NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.470 |
0.000 |
0.0% |
3.604 |
| High |
3.578 |
3.479 |
-0.099 |
-2.8% |
3.607 |
| Low |
3.462 |
3.356 |
-0.106 |
-3.1% |
3.356 |
| Close |
3.493 |
3.367 |
-0.126 |
-3.6% |
3.367 |
| Range |
0.116 |
0.123 |
0.007 |
6.0% |
0.251 |
| ATR |
0.107 |
0.109 |
0.002 |
2.0% |
0.000 |
| Volume |
73,779 |
84,850 |
11,071 |
15.0% |
268,539 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.770 |
3.691 |
3.435 |
|
| R3 |
3.647 |
3.568 |
3.401 |
|
| R2 |
3.524 |
3.524 |
3.390 |
|
| R1 |
3.445 |
3.445 |
3.378 |
3.423 |
| PP |
3.401 |
3.401 |
3.401 |
3.390 |
| S1 |
3.322 |
3.322 |
3.356 |
3.300 |
| S2 |
3.278 |
3.278 |
3.344 |
|
| S3 |
3.155 |
3.199 |
3.333 |
|
| S4 |
3.032 |
3.076 |
3.299 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.033 |
3.505 |
|
| R3 |
3.945 |
3.782 |
3.436 |
|
| R2 |
3.694 |
3.694 |
3.413 |
|
| R1 |
3.531 |
3.531 |
3.390 |
3.487 |
| PP |
3.443 |
3.443 |
3.443 |
3.422 |
| S1 |
3.280 |
3.280 |
3.344 |
3.236 |
| S2 |
3.192 |
3.192 |
3.321 |
|
| S3 |
2.941 |
3.029 |
3.298 |
|
| S4 |
2.690 |
2.778 |
3.229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.607 |
3.356 |
0.251 |
7.5% |
0.108 |
3.2% |
4% |
False |
True |
53,707 |
| 10 |
3.741 |
3.356 |
0.385 |
11.4% |
0.114 |
3.4% |
3% |
False |
True |
43,341 |
| 20 |
3.741 |
3.356 |
0.385 |
11.4% |
0.108 |
3.2% |
3% |
False |
True |
34,793 |
| 40 |
4.114 |
3.356 |
0.758 |
22.5% |
0.105 |
3.1% |
1% |
False |
True |
26,648 |
| 60 |
4.333 |
3.356 |
0.977 |
29.0% |
0.096 |
2.9% |
1% |
False |
True |
22,583 |
| 80 |
4.516 |
3.356 |
1.160 |
34.5% |
0.099 |
2.9% |
1% |
False |
True |
19,335 |
| 100 |
4.878 |
3.356 |
1.522 |
45.2% |
0.097 |
2.9% |
1% |
False |
True |
16,682 |
| 120 |
4.912 |
3.356 |
1.556 |
46.2% |
0.097 |
2.9% |
1% |
False |
True |
14,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.002 |
|
2.618 |
3.801 |
|
1.618 |
3.678 |
|
1.000 |
3.602 |
|
0.618 |
3.555 |
|
HIGH |
3.479 |
|
0.618 |
3.432 |
|
0.500 |
3.418 |
|
0.382 |
3.403 |
|
LOW |
3.356 |
|
0.618 |
3.280 |
|
1.000 |
3.233 |
|
1.618 |
3.157 |
|
2.618 |
3.034 |
|
4.250 |
2.833 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.418 |
3.467 |
| PP |
3.401 |
3.434 |
| S1 |
3.384 |
3.400 |
|