NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.675 |
3.635 |
-0.040 |
-1.1% |
3.529 |
| High |
3.693 |
3.740 |
0.047 |
1.3% |
3.722 |
| Low |
3.603 |
3.615 |
0.012 |
0.3% |
3.493 |
| Close |
3.616 |
3.710 |
0.094 |
2.6% |
3.721 |
| Range |
0.090 |
0.125 |
0.035 |
38.9% |
0.229 |
| ATR |
0.105 |
0.106 |
0.001 |
1.4% |
0.000 |
| Volume |
22,082 |
25,109 |
3,027 |
13.7% |
97,995 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.063 |
4.012 |
3.779 |
|
| R3 |
3.938 |
3.887 |
3.744 |
|
| R2 |
3.813 |
3.813 |
3.733 |
|
| R1 |
3.762 |
3.762 |
3.721 |
3.788 |
| PP |
3.688 |
3.688 |
3.688 |
3.701 |
| S1 |
3.637 |
3.637 |
3.699 |
3.663 |
| S2 |
3.563 |
3.563 |
3.687 |
|
| S3 |
3.438 |
3.512 |
3.676 |
|
| S4 |
3.313 |
3.387 |
3.641 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.332 |
4.256 |
3.847 |
|
| R3 |
4.103 |
4.027 |
3.784 |
|
| R2 |
3.874 |
3.874 |
3.763 |
|
| R1 |
3.798 |
3.798 |
3.742 |
3.836 |
| PP |
3.645 |
3.645 |
3.645 |
3.665 |
| S1 |
3.569 |
3.569 |
3.700 |
3.607 |
| S2 |
3.416 |
3.416 |
3.679 |
|
| S3 |
3.187 |
3.340 |
3.658 |
|
| S4 |
2.958 |
3.111 |
3.595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.765 |
3.590 |
0.175 |
4.7% |
0.119 |
3.2% |
69% |
False |
False |
18,122 |
| 10 |
3.765 |
3.493 |
0.272 |
7.3% |
0.118 |
3.2% |
80% |
False |
False |
22,010 |
| 20 |
3.947 |
3.493 |
0.454 |
12.2% |
0.103 |
2.8% |
48% |
False |
False |
21,372 |
| 40 |
4.092 |
3.493 |
0.599 |
16.1% |
0.100 |
2.7% |
36% |
False |
False |
20,665 |
| 60 |
4.414 |
3.493 |
0.921 |
24.8% |
0.093 |
2.5% |
24% |
False |
False |
18,255 |
| 80 |
4.508 |
3.493 |
1.015 |
27.4% |
0.094 |
2.5% |
21% |
False |
False |
16,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.271 |
|
2.618 |
4.067 |
|
1.618 |
3.942 |
|
1.000 |
3.865 |
|
0.618 |
3.817 |
|
HIGH |
3.740 |
|
0.618 |
3.692 |
|
0.500 |
3.678 |
|
0.382 |
3.663 |
|
LOW |
3.615 |
|
0.618 |
3.538 |
|
1.000 |
3.490 |
|
1.618 |
3.413 |
|
2.618 |
3.288 |
|
4.250 |
3.084 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.695 |
| PP |
3.688 |
3.680 |
| S1 |
3.678 |
3.665 |
|