NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.586 |
3.525 |
-0.061 |
-1.7% |
3.700 |
| High |
3.589 |
3.616 |
0.027 |
0.8% |
3.765 |
| Low |
3.506 |
3.518 |
0.012 |
0.3% |
3.590 |
| Close |
3.518 |
3.536 |
0.018 |
0.5% |
3.660 |
| Range |
0.083 |
0.098 |
0.015 |
18.1% |
0.175 |
| ATR |
0.103 |
0.102 |
0.000 |
-0.3% |
0.000 |
| Volume |
30,363 |
36,157 |
5,794 |
19.1% |
115,150 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.791 |
3.590 |
|
| R3 |
3.753 |
3.693 |
3.563 |
|
| R2 |
3.655 |
3.655 |
3.554 |
|
| R1 |
3.595 |
3.595 |
3.545 |
3.625 |
| PP |
3.557 |
3.557 |
3.557 |
3.572 |
| S1 |
3.497 |
3.497 |
3.527 |
3.527 |
| S2 |
3.459 |
3.459 |
3.518 |
|
| S3 |
3.361 |
3.399 |
3.509 |
|
| S4 |
3.263 |
3.301 |
3.482 |
|
|
| 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 |
3.712 |
3.491 |
0.221 |
6.3% |
0.090 |
2.5% |
20% |
False |
False |
34,201 |
| 10 |
3.765 |
3.491 |
0.274 |
7.7% |
0.104 |
2.9% |
16% |
False |
False |
26,161 |
| 20 |
3.785 |
3.491 |
0.294 |
8.3% |
0.101 |
2.9% |
15% |
False |
False |
25,212 |
| 40 |
4.092 |
3.491 |
0.601 |
17.0% |
0.101 |
2.8% |
7% |
False |
False |
22,481 |
| 60 |
4.405 |
3.491 |
0.914 |
25.8% |
0.093 |
2.6% |
5% |
False |
False |
19,990 |
| 80 |
4.500 |
3.491 |
1.009 |
28.5% |
0.095 |
2.7% |
4% |
False |
False |
17,713 |
| 100 |
4.801 |
3.491 |
1.310 |
37.0% |
0.093 |
2.6% |
3% |
False |
False |
15,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.033 |
|
2.618 |
3.873 |
|
1.618 |
3.775 |
|
1.000 |
3.714 |
|
0.618 |
3.677 |
|
HIGH |
3.616 |
|
0.618 |
3.579 |
|
0.500 |
3.567 |
|
0.382 |
3.555 |
|
LOW |
3.518 |
|
0.618 |
3.457 |
|
1.000 |
3.420 |
|
1.618 |
3.359 |
|
2.618 |
3.261 |
|
4.250 |
3.102 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.567 |
3.554 |
| PP |
3.557 |
3.548 |
| S1 |
3.546 |
3.542 |
|