NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.530 |
3.586 |
0.056 |
1.6% |
3.700 |
| High |
3.585 |
3.589 |
0.004 |
0.1% |
3.765 |
| Low |
3.491 |
3.506 |
0.015 |
0.4% |
3.590 |
| Close |
3.577 |
3.518 |
-0.059 |
-1.6% |
3.660 |
| Range |
0.094 |
0.083 |
-0.011 |
-11.7% |
0.175 |
| ATR |
0.104 |
0.103 |
-0.002 |
-1.5% |
0.000 |
| Volume |
32,596 |
30,363 |
-2,233 |
-6.9% |
115,150 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.787 |
3.735 |
3.564 |
|
| R3 |
3.704 |
3.652 |
3.541 |
|
| R2 |
3.621 |
3.621 |
3.533 |
|
| R1 |
3.569 |
3.569 |
3.526 |
3.554 |
| PP |
3.538 |
3.538 |
3.538 |
3.530 |
| S1 |
3.486 |
3.486 |
3.510 |
3.471 |
| S2 |
3.455 |
3.455 |
3.503 |
|
| S3 |
3.372 |
3.403 |
3.495 |
|
| S4 |
3.289 |
3.320 |
3.472 |
|
|
| 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 |
3.491 |
0.249 |
7.1% |
0.095 |
2.7% |
11% |
False |
False |
31,991 |
| 10 |
3.765 |
3.491 |
0.274 |
7.8% |
0.109 |
3.1% |
10% |
False |
False |
24,686 |
| 20 |
3.846 |
3.491 |
0.355 |
10.1% |
0.102 |
2.9% |
8% |
False |
False |
24,410 |
| 40 |
4.092 |
3.491 |
0.601 |
17.1% |
0.100 |
2.8% |
4% |
False |
False |
22,188 |
| 60 |
4.414 |
3.491 |
0.923 |
26.2% |
0.093 |
2.6% |
3% |
False |
False |
19,639 |
| 80 |
4.500 |
3.491 |
1.009 |
28.7% |
0.094 |
2.7% |
3% |
False |
False |
17,369 |
| 100 |
4.802 |
3.491 |
1.311 |
37.3% |
0.093 |
2.6% |
2% |
False |
False |
15,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.942 |
|
2.618 |
3.806 |
|
1.618 |
3.723 |
|
1.000 |
3.672 |
|
0.618 |
3.640 |
|
HIGH |
3.589 |
|
0.618 |
3.557 |
|
0.500 |
3.548 |
|
0.382 |
3.538 |
|
LOW |
3.506 |
|
0.618 |
3.455 |
|
1.000 |
3.423 |
|
1.618 |
3.372 |
|
2.618 |
3.289 |
|
4.250 |
3.153 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.548 |
3.565 |
| PP |
3.538 |
3.549 |
| S1 |
3.528 |
3.534 |
|