NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.500 |
3.540 |
0.040 |
1.1% |
3.673 |
| High |
3.544 |
3.546 |
0.002 |
0.1% |
3.741 |
| Low |
3.449 |
3.462 |
0.013 |
0.4% |
3.554 |
| Close |
3.533 |
3.470 |
-0.063 |
-1.8% |
3.621 |
| Range |
0.095 |
0.084 |
-0.011 |
-11.6% |
0.187 |
| ATR |
0.108 |
0.107 |
-0.002 |
-1.6% |
0.000 |
| Volume |
36,580 |
43,439 |
6,859 |
18.8% |
164,875 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.691 |
3.516 |
|
| R3 |
3.661 |
3.607 |
3.493 |
|
| R2 |
3.577 |
3.577 |
3.485 |
|
| R1 |
3.523 |
3.523 |
3.478 |
3.508 |
| PP |
3.493 |
3.493 |
3.493 |
3.485 |
| S1 |
3.439 |
3.439 |
3.462 |
3.424 |
| S2 |
3.409 |
3.409 |
3.455 |
|
| S3 |
3.325 |
3.355 |
3.447 |
|
| S4 |
3.241 |
3.271 |
3.424 |
|
|
| 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 |
3.449 |
0.262 |
7.6% |
0.104 |
3.0% |
8% |
False |
False |
39,667 |
| 10 |
3.741 |
3.449 |
0.292 |
8.4% |
0.117 |
3.4% |
7% |
False |
False |
33,178 |
| 20 |
3.847 |
3.449 |
0.398 |
11.5% |
0.106 |
3.0% |
5% |
False |
False |
28,520 |
| 40 |
4.114 |
3.449 |
0.665 |
19.2% |
0.103 |
3.0% |
3% |
False |
False |
23,759 |
| 60 |
4.450 |
3.449 |
1.001 |
28.8% |
0.096 |
2.8% |
2% |
False |
False |
20,367 |
| 80 |
4.516 |
3.449 |
1.067 |
30.7% |
0.097 |
2.8% |
2% |
False |
False |
17,590 |
| 100 |
4.896 |
3.449 |
1.447 |
41.7% |
0.096 |
2.8% |
1% |
False |
False |
15,180 |
| 120 |
4.912 |
3.449 |
1.463 |
42.2% |
0.096 |
2.8% |
1% |
False |
False |
13,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.903 |
|
2.618 |
3.766 |
|
1.618 |
3.682 |
|
1.000 |
3.630 |
|
0.618 |
3.598 |
|
HIGH |
3.546 |
|
0.618 |
3.514 |
|
0.500 |
3.504 |
|
0.382 |
3.494 |
|
LOW |
3.462 |
|
0.618 |
3.410 |
|
1.000 |
3.378 |
|
1.618 |
3.326 |
|
2.618 |
3.242 |
|
4.250 |
3.105 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.504 |
3.528 |
| PP |
3.493 |
3.509 |
| S1 |
3.481 |
3.489 |
|