
3.435 |
1.523 |
44.0% |
0.099 |
2.9% |
2% |
False |
False |
12,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.897 |
|
2.618 |
3.759 |
|
1.618 |
3.674 |
|
1.000 |
3.621 |
|
0.618 |
3.589 |
|
HIGH |
3.536 |
|
0.618 |
3.504 |
|
0.500 |
3.494 |
|
0.382 |
3.483 |
|
LOW |
3.451 |
|
0.618 |
3.398 |
|
1.000 |
3.366 |
|
1.618 |
3.313 |
|
2.618 |
3.228 |
|
4.250 |
3.090 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.494 |
3.518 |
| PP |
3.482 |
3.498 |
| S1 |
3.470 |
3.478 |
|