NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.175 |
3.177 |
0.002 |
0.1% |
3.187 |
| High |
3.245 |
3.209 |
-0.036 |
-1.1% |
3.278 |
| Low |
3.147 |
3.136 |
-0.011 |
-0.3% |
3.131 |
| Close |
3.180 |
3.148 |
-0.032 |
-1.0% |
3.184 |
| Range |
0.098 |
0.073 |
-0.025 |
-25.5% |
0.147 |
| ATR |
0.097 |
0.095 |
-0.002 |
-1.7% |
0.000 |
| Volume |
14,110 |
14,047 |
-63 |
-0.4% |
167,395 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.383 |
3.339 |
3.188 |
|
| R3 |
3.310 |
3.266 |
3.168 |
|
| R2 |
3.237 |
3.237 |
3.161 |
|
| R1 |
3.193 |
3.193 |
3.155 |
3.179 |
| PP |
3.164 |
3.164 |
3.164 |
3.157 |
| S1 |
3.120 |
3.120 |
3.141 |
3.106 |
| S2 |
3.091 |
3.091 |
3.135 |
|
| S3 |
3.018 |
3.047 |
3.128 |
|
| S4 |
2.945 |
2.974 |
3.108 |
|
|
| 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 |
3.136 |
0.142 |
4.5% |
0.086 |
2.7% |
8% |
False |
True |
27,629 |
| 10 |
3.347 |
3.131 |
0.216 |
6.9% |
0.087 |
2.8% |
8% |
False |
False |
33,611 |
| 20 |
3.711 |
3.131 |
0.580 |
18.4% |
0.092 |
2.9% |
3% |
False |
False |
42,960 |
| 40 |
4.050 |
3.131 |
0.919 |
29.2% |
0.099 |
3.1% |
2% |
False |
False |
33,184 |
| 60 |
4.129 |
3.131 |
0.998 |
31.7% |
0.097 |
3.1% |
2% |
False |
False |
28,013 |
| 80 |
4.450 |
3.131 |
1.319 |
41.9% |
0.095 |
3.0% |
1% |
False |
False |
24,047 |
| 100 |
4.558 |
3.131 |
1.427 |
45.3% |
0.096 |
3.0% |
1% |
False |
False |
20,763 |
| 120 |
4.912 |
3.131 |
1.781 |
56.6% |
0.095 |
3.0% |
1% |
False |
False |
18,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.519 |
|
2.618 |
3.400 |
|
1.618 |
3.327 |
|
1.000 |
3.282 |
|
0.618 |
3.254 |
|
HIGH |
3.209 |
|
0.618 |
3.181 |
|
0.500 |
3.173 |
|
0.382 |
3.164 |
|
LOW |
3.136 |
|
0.618 |
3.091 |
|
1.000 |
3.063 |
|
1.618 |
3.018 |
|
2.618 |
2.945 |
|
4.250 |
2.826 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.173 |
3.191 |
| PP |
3.164 |
3.176 |
| S1 |
3.156 |
3.162 |
|