NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.635 |
3.710 |
0.075 |
2.1% |
3.700 |
| High |
3.740 |
3.712 |
-0.028 |
-0.7% |
3.765 |
| Low |
3.615 |
3.646 |
0.031 |
0.9% |
3.590 |
| Close |
3.710 |
3.660 |
-0.050 |
-1.3% |
3.660 |
| Range |
0.125 |
0.066 |
-0.059 |
-47.2% |
0.175 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.7% |
0.000 |
| Volume |
25,109 |
42,798 |
17,689 |
70.4% |
115,150 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.831 |
3.696 |
|
| R3 |
3.805 |
3.765 |
3.678 |
|
| R2 |
3.739 |
3.739 |
3.672 |
|
| R1 |
3.699 |
3.699 |
3.666 |
3.686 |
| PP |
3.673 |
3.673 |
3.673 |
3.666 |
| S1 |
3.633 |
3.633 |
3.654 |
3.620 |
| S2 |
3.607 |
3.607 |
3.648 |
|
| S3 |
3.541 |
3.567 |
3.642 |
|
| S4 |
3.475 |
3.501 |
3.624 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.103 |
3.756 |
|
| R3 |
4.022 |
3.928 |
3.708 |
|
| R2 |
3.847 |
3.847 |
3.692 |
|
| R1 |
3.753 |
3.753 |
3.676 |
3.713 |
| PP |
3.672 |
3.672 |
3.672 |
3.651 |
| S1 |
3.578 |
3.578 |
3.644 |
3.538 |
| S2 |
3.497 |
3.497 |
3.628 |
|
| S3 |
3.322 |
3.403 |
3.612 |
|
| S4 |
3.147 |
3.228 |
3.564 |
|
|
| 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 |
4.8% |
0.110 |
3.0% |
40% |
False |
False |
23,030 |
| 10 |
3.765 |
3.493 |
0.272 |
7.4% |
0.112 |
3.1% |
61% |
False |
False |
23,956 |
| 20 |
3.924 |
3.493 |
0.431 |
11.8% |
0.101 |
2.8% |
39% |
False |
False |
22,763 |
| 40 |
4.092 |
3.493 |
0.599 |
16.4% |
0.099 |
2.7% |
28% |
False |
False |
21,206 |
| 60 |
4.414 |
3.493 |
0.921 |
25.2% |
0.093 |
2.5% |
18% |
False |
False |
18,660 |
| 80 |
4.508 |
3.493 |
1.015 |
27.7% |
0.094 |
2.6% |
16% |
False |
False |
16,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.885 |
|
1.618 |
3.819 |
|
1.000 |
3.778 |
|
0.618 |
3.753 |
|
HIGH |
3.712 |
|
0.618 |
3.687 |
|
0.500 |
3.679 |
|
0.382 |
3.671 |
|
LOW |
3.646 |
|
0.618 |
3.605 |
|
1.000 |
3.580 |
|
1.618 |
3.539 |
|
2.618 |
3.473 |
|
4.250 |
3.366 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.672 |
| PP |
3.673 |
3.668 |
| S1 |
3.666 |
3.664 |
|