NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.176 |
3.148 |
-0.028 |
-0.9% |
3.299 |
| High |
3.220 |
3.170 |
-0.050 |
-1.6% |
3.337 |
| Low |
3.137 |
3.100 |
-0.037 |
-1.2% |
3.137 |
| Close |
3.174 |
3.143 |
-0.031 |
-1.0% |
3.174 |
| Range |
0.083 |
0.070 |
-0.013 |
-15.7% |
0.200 |
| ATR |
0.109 |
0.106 |
-0.002 |
-2.3% |
0.000 |
| Volume |
47,217 |
34,607 |
-12,610 |
-26.7% |
304,501 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.348 |
3.315 |
3.182 |
|
| R3 |
3.278 |
3.245 |
3.162 |
|
| R2 |
3.208 |
3.208 |
3.156 |
|
| R1 |
3.175 |
3.175 |
3.149 |
3.157 |
| PP |
3.138 |
3.138 |
3.138 |
3.128 |
| S1 |
3.105 |
3.105 |
3.137 |
3.087 |
| S2 |
3.068 |
3.068 |
3.130 |
|
| S3 |
2.998 |
3.035 |
3.124 |
|
| S4 |
2.928 |
2.965 |
3.105 |
|
|
| 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 |
3.100 |
0.237 |
7.5% |
0.094 |
3.0% |
18% |
False |
True |
53,609 |
| 10 |
3.580 |
3.100 |
0.480 |
15.3% |
0.096 |
3.1% |
9% |
False |
True |
55,174 |
| 20 |
3.741 |
3.100 |
0.641 |
20.4% |
0.109 |
3.5% |
7% |
False |
True |
43,180 |
| 40 |
4.107 |
3.100 |
1.007 |
32.0% |
0.105 |
3.3% |
4% |
False |
True |
31,427 |
| 60 |
4.314 |
3.100 |
1.214 |
38.6% |
0.102 |
3.2% |
4% |
False |
True |
26,819 |
| 80 |
4.580 |
3.100 |
1.480 |
47.1% |
0.101 |
3.2% |
3% |
False |
True |
21,967 |
| 100 |
4.636 |
3.100 |
1.536 |
48.9% |
0.099 |
3.2% |
3% |
False |
True |
18,796 |
| 120 |
4.958 |
3.100 |
1.858 |
59.1% |
0.100 |
3.2% |
2% |
False |
True |
16,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.468 |
|
2.618 |
3.353 |
|
1.618 |
3.283 |
|
1.000 |
3.240 |
|
0.618 |
3.213 |
|
HIGH |
3.170 |
|
0.618 |
3.143 |
|
0.500 |
3.135 |
|
0.382 |
3.127 |
|
LOW |
3.100 |
|
0.618 |
3.057 |
|
1.000 |
3.030 |
|
1.618 |
2.987 |
|
2.618 |
2.917 |
|
4.250 |
2.803 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.140 |
3.172 |
| PP |
3.138 |
3.162 |
| S1 |
3.135 |
3.153 |
|