NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.458 |
3.462 |
0.004 |
0.1% |
3.600 |
| High |
3.580 |
3.471 |
-0.109 |
-3.0% |
3.600 |
| Low |
3.449 |
3.343 |
-0.106 |
-3.1% |
3.343 |
| Close |
3.486 |
3.353 |
-0.133 |
-3.8% |
3.353 |
| Range |
0.131 |
0.128 |
-0.003 |
-2.3% |
0.257 |
| ATR |
0.111 |
0.113 |
0.002 |
2.0% |
0.000 |
| Volume |
63,192 |
72,198 |
9,006 |
14.3% |
233,550 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.691 |
3.423 |
|
| R3 |
3.645 |
3.563 |
3.388 |
|
| R2 |
3.517 |
3.517 |
3.376 |
|
| R1 |
3.435 |
3.435 |
3.365 |
3.412 |
| PP |
3.389 |
3.389 |
3.389 |
3.378 |
| S1 |
3.307 |
3.307 |
3.341 |
3.284 |
| S2 |
3.261 |
3.261 |
3.330 |
|
| S3 |
3.133 |
3.179 |
3.318 |
|
| S4 |
3.005 |
3.051 |
3.283 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.035 |
3.494 |
|
| R3 |
3.946 |
3.778 |
3.424 |
|
| R2 |
3.689 |
3.689 |
3.400 |
|
| R1 |
3.521 |
3.521 |
3.377 |
3.477 |
| PP |
3.432 |
3.432 |
3.432 |
3.410 |
| S1 |
3.264 |
3.264 |
3.329 |
3.220 |
| S2 |
3.175 |
3.175 |
3.306 |
|
| S3 |
2.918 |
3.007 |
3.282 |
|
| S4 |
2.661 |
2.750 |
3.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.343 |
0.257 |
7.7% |
0.114 |
3.4% |
4% |
False |
True |
46,710 |
| 10 |
3.741 |
3.343 |
0.398 |
11.9% |
0.119 |
3.5% |
3% |
False |
True |
39,168 |
| 20 |
3.767 |
3.343 |
0.424 |
12.6% |
0.111 |
3.3% |
2% |
False |
True |
33,087 |
| 40 |
4.153 |
3.343 |
0.810 |
24.2% |
0.109 |
3.3% |
1% |
False |
True |
25,887 |
| 60 |
4.360 |
3.343 |
1.017 |
30.3% |
0.100 |
3.0% |
1% |
False |
True |
21,942 |
| 80 |
4.580 |
3.343 |
1.237 |
36.9% |
0.102 |
3.0% |
1% |
False |
True |
18,151 |
| 100 |
4.920 |
3.343 |
1.577 |
47.0% |
0.100 |
3.0% |
1% |
False |
True |
15,579 |
| 120 |
4.958 |
3.343 |
1.615 |
48.2% |
0.100 |
3.0% |
1% |
False |
True |
13,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.015 |
|
2.618 |
3.806 |
|
1.618 |
3.678 |
|
1.000 |
3.599 |
|
0.618 |
3.550 |
|
HIGH |
3.471 |
|
0.618 |
3.422 |
|
0.500 |
3.407 |
|
0.382 |
3.392 |
|
LOW |
3.343 |
|
0.618 |
3.264 |
|
1.000 |
3.215 |
|
1.618 |
3.136 |
|
2.618 |
3.008 |
|
4.250 |
2.799 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.462 |
| PP |
3.389 |
3.425 |
| S1 |
3.371 |
3.389 |
|