NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.710 |
3.636 |
-0.074 |
-2.0% |
3.700 |
| High |
3.712 |
3.638 |
-0.074 |
-2.0% |
3.765 |
| Low |
3.646 |
3.531 |
-0.115 |
-3.2% |
3.590 |
| Close |
3.660 |
3.542 |
-0.118 |
-3.2% |
3.660 |
| Range |
0.066 |
0.107 |
0.041 |
62.1% |
0.175 |
| ATR |
0.103 |
0.105 |
0.002 |
1.8% |
0.000 |
| Volume |
42,798 |
29,091 |
-13,707 |
-32.0% |
115,150 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.891 |
3.824 |
3.601 |
|
| R3 |
3.784 |
3.717 |
3.571 |
|
| R2 |
3.677 |
3.677 |
3.562 |
|
| R1 |
3.610 |
3.610 |
3.552 |
3.590 |
| PP |
3.570 |
3.570 |
3.570 |
3.561 |
| S1 |
3.503 |
3.503 |
3.532 |
3.483 |
| S2 |
3.463 |
3.463 |
3.522 |
|
| S3 |
3.356 |
3.396 |
3.513 |
|
| S4 |
3.249 |
3.289 |
3.483 |
|
|
| 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 |
3.740 |
3.531 |
0.209 |
5.9% |
0.097 |
2.7% |
5% |
False |
True |
27,856 |
| 10 |
3.765 |
3.493 |
0.272 |
7.7% |
0.113 |
3.2% |
18% |
False |
False |
24,223 |
| 20 |
3.871 |
3.493 |
0.378 |
10.7% |
0.103 |
2.9% |
13% |
False |
False |
22,988 |
| 40 |
4.092 |
3.493 |
0.599 |
16.9% |
0.099 |
2.8% |
8% |
False |
False |
21,332 |
| 60 |
4.414 |
3.493 |
0.921 |
26.0% |
0.094 |
2.6% |
5% |
False |
False |
18,934 |
| 80 |
4.507 |
3.493 |
1.014 |
28.6% |
0.094 |
2.7% |
5% |
False |
False |
16,870 |
| 100 |
4.817 |
3.493 |
1.324 |
37.4% |
0.093 |
2.6% |
4% |
False |
False |
14,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.093 |
|
2.618 |
3.918 |
|
1.618 |
3.811 |
|
1.000 |
3.745 |
|
0.618 |
3.704 |
|
HIGH |
3.638 |
|
0.618 |
3.597 |
|
0.500 |
3.585 |
|
0.382 |
3.572 |
|
LOW |
3.531 |
|
0.618 |
3.465 |
|
1.000 |
3.424 |
|
1.618 |
3.358 |
|
2.618 |
3.251 |
|
4.250 |
3.076 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.585 |
3.636 |
| PP |
3.570 |
3.604 |
| S1 |
3.556 |
3.573 |
|