NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.134 |
3.147 |
0.013 |
0.4% |
3.148 |
| High |
3.219 |
3.185 |
-0.034 |
-1.1% |
3.242 |
| Low |
3.111 |
3.105 |
-0.006 |
-0.2% |
3.100 |
| Close |
3.150 |
3.121 |
-0.029 |
-0.9% |
3.147 |
| Range |
0.108 |
0.080 |
-0.028 |
-25.9% |
0.142 |
| ATR |
0.101 |
0.100 |
-0.002 |
-1.5% |
0.000 |
| Volume |
59,731 |
58,099 |
-1,632 |
-2.7% |
233,338 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.329 |
3.165 |
|
| R3 |
3.297 |
3.249 |
3.143 |
|
| R2 |
3.217 |
3.217 |
3.136 |
|
| R1 |
3.169 |
3.169 |
3.128 |
3.153 |
| PP |
3.137 |
3.137 |
3.137 |
3.129 |
| S1 |
3.089 |
3.089 |
3.114 |
3.073 |
| S2 |
3.057 |
3.057 |
3.106 |
|
| S3 |
2.977 |
3.009 |
3.099 |
|
| S4 |
2.897 |
2.929 |
3.077 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.589 |
3.510 |
3.225 |
|
| R3 |
3.447 |
3.368 |
3.186 |
|
| R2 |
3.305 |
3.305 |
3.173 |
|
| R1 |
3.226 |
3.226 |
3.160 |
3.195 |
| PP |
3.163 |
3.163 |
3.163 |
3.147 |
| S1 |
3.084 |
3.084 |
3.134 |
3.053 |
| S2 |
3.021 |
3.021 |
3.121 |
|
| S3 |
2.879 |
2.942 |
3.108 |
|
| S4 |
2.737 |
2.800 |
3.069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.242 |
3.105 |
0.137 |
4.4% |
0.092 |
3.0% |
12% |
False |
True |
54,572 |
| 10 |
3.330 |
3.100 |
0.230 |
7.4% |
0.092 |
3.0% |
9% |
False |
False |
52,872 |
| 20 |
3.711 |
3.100 |
0.611 |
19.6% |
0.096 |
3.1% |
3% |
False |
False |
50,183 |
| 40 |
4.082 |
3.100 |
0.982 |
31.5% |
0.102 |
3.3% |
2% |
False |
False |
37,031 |
| 60 |
4.166 |
3.100 |
1.066 |
34.2% |
0.101 |
3.2% |
2% |
False |
False |
31,108 |
| 80 |
4.500 |
3.100 |
1.400 |
44.9% |
0.098 |
3.1% |
2% |
False |
False |
25,462 |
| 100 |
4.599 |
3.100 |
1.499 |
48.0% |
0.099 |
3.2% |
1% |
False |
False |
21,636 |
| 120 |
4.958 |
3.100 |
1.858 |
59.5% |
0.099 |
3.2% |
1% |
False |
False |
18,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.525 |
|
2.618 |
3.394 |
|
1.618 |
3.314 |
|
1.000 |
3.265 |
|
0.618 |
3.234 |
|
HIGH |
3.185 |
|
0.618 |
3.154 |
|
0.500 |
3.145 |
|
0.382 |
3.136 |
|
LOW |
3.105 |
|
0.618 |
3.056 |
|
1.000 |
3.025 |
|
1.618 |
2.976 |
|
2.618 |
2.896 |
|
4.250 |
2.765 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.145 |
3.162 |
| PP |
3.137 |
3.148 |
| S1 |
3.129 |
3.135 |
|