NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.328 |
3.196 |
-0.132 |
-4.0% |
3.600 |
| High |
3.330 |
3.243 |
-0.087 |
-2.6% |
3.600 |
| Low |
3.175 |
3.150 |
-0.025 |
-0.8% |
3.343 |
| Close |
3.187 |
3.177 |
-0.010 |
-0.3% |
3.353 |
| Range |
0.155 |
0.093 |
-0.062 |
-40.0% |
0.257 |
| ATR |
0.112 |
0.111 |
-0.001 |
-1.2% |
0.000 |
| Volume |
70,854 |
59,490 |
-11,364 |
-16.0% |
233,550 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.469 |
3.416 |
3.228 |
|
| R3 |
3.376 |
3.323 |
3.203 |
|
| R2 |
3.283 |
3.283 |
3.194 |
|
| R1 |
3.230 |
3.230 |
3.186 |
3.210 |
| PP |
3.190 |
3.190 |
3.190 |
3.180 |
| S1 |
3.137 |
3.137 |
3.168 |
3.117 |
| S2 |
3.097 |
3.097 |
3.160 |
|
| S3 |
3.004 |
3.044 |
3.151 |
|
| S4 |
2.911 |
2.951 |
3.126 |
|
|
| 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 |
3.471 |
3.150 |
0.321 |
10.1% |
0.099 |
3.1% |
8% |
False |
True |
65,896 |
| 10 |
3.688 |
3.150 |
0.538 |
16.9% |
0.102 |
3.2% |
5% |
False |
True |
53,626 |
| 20 |
3.741 |
3.150 |
0.591 |
18.6% |
0.113 |
3.6% |
5% |
False |
True |
41,412 |
| 40 |
4.107 |
3.150 |
0.957 |
30.1% |
0.106 |
3.3% |
3% |
False |
True |
30,335 |
| 60 |
4.314 |
3.150 |
1.164 |
36.6% |
0.102 |
3.2% |
2% |
False |
True |
25,766 |
| 80 |
4.580 |
3.150 |
1.430 |
45.0% |
0.102 |
3.2% |
2% |
False |
True |
21,089 |
| 100 |
4.753 |
3.150 |
1.603 |
50.5% |
0.100 |
3.1% |
2% |
False |
True |
18,038 |
| 120 |
4.958 |
3.150 |
1.808 |
56.9% |
0.100 |
3.1% |
1% |
False |
True |
15,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.638 |
|
2.618 |
3.486 |
|
1.618 |
3.393 |
|
1.000 |
3.336 |
|
0.618 |
3.300 |
|
HIGH |
3.243 |
|
0.618 |
3.207 |
|
0.500 |
3.197 |
|
0.382 |
3.186 |
|
LOW |
3.150 |
|
0.618 |
3.093 |
|
1.000 |
3.057 |
|
1.618 |
3.000 |
|
2.618 |
2.907 |
|
4.250 |
2.755 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.197 |
3.244 |
| PP |
3.190 |
3.221 |
| S1 |
3.184 |
3.199 |
|