NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.395 |
3.290 |
-0.105 |
-3.1% |
3.636 |
| High |
3.395 |
3.319 |
-0.076 |
-2.2% |
3.638 |
| Low |
3.268 |
3.246 |
-0.022 |
-0.7% |
3.400 |
| Close |
3.279 |
3.266 |
-0.013 |
-0.4% |
3.411 |
| Range |
0.127 |
0.073 |
-0.054 |
-42.5% |
0.238 |
| ATR |
0.103 |
0.101 |
-0.002 |
-2.1% |
0.000 |
| Volume |
26,991 |
39,197 |
12,206 |
45.2% |
171,347 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.454 |
3.306 |
|
| R3 |
3.423 |
3.381 |
3.286 |
|
| R2 |
3.350 |
3.350 |
3.279 |
|
| R1 |
3.308 |
3.308 |
3.273 |
3.293 |
| PP |
3.277 |
3.277 |
3.277 |
3.269 |
| S1 |
3.235 |
3.235 |
3.259 |
3.220 |
| S2 |
3.204 |
3.204 |
3.253 |
|
| S3 |
3.131 |
3.162 |
3.246 |
|
| S4 |
3.058 |
3.089 |
3.226 |
|
|
| 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 |
3.523 |
3.246 |
0.277 |
8.5% |
0.090 |
2.7% |
7% |
False |
True |
36,800 |
| 10 |
3.712 |
3.246 |
0.466 |
14.3% |
0.090 |
2.7% |
4% |
False |
True |
35,500 |
| 20 |
3.765 |
3.246 |
0.519 |
15.9% |
0.104 |
3.2% |
4% |
False |
True |
28,755 |
| 40 |
4.052 |
3.246 |
0.806 |
24.7% |
0.098 |
3.0% |
2% |
False |
True |
24,563 |
| 60 |
4.270 |
3.246 |
1.024 |
31.4% |
0.094 |
2.9% |
2% |
False |
True |
22,023 |
| 80 |
4.500 |
3.246 |
1.254 |
38.4% |
0.095 |
2.9% |
2% |
False |
True |
19,497 |
| 100 |
4.627 |
3.246 |
1.381 |
42.3% |
0.093 |
2.8% |
1% |
False |
True |
17,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.629 |
|
2.618 |
3.510 |
|
1.618 |
3.437 |
|
1.000 |
3.392 |
|
0.618 |
3.364 |
|
HIGH |
3.319 |
|
0.618 |
3.291 |
|
0.500 |
3.283 |
|
0.382 |
3.274 |
|
LOW |
3.246 |
|
0.618 |
3.201 |
|
1.000 |
3.173 |
|
1.618 |
3.128 |
|
2.618 |
3.055 |
|
4.250 |
2.936 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.283 |
3.324 |
| PP |
3.277 |
3.305 |
| S1 |
3.272 |
3.285 |
|