NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.244 |
3.228 |
-0.016 |
-0.5% |
3.187 |
| High |
3.278 |
3.240 |
-0.038 |
-1.2% |
3.278 |
| Low |
3.180 |
3.176 |
-0.004 |
-0.1% |
3.131 |
| Close |
3.241 |
3.184 |
-0.057 |
-1.8% |
3.184 |
| Range |
0.098 |
0.064 |
-0.034 |
-34.7% |
0.147 |
| ATR |
0.099 |
0.096 |
-0.002 |
-2.4% |
0.000 |
| Volume |
38,223 |
34,840 |
-3,383 |
-8.9% |
167,395 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.392 |
3.352 |
3.219 |
|
| R3 |
3.328 |
3.288 |
3.202 |
|
| R2 |
3.264 |
3.264 |
3.196 |
|
| R1 |
3.224 |
3.224 |
3.190 |
3.212 |
| PP |
3.200 |
3.200 |
3.200 |
3.194 |
| S1 |
3.160 |
3.160 |
3.178 |
3.148 |
| S2 |
3.136 |
3.136 |
3.172 |
|
| S3 |
3.072 |
3.096 |
3.166 |
|
| S4 |
3.008 |
3.032 |
3.149 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.558 |
3.265 |
|
| R3 |
3.492 |
3.411 |
3.224 |
|
| R2 |
3.345 |
3.345 |
3.211 |
|
| R1 |
3.264 |
3.264 |
3.197 |
3.231 |
| PP |
3.198 |
3.198 |
3.198 |
3.181 |
| S1 |
3.117 |
3.117 |
3.171 |
3.084 |
| S2 |
3.051 |
3.051 |
3.157 |
|
| S3 |
2.904 |
2.970 |
3.144 |
|
| S4 |
2.757 |
2.823 |
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 |
4.6% |
0.079 |
2.5% |
36% |
False |
False |
33,479 |
| 10 |
3.356 |
3.131 |
0.225 |
7.1% |
0.081 |
2.5% |
24% |
False |
False |
43,921 |
| 20 |
3.741 |
3.131 |
0.610 |
19.2% |
0.098 |
3.1% |
9% |
False |
False |
43,631 |
| 40 |
4.070 |
3.131 |
0.939 |
29.5% |
0.100 |
3.1% |
6% |
False |
False |
33,540 |
| 60 |
4.169 |
3.131 |
1.038 |
32.6% |
0.097 |
3.0% |
5% |
False |
False |
28,187 |
| 80 |
4.516 |
3.131 |
1.385 |
43.5% |
0.096 |
3.0% |
4% |
False |
False |
23,972 |
| 100 |
4.558 |
3.131 |
1.427 |
44.8% |
0.097 |
3.0% |
4% |
False |
False |
20,631 |
| 120 |
4.912 |
3.131 |
1.781 |
55.9% |
0.095 |
3.0% |
3% |
False |
False |
17,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.512 |
|
2.618 |
3.408 |
|
1.618 |
3.344 |
|
1.000 |
3.304 |
|
0.618 |
3.280 |
|
HIGH |
3.240 |
|
0.618 |
3.216 |
|
0.500 |
3.208 |
|
0.382 |
3.200 |
|
LOW |
3.176 |
|
0.618 |
3.136 |
|
1.000 |
3.112 |
|
1.618 |
3.072 |
|
2.618 |
3.008 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.208 |
3.226 |
| PP |
3.200 |
3.212 |
| S1 |
3.192 |
3.198 |
|