NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.220 |
3.244 |
0.024 |
0.7% |
3.320 |
| High |
3.272 |
3.278 |
0.006 |
0.2% |
3.356 |
| Low |
3.173 |
3.180 |
0.007 |
0.2% |
3.172 |
| Close |
3.239 |
3.241 |
0.002 |
0.1% |
3.204 |
| Range |
0.099 |
0.098 |
-0.001 |
-1.0% |
0.184 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.1% |
0.000 |
| Volume |
36,927 |
38,223 |
1,296 |
3.5% |
271,818 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.527 |
3.482 |
3.295 |
|
| R3 |
3.429 |
3.384 |
3.268 |
|
| R2 |
3.331 |
3.331 |
3.259 |
|
| R1 |
3.286 |
3.286 |
3.250 |
3.260 |
| PP |
3.233 |
3.233 |
3.233 |
3.220 |
| S1 |
3.188 |
3.188 |
3.232 |
3.162 |
| S2 |
3.135 |
3.135 |
3.223 |
|
| S3 |
3.037 |
3.090 |
3.214 |
|
| S4 |
2.939 |
2.992 |
3.187 |
|
|
| 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 |
3.278 |
3.131 |
0.147 |
4.5% |
0.082 |
2.5% |
75% |
True |
False |
34,753 |
| 10 |
3.479 |
3.131 |
0.348 |
10.7% |
0.087 |
2.7% |
32% |
False |
False |
48,922 |
| 20 |
3.741 |
3.131 |
0.610 |
18.8% |
0.100 |
3.1% |
18% |
False |
False |
43,230 |
| 40 |
4.070 |
3.131 |
0.939 |
29.0% |
0.101 |
3.1% |
12% |
False |
False |
32,953 |
| 60 |
4.220 |
3.131 |
1.089 |
33.6% |
0.098 |
3.0% |
10% |
False |
False |
27,768 |
| 80 |
4.516 |
3.131 |
1.385 |
42.7% |
0.098 |
3.0% |
8% |
False |
False |
23,623 |
| 100 |
4.558 |
3.131 |
1.427 |
44.0% |
0.097 |
3.0% |
8% |
False |
False |
20,329 |
| 120 |
4.912 |
3.131 |
1.781 |
55.0% |
0.095 |
2.9% |
6% |
False |
False |
17,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.695 |
|
2.618 |
3.535 |
|
1.618 |
3.437 |
|
1.000 |
3.376 |
|
0.618 |
3.339 |
|
HIGH |
3.278 |
|
0.618 |
3.241 |
|
0.500 |
3.229 |
|
0.382 |
3.217 |
|
LOW |
3.180 |
|
0.618 |
3.119 |
|
1.000 |
3.082 |
|
1.618 |
3.021 |
|
2.618 |
2.923 |
|
4.250 |
2.764 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.237 |
3.235 |
| PP |
3.233 |
3.228 |
| S1 |
3.229 |
3.222 |
|