NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.525 |
3.510 |
-0.015 |
-0.4% |
3.636 |
| High |
3.616 |
3.523 |
-0.093 |
-2.6% |
3.638 |
| Low |
3.518 |
3.400 |
-0.118 |
-3.4% |
3.400 |
| Close |
3.536 |
3.411 |
-0.125 |
-3.5% |
3.411 |
| Range |
0.098 |
0.123 |
0.025 |
25.5% |
0.238 |
| ATR |
0.102 |
0.105 |
0.002 |
2.3% |
0.000 |
| Volume |
36,157 |
43,140 |
6,983 |
19.3% |
171,347 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.735 |
3.479 |
|
| R3 |
3.691 |
3.612 |
3.445 |
|
| R2 |
3.568 |
3.568 |
3.434 |
|
| R1 |
3.489 |
3.489 |
3.422 |
3.467 |
| PP |
3.445 |
3.445 |
3.445 |
3.434 |
| S1 |
3.366 |
3.366 |
3.400 |
3.344 |
| S2 |
3.322 |
3.322 |
3.388 |
|
| S3 |
3.199 |
3.243 |
3.377 |
|
| S4 |
3.076 |
3.120 |
3.343 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.042 |
3.542 |
|
| R3 |
3.959 |
3.804 |
3.476 |
|
| R2 |
3.721 |
3.721 |
3.455 |
|
| R1 |
3.566 |
3.566 |
3.433 |
3.525 |
| PP |
3.483 |
3.483 |
3.483 |
3.462 |
| S1 |
3.328 |
3.328 |
3.389 |
3.287 |
| S2 |
3.245 |
3.245 |
3.367 |
|
| S3 |
3.007 |
3.090 |
3.346 |
|
| S4 |
2.769 |
2.852 |
3.280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.638 |
3.400 |
0.238 |
7.0% |
0.101 |
3.0% |
5% |
False |
True |
34,269 |
| 10 |
3.765 |
3.400 |
0.365 |
10.7% |
0.106 |
3.1% |
3% |
False |
True |
28,649 |
| 20 |
3.765 |
3.400 |
0.365 |
10.7% |
0.103 |
3.0% |
3% |
False |
True |
26,406 |
| 40 |
4.092 |
3.400 |
0.692 |
20.3% |
0.102 |
3.0% |
2% |
False |
True |
23,154 |
| 60 |
4.315 |
3.400 |
0.915 |
26.8% |
0.093 |
2.7% |
1% |
False |
True |
20,479 |
| 80 |
4.500 |
3.400 |
1.100 |
32.2% |
0.095 |
2.8% |
1% |
False |
True |
18,090 |
| 100 |
4.753 |
3.400 |
1.353 |
39.7% |
0.093 |
2.7% |
1% |
False |
True |
16,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.845 |
|
1.618 |
3.722 |
|
1.000 |
3.646 |
|
0.618 |
3.599 |
|
HIGH |
3.523 |
|
0.618 |
3.476 |
|
0.500 |
3.462 |
|
0.382 |
3.447 |
|
LOW |
3.400 |
|
0.618 |
3.324 |
|
1.000 |
3.277 |
|
1.618 |
3.201 |
|
2.618 |
3.078 |
|
4.250 |
2.877 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.462 |
3.508 |
| PP |
3.445 |
3.476 |
| S1 |
3.428 |
3.443 |
|