NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.370 |
3.354 |
-0.016 |
-0.5% |
3.636 |
| High |
3.370 |
3.402 |
0.032 |
0.9% |
3.638 |
| Low |
3.310 |
3.337 |
0.027 |
0.8% |
3.400 |
| Close |
3.354 |
3.392 |
0.038 |
1.1% |
3.411 |
| Range |
0.060 |
0.065 |
0.005 |
8.3% |
0.238 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.7% |
0.000 |
| Volume |
41,354 |
33,320 |
-8,034 |
-19.4% |
171,347 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.572 |
3.547 |
3.428 |
|
| R3 |
3.507 |
3.482 |
3.410 |
|
| R2 |
3.442 |
3.442 |
3.404 |
|
| R1 |
3.417 |
3.417 |
3.398 |
3.430 |
| PP |
3.377 |
3.377 |
3.377 |
3.383 |
| S1 |
3.352 |
3.352 |
3.386 |
3.365 |
| S2 |
3.312 |
3.312 |
3.380 |
|
| S3 |
3.247 |
3.287 |
3.374 |
|
| S4 |
3.182 |
3.222 |
3.356 |
|
|
| 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 |
3.616 |
3.310 |
0.306 |
9.0% |
0.086 |
2.5% |
27% |
False |
False |
36,866 |
| 10 |
3.740 |
3.310 |
0.430 |
12.7% |
0.091 |
2.7% |
19% |
False |
False |
33,601 |
| 20 |
3.765 |
3.310 |
0.455 |
13.4% |
0.103 |
3.0% |
18% |
False |
False |
28,212 |
| 40 |
4.052 |
3.310 |
0.742 |
21.9% |
0.098 |
2.9% |
11% |
False |
False |
23,877 |
| 60 |
4.315 |
3.310 |
1.005 |
29.6% |
0.093 |
2.7% |
8% |
False |
False |
21,239 |
| 80 |
4.500 |
3.310 |
1.190 |
35.1% |
0.095 |
2.8% |
7% |
False |
False |
18,822 |
| 100 |
4.683 |
3.310 |
1.373 |
40.5% |
0.092 |
2.7% |
6% |
False |
False |
16,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.572 |
|
1.618 |
3.507 |
|
1.000 |
3.467 |
|
0.618 |
3.442 |
|
HIGH |
3.402 |
|
0.618 |
3.377 |
|
0.500 |
3.370 |
|
0.382 |
3.362 |
|
LOW |
3.337 |
|
0.618 |
3.297 |
|
1.000 |
3.272 |
|
1.618 |
3.232 |
|
2.618 |
3.167 |
|
4.250 |
3.061 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.385 |
3.417 |
| PP |
3.377 |
3.408 |
| S1 |
3.370 |
3.400 |
|