NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.174 |
3.049 |
-0.125 |
-3.9% |
3.175 |
High |
3.174 |
3.065 |
-0.109 |
-3.4% |
3.245 |
Low |
3.033 |
2.985 |
-0.048 |
-1.6% |
2.985 |
Close |
3.055 |
3.016 |
-0.039 |
-1.3% |
3.016 |
Range |
0.141 |
0.080 |
-0.061 |
-43.3% |
0.260 |
ATR |
0.098 |
0.097 |
-0.001 |
-1.3% |
0.000 |
Volume |
23,084 |
40,175 |
17,091 |
74.0% |
91,416 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.262 |
3.219 |
3.060 |
|
R3 |
3.182 |
3.139 |
3.038 |
|
R2 |
3.102 |
3.102 |
3.031 |
|
R1 |
3.059 |
3.059 |
3.023 |
3.041 |
PP |
3.022 |
3.022 |
3.022 |
3.013 |
S1 |
2.979 |
2.979 |
3.009 |
2.961 |
S2 |
2.942 |
2.942 |
3.001 |
|
S3 |
2.862 |
2.899 |
2.994 |
|
S4 |
2.782 |
2.819 |
2.972 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.862 |
3.699 |
3.159 |
|
R3 |
3.602 |
3.439 |
3.088 |
|
R2 |
3.342 |
3.342 |
3.064 |
|
R1 |
3.179 |
3.179 |
3.040 |
3.131 |
PP |
3.082 |
3.082 |
3.082 |
3.058 |
S1 |
2.919 |
2.919 |
2.992 |
2.871 |
S2 |
2.822 |
2.822 |
2.968 |
|
S3 |
2.562 |
2.659 |
2.945 |
|
S4 |
2.302 |
2.399 |
2.873 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.245 |
2.985 |
0.260 |
8.6% |
0.091 |
3.0% |
12% |
False |
True |
25,251 |
10 |
3.278 |
2.985 |
0.293 |
9.7% |
0.087 |
2.9% |
11% |
False |
True |
30,002 |
20 |
3.694 |
2.985 |
0.709 |
23.5% |
0.091 |
3.0% |
4% |
False |
True |
42,555 |
40 |
3.954 |
2.985 |
0.969 |
32.1% |
0.099 |
3.3% |
3% |
False |
True |
33,823 |
60 |
4.114 |
2.985 |
1.129 |
37.4% |
0.098 |
3.3% |
3% |
False |
True |
28,519 |
80 |
4.450 |
2.985 |
1.465 |
48.6% |
0.095 |
3.1% |
2% |
False |
True |
24,584 |
100 |
4.558 |
2.985 |
1.573 |
52.2% |
0.096 |
3.2% |
2% |
False |
True |
21,235 |
120 |
4.912 |
2.985 |
1.927 |
63.9% |
0.095 |
3.2% |
2% |
False |
True |
18,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.405 |
2.618 |
3.274 |
1.618 |
3.194 |
1.000 |
3.145 |
0.618 |
3.114 |
HIGH |
3.065 |
0.618 |
3.034 |
0.500 |
3.025 |
0.382 |
3.016 |
LOW |
2.985 |
0.618 |
2.936 |
1.000 |
2.905 |
1.618 |
2.856 |
2.618 |
2.776 |
4.250 |
2.645 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.025 |
3.097 |
PP |
3.022 |
3.070 |
S1 |
3.019 |
3.043 |
|