NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.220 |
0.020 |
0.6% |
3.320 |
| High |
3.229 |
3.272 |
0.043 |
1.3% |
3.356 |
| Low |
3.165 |
3.173 |
0.008 |
0.3% |
3.172 |
| Close |
3.208 |
3.239 |
0.031 |
1.0% |
3.204 |
| Range |
0.064 |
0.099 |
0.035 |
54.7% |
0.184 |
| ATR |
0.099 |
0.099 |
0.000 |
0.0% |
0.000 |
| Volume |
27,006 |
36,927 |
9,921 |
36.7% |
271,818 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.481 |
3.293 |
|
| R3 |
3.426 |
3.382 |
3.266 |
|
| R2 |
3.327 |
3.327 |
3.257 |
|
| R1 |
3.283 |
3.283 |
3.248 |
3.305 |
| PP |
3.228 |
3.228 |
3.228 |
3.239 |
| S1 |
3.184 |
3.184 |
3.230 |
3.206 |
| S2 |
3.129 |
3.129 |
3.221 |
|
| S3 |
3.030 |
3.085 |
3.212 |
|
| S4 |
2.931 |
2.986 |
3.185 |
|
|
| 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 |
3.272 |
3.131 |
0.141 |
4.4% |
0.079 |
2.4% |
77% |
True |
False |
36,022 |
| 10 |
3.578 |
3.131 |
0.447 |
13.8% |
0.089 |
2.7% |
24% |
False |
False |
52,477 |
| 20 |
3.741 |
3.131 |
0.610 |
18.8% |
0.103 |
3.2% |
18% |
False |
False |
42,828 |
| 40 |
4.070 |
3.131 |
0.939 |
29.0% |
0.101 |
3.1% |
12% |
False |
False |
32,323 |
| 60 |
4.225 |
3.131 |
1.094 |
33.8% |
0.097 |
3.0% |
10% |
False |
False |
27,291 |
| 80 |
4.516 |
3.131 |
1.385 |
42.8% |
0.098 |
3.0% |
8% |
False |
False |
23,218 |
| 100 |
4.602 |
3.131 |
1.471 |
45.4% |
0.096 |
3.0% |
7% |
False |
False |
19,986 |
| 120 |
4.912 |
3.131 |
1.781 |
55.0% |
0.095 |
2.9% |
6% |
False |
False |
17,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.693 |
|
2.618 |
3.531 |
|
1.618 |
3.432 |
|
1.000 |
3.371 |
|
0.618 |
3.333 |
|
HIGH |
3.272 |
|
0.618 |
3.234 |
|
0.500 |
3.223 |
|
0.382 |
3.211 |
|
LOW |
3.173 |
|
0.618 |
3.112 |
|
1.000 |
3.074 |
|
1.618 |
3.013 |
|
2.618 |
2.914 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.234 |
3.227 |
| PP |
3.228 |
3.214 |
| S1 |
3.223 |
3.202 |
|