NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.147 |
3.139 |
-0.008 |
-0.3% |
3.148 |
| High |
3.185 |
3.148 |
-0.037 |
-1.2% |
3.242 |
| Low |
3.105 |
3.001 |
-0.104 |
-3.3% |
3.100 |
| Close |
3.121 |
3.027 |
-0.094 |
-3.0% |
3.147 |
| Range |
0.080 |
0.147 |
0.067 |
83.8% |
0.142 |
| ATR |
0.100 |
0.103 |
0.003 |
3.4% |
0.000 |
| Volume |
58,099 |
80,913 |
22,814 |
39.3% |
233,338 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.500 |
3.410 |
3.108 |
|
| R3 |
3.353 |
3.263 |
3.067 |
|
| R2 |
3.206 |
3.206 |
3.054 |
|
| R1 |
3.116 |
3.116 |
3.040 |
3.088 |
| PP |
3.059 |
3.059 |
3.059 |
3.044 |
| S1 |
2.969 |
2.969 |
3.014 |
2.941 |
| S2 |
2.912 |
2.912 |
3.000 |
|
| S3 |
2.765 |
2.822 |
2.987 |
|
| S4 |
2.618 |
2.675 |
2.946 |
|
|
| 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 |
3.001 |
0.241 |
8.0% |
0.101 |
3.3% |
11% |
False |
True |
60,579 |
| 10 |
3.243 |
3.001 |
0.242 |
8.0% |
0.092 |
3.0% |
11% |
False |
True |
53,878 |
| 20 |
3.711 |
3.001 |
0.710 |
23.5% |
0.099 |
3.3% |
4% |
False |
True |
52,467 |
| 40 |
3.981 |
3.001 |
0.980 |
32.4% |
0.101 |
3.3% |
3% |
False |
True |
38,617 |
| 60 |
4.166 |
3.001 |
1.165 |
38.5% |
0.103 |
3.4% |
2% |
False |
True |
32,174 |
| 80 |
4.500 |
3.001 |
1.499 |
49.5% |
0.099 |
3.3% |
2% |
False |
True |
26,391 |
| 100 |
4.599 |
3.001 |
1.598 |
52.8% |
0.100 |
3.3% |
2% |
False |
True |
22,344 |
| 120 |
4.958 |
3.001 |
1.957 |
64.7% |
0.099 |
3.3% |
1% |
False |
True |
19,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.773 |
|
2.618 |
3.533 |
|
1.618 |
3.386 |
|
1.000 |
3.295 |
|
0.618 |
3.239 |
|
HIGH |
3.148 |
|
0.618 |
3.092 |
|
0.500 |
3.075 |
|
0.382 |
3.057 |
|
LOW |
3.001 |
|
0.618 |
2.910 |
|
1.000 |
2.854 |
|
1.618 |
2.763 |
|
2.618 |
2.616 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.075 |
3.110 |
| PP |
3.059 |
3.082 |
| S1 |
3.043 |
3.055 |
|