NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.177 |
3.174 |
-0.003 |
-0.1% |
3.187 |
| High |
3.209 |
3.174 |
-0.035 |
-1.1% |
3.278 |
| Low |
3.136 |
3.033 |
-0.103 |
-3.3% |
3.131 |
| Close |
3.148 |
3.055 |
-0.093 |
-3.0% |
3.184 |
| Range |
0.073 |
0.141 |
0.068 |
93.2% |
0.147 |
| ATR |
0.095 |
0.098 |
0.003 |
3.5% |
0.000 |
| Volume |
14,047 |
23,084 |
9,037 |
64.3% |
167,395 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.424 |
3.133 |
|
| R3 |
3.369 |
3.283 |
3.094 |
|
| R2 |
3.228 |
3.228 |
3.081 |
|
| R1 |
3.142 |
3.142 |
3.068 |
3.115 |
| PP |
3.087 |
3.087 |
3.087 |
3.074 |
| S1 |
3.001 |
3.001 |
3.042 |
2.974 |
| S2 |
2.946 |
2.946 |
3.029 |
|
| S3 |
2.805 |
2.860 |
3.016 |
|
| S4 |
2.664 |
2.719 |
2.977 |
|
|
| 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 |
3.033 |
0.245 |
8.0% |
0.095 |
3.1% |
9% |
False |
True |
24,860 |
| 10 |
3.278 |
3.033 |
0.245 |
8.0% |
0.087 |
2.8% |
9% |
False |
True |
30,441 |
| 20 |
3.711 |
3.033 |
0.678 |
22.2% |
0.094 |
3.1% |
3% |
False |
True |
42,371 |
| 40 |
3.954 |
3.033 |
0.921 |
30.1% |
0.098 |
3.2% |
2% |
False |
True |
33,282 |
| 60 |
4.129 |
3.033 |
1.096 |
35.9% |
0.099 |
3.2% |
2% |
False |
True |
28,094 |
| 80 |
4.450 |
3.033 |
1.417 |
46.4% |
0.095 |
3.1% |
2% |
False |
True |
24,194 |
| 100 |
4.558 |
3.033 |
1.525 |
49.9% |
0.096 |
3.1% |
1% |
False |
True |
20,903 |
| 120 |
4.912 |
3.033 |
1.879 |
61.5% |
0.095 |
3.1% |
1% |
False |
True |
18,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.773 |
|
2.618 |
3.543 |
|
1.618 |
3.402 |
|
1.000 |
3.315 |
|
0.618 |
3.261 |
|
HIGH |
3.174 |
|
0.618 |
3.120 |
|
0.500 |
3.104 |
|
0.382 |
3.087 |
|
LOW |
3.033 |
|
0.618 |
2.946 |
|
1.000 |
2.892 |
|
1.618 |
2.805 |
|
2.618 |
2.664 |
|
4.250 |
2.434 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.104 |
3.139 |
| PP |
3.087 |
3.111 |
| S1 |
3.071 |
3.083 |
|