NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.209 |
3.187 |
-0.022 |
-0.7% |
3.320 |
| High |
3.249 |
3.203 |
-0.046 |
-1.4% |
3.356 |
| Low |
3.172 |
3.131 |
-0.041 |
-1.3% |
3.172 |
| Close |
3.204 |
3.177 |
-0.027 |
-0.8% |
3.204 |
| Range |
0.077 |
0.072 |
-0.005 |
-6.5% |
0.184 |
| ATR |
0.104 |
0.102 |
-0.002 |
-2.1% |
0.000 |
| Volume |
41,214 |
30,399 |
-10,815 |
-26.2% |
271,818 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.386 |
3.354 |
3.217 |
|
| R3 |
3.314 |
3.282 |
3.197 |
|
| R2 |
3.242 |
3.242 |
3.190 |
|
| R1 |
3.210 |
3.210 |
3.184 |
3.190 |
| PP |
3.170 |
3.170 |
3.170 |
3.161 |
| S1 |
3.138 |
3.138 |
3.170 |
3.118 |
| S2 |
3.098 |
3.098 |
3.164 |
|
| S3 |
3.026 |
3.066 |
3.157 |
|
| S4 |
2.954 |
2.994 |
3.137 |
|
|
| 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 |
3.131 |
0.225 |
7.1% |
0.087 |
2.7% |
20% |
False |
True |
45,806 |
| 10 |
3.578 |
3.131 |
0.447 |
14.1% |
0.090 |
2.8% |
10% |
False |
True |
54,086 |
| 20 |
3.741 |
3.131 |
0.610 |
19.2% |
0.104 |
3.3% |
8% |
False |
True |
43,181 |
| 40 |
4.070 |
3.131 |
0.939 |
29.6% |
0.101 |
3.2% |
5% |
False |
True |
31,286 |
| 60 |
4.281 |
3.131 |
1.150 |
36.2% |
0.098 |
3.1% |
4% |
False |
True |
26,536 |
| 80 |
4.516 |
3.131 |
1.385 |
43.6% |
0.098 |
3.1% |
3% |
False |
True |
22,568 |
| 100 |
4.602 |
3.131 |
1.471 |
46.3% |
0.096 |
3.0% |
3% |
False |
True |
19,449 |
| 120 |
4.912 |
3.131 |
1.781 |
56.1% |
0.096 |
3.0% |
3% |
False |
True |
16,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.509 |
|
2.618 |
3.391 |
|
1.618 |
3.319 |
|
1.000 |
3.275 |
|
0.618 |
3.247 |
|
HIGH |
3.203 |
|
0.618 |
3.175 |
|
0.500 |
3.167 |
|
0.382 |
3.159 |
|
LOW |
3.131 |
|
0.618 |
3.087 |
|
1.000 |
3.059 |
|
1.618 |
3.015 |
|
2.618 |
2.943 |
|
4.250 |
2.825 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.174 |
3.201 |
| PP |
3.170 |
3.193 |
| S1 |
3.167 |
3.185 |
|