NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.233 |
3.209 |
-0.024 |
-0.7% |
3.320 |
| High |
3.270 |
3.249 |
-0.021 |
-0.6% |
3.356 |
| Low |
3.186 |
3.172 |
-0.014 |
-0.4% |
3.172 |
| Close |
3.208 |
3.204 |
-0.004 |
-0.1% |
3.204 |
| Range |
0.084 |
0.077 |
-0.007 |
-8.3% |
0.184 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.0% |
0.000 |
| Volume |
44,566 |
41,214 |
-3,352 |
-7.5% |
271,818 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.439 |
3.399 |
3.246 |
|
| R3 |
3.362 |
3.322 |
3.225 |
|
| R2 |
3.285 |
3.285 |
3.218 |
|
| R1 |
3.245 |
3.245 |
3.211 |
3.227 |
| PP |
3.208 |
3.208 |
3.208 |
3.199 |
| S1 |
3.168 |
3.168 |
3.197 |
3.150 |
| S2 |
3.131 |
3.131 |
3.190 |
|
| S3 |
3.054 |
3.091 |
3.183 |
|
| S4 |
2.977 |
3.014 |
3.162 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.684 |
3.305 |
|
| R3 |
3.612 |
3.500 |
3.255 |
|
| R2 |
3.428 |
3.428 |
3.238 |
|
| R1 |
3.316 |
3.316 |
3.221 |
3.280 |
| PP |
3.244 |
3.244 |
3.244 |
3.226 |
| S1 |
3.132 |
3.132 |
3.187 |
3.096 |
| S2 |
3.060 |
3.060 |
3.170 |
|
| S3 |
2.876 |
2.948 |
3.153 |
|
| S4 |
2.692 |
2.764 |
3.103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.356 |
3.172 |
0.184 |
5.7% |
0.083 |
2.6% |
17% |
False |
True |
54,363 |
| 10 |
3.607 |
3.172 |
0.435 |
13.6% |
0.095 |
3.0% |
7% |
False |
True |
54,035 |
| 20 |
3.741 |
3.172 |
0.569 |
17.8% |
0.106 |
3.3% |
6% |
False |
True |
42,830 |
| 40 |
4.070 |
3.172 |
0.898 |
28.0% |
0.101 |
3.2% |
4% |
False |
True |
31,064 |
| 60 |
4.281 |
3.172 |
1.109 |
34.6% |
0.097 |
3.0% |
3% |
False |
True |
26,263 |
| 80 |
4.516 |
3.172 |
1.344 |
41.9% |
0.098 |
3.1% |
2% |
False |
True |
22,272 |
| 100 |
4.685 |
3.172 |
1.513 |
47.2% |
0.096 |
3.0% |
2% |
False |
True |
19,180 |
| 120 |
4.912 |
3.172 |
1.740 |
54.3% |
0.096 |
3.0% |
2% |
False |
True |
16,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.576 |
|
2.618 |
3.451 |
|
1.618 |
3.374 |
|
1.000 |
3.326 |
|
0.618 |
3.297 |
|
HIGH |
3.249 |
|
0.618 |
3.220 |
|
0.500 |
3.211 |
|
0.382 |
3.201 |
|
LOW |
3.172 |
|
0.618 |
3.124 |
|
1.000 |
3.095 |
|
1.618 |
3.047 |
|
2.618 |
2.970 |
|
4.250 |
2.845 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.211 |
3.260 |
| PP |
3.208 |
3.241 |
| S1 |
3.206 |
3.223 |
|