NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.139 |
3.020 |
-0.119 |
-3.8% |
3.134 |
High |
3.148 |
3.042 |
-0.106 |
-3.4% |
3.219 |
Low |
3.001 |
2.957 |
-0.044 |
-1.5% |
2.957 |
Close |
3.027 |
2.989 |
-0.038 |
-1.3% |
2.989 |
Range |
0.147 |
0.085 |
-0.062 |
-42.2% |
0.262 |
ATR |
0.103 |
0.102 |
-0.001 |
-1.3% |
0.000 |
Volume |
80,913 |
56,932 |
-23,981 |
-29.6% |
255,675 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.251 |
3.205 |
3.036 |
|
R3 |
3.166 |
3.120 |
3.012 |
|
R2 |
3.081 |
3.081 |
3.005 |
|
R1 |
3.035 |
3.035 |
2.997 |
3.016 |
PP |
2.996 |
2.996 |
2.996 |
2.986 |
S1 |
2.950 |
2.950 |
2.981 |
2.931 |
S2 |
2.911 |
2.911 |
2.973 |
|
S3 |
2.826 |
2.865 |
2.966 |
|
S4 |
2.741 |
2.780 |
2.942 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.841 |
3.677 |
3.133 |
|
R3 |
3.579 |
3.415 |
3.061 |
|
R2 |
3.317 |
3.317 |
3.037 |
|
R1 |
3.153 |
3.153 |
3.013 |
3.104 |
PP |
3.055 |
3.055 |
3.055 |
3.031 |
S1 |
2.891 |
2.891 |
2.965 |
2.842 |
S2 |
2.793 |
2.793 |
2.941 |
|
S3 |
2.531 |
2.629 |
2.917 |
|
S4 |
2.269 |
2.367 |
2.845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.219 |
2.957 |
0.262 |
8.8% |
0.098 |
3.3% |
12% |
False |
True |
57,503 |
10 |
3.242 |
2.957 |
0.285 |
9.5% |
0.091 |
3.0% |
11% |
False |
True |
53,623 |
20 |
3.688 |
2.957 |
0.731 |
24.5% |
0.097 |
3.2% |
4% |
False |
True |
53,624 |
40 |
3.981 |
2.957 |
1.024 |
34.3% |
0.102 |
3.4% |
3% |
False |
True |
39,415 |
60 |
4.153 |
2.957 |
1.196 |
40.0% |
0.102 |
3.4% |
3% |
False |
True |
32,780 |
80 |
4.500 |
2.957 |
1.543 |
51.6% |
0.098 |
3.3% |
2% |
False |
True |
27,039 |
100 |
4.599 |
2.957 |
1.642 |
54.9% |
0.100 |
3.3% |
2% |
False |
True |
22,862 |
120 |
4.958 |
2.957 |
2.001 |
66.9% |
0.099 |
3.3% |
2% |
False |
True |
19,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.403 |
2.618 |
3.265 |
1.618 |
3.180 |
1.000 |
3.127 |
0.618 |
3.095 |
HIGH |
3.042 |
0.618 |
3.010 |
0.500 |
3.000 |
0.382 |
2.989 |
LOW |
2.957 |
0.618 |
2.904 |
1.000 |
2.872 |
1.618 |
2.819 |
2.618 |
2.734 |
4.250 |
2.596 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.000 |
3.071 |
PP |
2.996 |
3.044 |
S1 |
2.993 |
3.016 |
|