NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.196 |
3.176 |
-0.020 |
-0.6% |
3.299 |
High |
3.243 |
3.220 |
-0.023 |
-0.7% |
3.337 |
Low |
3.150 |
3.137 |
-0.013 |
-0.4% |
3.137 |
Close |
3.177 |
3.174 |
-0.003 |
-0.1% |
3.174 |
Range |
0.093 |
0.083 |
-0.010 |
-10.8% |
0.200 |
ATR |
0.111 |
0.109 |
-0.002 |
-1.8% |
0.000 |
Volume |
59,490 |
47,217 |
-12,273 |
-20.6% |
304,501 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.426 |
3.383 |
3.220 |
|
R3 |
3.343 |
3.300 |
3.197 |
|
R2 |
3.260 |
3.260 |
3.189 |
|
R1 |
3.217 |
3.217 |
3.182 |
3.197 |
PP |
3.177 |
3.177 |
3.177 |
3.167 |
S1 |
3.134 |
3.134 |
3.166 |
3.114 |
S2 |
3.094 |
3.094 |
3.159 |
|
S3 |
3.011 |
3.051 |
3.151 |
|
S4 |
2.928 |
2.968 |
3.128 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.816 |
3.695 |
3.284 |
|
R3 |
3.616 |
3.495 |
3.229 |
|
R2 |
3.416 |
3.416 |
3.211 |
|
R1 |
3.295 |
3.295 |
3.192 |
3.256 |
PP |
3.216 |
3.216 |
3.216 |
3.196 |
S1 |
3.095 |
3.095 |
3.156 |
3.056 |
S2 |
3.016 |
3.016 |
3.137 |
|
S3 |
2.816 |
2.895 |
3.119 |
|
S4 |
2.616 |
2.695 |
3.064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.337 |
3.137 |
0.200 |
6.3% |
0.090 |
2.8% |
19% |
False |
True |
60,900 |
10 |
3.600 |
3.137 |
0.463 |
14.6% |
0.102 |
3.2% |
8% |
False |
True |
53,805 |
20 |
3.741 |
3.137 |
0.604 |
19.0% |
0.111 |
3.5% |
6% |
False |
True |
42,676 |
40 |
4.107 |
3.137 |
0.970 |
30.6% |
0.105 |
3.3% |
4% |
False |
True |
31,165 |
60 |
4.314 |
3.137 |
1.177 |
37.1% |
0.101 |
3.2% |
3% |
False |
True |
26,408 |
80 |
4.580 |
3.137 |
1.443 |
45.5% |
0.102 |
3.2% |
3% |
False |
True |
21,584 |
100 |
4.726 |
3.137 |
1.589 |
50.1% |
0.100 |
3.1% |
2% |
False |
True |
18,475 |
120 |
4.958 |
3.137 |
1.821 |
57.4% |
0.100 |
3.1% |
2% |
False |
True |
15,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.573 |
2.618 |
3.437 |
1.618 |
3.354 |
1.000 |
3.303 |
0.618 |
3.271 |
HIGH |
3.220 |
0.618 |
3.188 |
0.500 |
3.179 |
0.382 |
3.169 |
LOW |
3.137 |
0.618 |
3.086 |
1.000 |
3.054 |
1.618 |
3.003 |
2.618 |
2.920 |
4.250 |
2.784 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.179 |
3.234 |
PP |
3.177 |
3.214 |
S1 |
3.176 |
3.194 |
|