NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.689 |
3.604 |
-0.085 |
-2.3% |
3.673 |
| High |
3.694 |
3.607 |
-0.087 |
-2.4% |
3.741 |
| Low |
3.607 |
3.487 |
-0.120 |
-3.3% |
3.554 |
| Close |
3.621 |
3.500 |
-0.121 |
-3.3% |
3.621 |
| Range |
0.087 |
0.120 |
0.033 |
37.9% |
0.187 |
| ATR |
0.108 |
0.109 |
0.002 |
1.8% |
0.000 |
| Volume |
51,935 |
29,891 |
-22,044 |
-42.4% |
164,875 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.891 |
3.816 |
3.566 |
|
| R3 |
3.771 |
3.696 |
3.533 |
|
| R2 |
3.651 |
3.651 |
3.522 |
|
| R1 |
3.576 |
3.576 |
3.511 |
3.554 |
| PP |
3.531 |
3.531 |
3.531 |
3.520 |
| S1 |
3.456 |
3.456 |
3.489 |
3.434 |
| S2 |
3.411 |
3.411 |
3.478 |
|
| S3 |
3.291 |
3.336 |
3.467 |
|
| S4 |
3.171 |
3.216 |
3.434 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.097 |
3.724 |
|
| R3 |
4.013 |
3.910 |
3.672 |
|
| R2 |
3.826 |
3.826 |
3.655 |
|
| R1 |
3.723 |
3.723 |
3.638 |
3.681 |
| PP |
3.639 |
3.639 |
3.639 |
3.618 |
| S1 |
3.536 |
3.536 |
3.604 |
3.494 |
| S2 |
3.452 |
3.452 |
3.587 |
|
| S3 |
3.265 |
3.349 |
3.570 |
|
| S4 |
3.078 |
3.162 |
3.518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.711 |
3.487 |
0.224 |
6.4% |
0.107 |
3.1% |
6% |
False |
True |
36,693 |
| 10 |
3.741 |
3.470 |
0.271 |
7.7% |
0.118 |
3.4% |
11% |
False |
False |
32,275 |
| 20 |
3.874 |
3.470 |
0.404 |
11.5% |
0.108 |
3.1% |
7% |
False |
False |
26,823 |
| 40 |
4.114 |
3.470 |
0.644 |
18.4% |
0.103 |
2.9% |
5% |
False |
False |
22,666 |
| 60 |
4.450 |
3.470 |
0.980 |
28.0% |
0.097 |
2.8% |
3% |
False |
False |
19,477 |
| 80 |
4.556 |
3.470 |
1.086 |
31.0% |
0.097 |
2.8% |
3% |
False |
False |
16,775 |
| 100 |
4.912 |
3.470 |
1.442 |
41.2% |
0.096 |
2.8% |
2% |
False |
False |
14,494 |
| 120 |
5.007 |
3.470 |
1.537 |
43.9% |
0.097 |
2.8% |
2% |
False |
False |
12,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.117 |
|
2.618 |
3.921 |
|
1.618 |
3.801 |
|
1.000 |
3.727 |
|
0.618 |
3.681 |
|
HIGH |
3.607 |
|
0.618 |
3.561 |
|
0.500 |
3.547 |
|
0.382 |
3.533 |
|
LOW |
3.487 |
|
0.618 |
3.413 |
|
1.000 |
3.367 |
|
1.618 |
3.293 |
|
2.618 |
3.173 |
|
4.250 |
2.977 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.547 |
3.599 |
| PP |
3.531 |
3.566 |
| S1 |
3.516 |
3.533 |
|