NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.165 |
3.173 |
0.008 |
0.3% |
3.299 |
| High |
3.191 |
3.233 |
0.042 |
1.3% |
3.337 |
| Low |
3.130 |
3.131 |
0.001 |
0.0% |
3.137 |
| Close |
3.170 |
3.198 |
0.028 |
0.9% |
3.174 |
| Range |
0.061 |
0.102 |
0.041 |
67.2% |
0.200 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.1% |
0.000 |
| Volume |
43,699 |
50,879 |
7,180 |
16.4% |
304,501 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.493 |
3.448 |
3.254 |
|
| R3 |
3.391 |
3.346 |
3.226 |
|
| R2 |
3.289 |
3.289 |
3.217 |
|
| R1 |
3.244 |
3.244 |
3.207 |
3.267 |
| PP |
3.187 |
3.187 |
3.187 |
3.199 |
| S1 |
3.142 |
3.142 |
3.189 |
3.165 |
| S2 |
3.085 |
3.085 |
3.179 |
|
| S3 |
2.983 |
3.040 |
3.170 |
|
| S4 |
2.881 |
2.938 |
3.142 |
|
|
| 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 |
3.243 |
3.100 |
0.143 |
4.5% |
0.082 |
2.6% |
69% |
False |
False |
47,178 |
| 10 |
3.580 |
3.100 |
0.480 |
15.0% |
0.094 |
2.9% |
20% |
False |
False |
56,907 |
| 20 |
3.741 |
3.100 |
0.641 |
20.0% |
0.106 |
3.3% |
15% |
False |
False |
44,197 |
| 40 |
4.107 |
3.100 |
1.007 |
31.5% |
0.104 |
3.3% |
10% |
False |
False |
33,250 |
| 60 |
4.259 |
3.100 |
1.159 |
36.2% |
0.101 |
3.2% |
8% |
False |
False |
28,177 |
| 80 |
4.580 |
3.100 |
1.480 |
46.3% |
0.101 |
3.2% |
7% |
False |
False |
23,000 |
| 100 |
4.636 |
3.100 |
1.536 |
48.0% |
0.100 |
3.1% |
6% |
False |
False |
19,634 |
| 120 |
4.958 |
3.100 |
1.858 |
58.1% |
0.099 |
3.1% |
5% |
False |
False |
16,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.667 |
|
2.618 |
3.500 |
|
1.618 |
3.398 |
|
1.000 |
3.335 |
|
0.618 |
3.296 |
|
HIGH |
3.233 |
|
0.618 |
3.194 |
|
0.500 |
3.182 |
|
0.382 |
3.170 |
|
LOW |
3.131 |
|
0.618 |
3.068 |
|
1.000 |
3.029 |
|
1.618 |
2.966 |
|
2.618 |
2.864 |
|
4.250 |
2.698 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.193 |
3.188 |
| PP |
3.187 |
3.177 |
| S1 |
3.182 |
3.167 |
|