NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.148 |
3.165 |
0.017 |
0.5% |
3.299 |
| High |
3.170 |
3.191 |
0.021 |
0.7% |
3.337 |
| Low |
3.100 |
3.130 |
0.030 |
1.0% |
3.137 |
| Close |
3.143 |
3.170 |
0.027 |
0.9% |
3.174 |
| Range |
0.070 |
0.061 |
-0.009 |
-12.9% |
0.200 |
| ATR |
0.106 |
0.103 |
-0.003 |
-3.1% |
0.000 |
| Volume |
34,607 |
43,699 |
9,092 |
26.3% |
304,501 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.347 |
3.319 |
3.204 |
|
| R3 |
3.286 |
3.258 |
3.187 |
|
| R2 |
3.225 |
3.225 |
3.181 |
|
| R1 |
3.197 |
3.197 |
3.176 |
3.211 |
| PP |
3.164 |
3.164 |
3.164 |
3.171 |
| S1 |
3.136 |
3.136 |
3.164 |
3.150 |
| S2 |
3.103 |
3.103 |
3.159 |
|
| S3 |
3.042 |
3.075 |
3.153 |
|
| S4 |
2.981 |
3.014 |
3.136 |
|
|
| 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 |
3.330 |
3.100 |
0.230 |
7.3% |
0.092 |
2.9% |
30% |
False |
False |
51,173 |
| 10 |
3.580 |
3.100 |
0.480 |
15.1% |
0.092 |
2.9% |
15% |
False |
False |
56,439 |
| 20 |
3.741 |
3.100 |
0.641 |
20.2% |
0.106 |
3.3% |
11% |
False |
False |
43,682 |
| 40 |
4.107 |
3.100 |
1.007 |
31.8% |
0.105 |
3.3% |
7% |
False |
False |
32,212 |
| 60 |
4.314 |
3.100 |
1.214 |
38.3% |
0.101 |
3.2% |
6% |
False |
False |
27,447 |
| 80 |
4.580 |
3.100 |
1.480 |
46.7% |
0.101 |
3.2% |
5% |
False |
False |
22,450 |
| 100 |
4.636 |
3.100 |
1.536 |
48.5% |
0.100 |
3.1% |
5% |
False |
False |
19,170 |
| 120 |
4.958 |
3.100 |
1.858 |
58.6% |
0.099 |
3.1% |
4% |
False |
False |
16,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.351 |
|
1.618 |
3.290 |
|
1.000 |
3.252 |
|
0.618 |
3.229 |
|
HIGH |
3.191 |
|
0.618 |
3.168 |
|
0.500 |
3.161 |
|
0.382 |
3.153 |
|
LOW |
3.130 |
|
0.618 |
3.092 |
|
1.000 |
3.069 |
|
1.618 |
3.031 |
|
2.618 |
2.970 |
|
4.250 |
2.871 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.167 |
3.167 |
| PP |
3.164 |
3.163 |
| S1 |
3.161 |
3.160 |
|