NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.462 |
3.299 |
-0.163 |
-4.7% |
3.600 |
| High |
3.471 |
3.305 |
-0.166 |
-4.8% |
3.600 |
| Low |
3.343 |
3.255 |
-0.088 |
-2.6% |
3.343 |
| Close |
3.353 |
3.294 |
-0.059 |
-1.8% |
3.353 |
| Range |
0.128 |
0.050 |
-0.078 |
-60.9% |
0.257 |
| ATR |
0.113 |
0.112 |
-0.001 |
-1.0% |
0.000 |
| Volume |
72,198 |
71,062 |
-1,136 |
-1.6% |
233,550 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.414 |
3.322 |
|
| R3 |
3.385 |
3.364 |
3.308 |
|
| R2 |
3.335 |
3.335 |
3.303 |
|
| R1 |
3.314 |
3.314 |
3.299 |
3.300 |
| PP |
3.285 |
3.285 |
3.285 |
3.277 |
| S1 |
3.264 |
3.264 |
3.289 |
3.250 |
| S2 |
3.235 |
3.235 |
3.285 |
|
| S3 |
3.185 |
3.214 |
3.280 |
|
| S4 |
3.135 |
3.164 |
3.267 |
|
|
| 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 |
3.580 |
3.255 |
0.325 |
9.9% |
0.099 |
3.0% |
12% |
False |
True |
56,740 |
| 10 |
3.711 |
3.255 |
0.456 |
13.8% |
0.104 |
3.2% |
9% |
False |
True |
45,197 |
| 20 |
3.741 |
3.255 |
0.486 |
14.8% |
0.110 |
3.3% |
8% |
False |
True |
35,954 |
| 40 |
4.153 |
3.255 |
0.898 |
27.3% |
0.106 |
3.2% |
4% |
False |
True |
27,057 |
| 60 |
4.357 |
3.255 |
1.102 |
33.5% |
0.099 |
3.0% |
4% |
False |
True |
22,954 |
| 80 |
4.580 |
3.255 |
1.325 |
40.2% |
0.101 |
3.1% |
3% |
False |
True |
18,964 |
| 100 |
4.826 |
3.255 |
1.571 |
47.7% |
0.099 |
3.0% |
2% |
False |
True |
16,258 |
| 120 |
4.958 |
3.255 |
1.703 |
51.7% |
0.100 |
3.0% |
2% |
False |
True |
13,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.436 |
|
1.618 |
3.386 |
|
1.000 |
3.355 |
|
0.618 |
3.336 |
|
HIGH |
3.305 |
|
0.618 |
3.286 |
|
0.500 |
3.280 |
|
0.382 |
3.274 |
|
LOW |
3.255 |
|
0.618 |
3.224 |
|
1.000 |
3.205 |
|
1.618 |
3.174 |
|
2.618 |
3.124 |
|
4.250 |
3.043 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.289 |
3.418 |
| PP |
3.285 |
3.376 |
| S1 |
3.280 |
3.335 |
|