NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.280 |
3.230 |
-0.050 |
-1.5% |
3.370 |
| High |
3.300 |
3.262 |
-0.038 |
-1.2% |
3.402 |
| Low |
3.230 |
3.191 |
-0.039 |
-1.2% |
3.230 |
| Close |
3.263 |
3.236 |
-0.027 |
-0.8% |
3.263 |
| Range |
0.070 |
0.071 |
0.001 |
1.4% |
0.172 |
| ATR |
0.099 |
0.097 |
-0.002 |
-2.0% |
0.000 |
| Volume |
32,138 |
21,788 |
-10,350 |
-32.2% |
173,000 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.410 |
3.275 |
|
| R3 |
3.372 |
3.339 |
3.256 |
|
| R2 |
3.301 |
3.301 |
3.249 |
|
| R1 |
3.268 |
3.268 |
3.243 |
3.285 |
| PP |
3.230 |
3.230 |
3.230 |
3.238 |
| S1 |
3.197 |
3.197 |
3.229 |
3.214 |
| S2 |
3.159 |
3.159 |
3.223 |
|
| S3 |
3.088 |
3.126 |
3.216 |
|
| S4 |
3.017 |
3.055 |
3.197 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.711 |
3.358 |
|
| R3 |
3.642 |
3.539 |
3.310 |
|
| R2 |
3.470 |
3.470 |
3.295 |
|
| R1 |
3.367 |
3.367 |
3.279 |
3.333 |
| PP |
3.298 |
3.298 |
3.298 |
3.281 |
| S1 |
3.195 |
3.195 |
3.247 |
3.161 |
| S2 |
3.126 |
3.126 |
3.231 |
|
| S3 |
2.954 |
3.023 |
3.216 |
|
| S4 |
2.782 |
2.851 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.402 |
3.191 |
0.211 |
6.5% |
0.081 |
2.5% |
21% |
False |
True |
30,686 |
| 10 |
3.616 |
3.191 |
0.425 |
13.1% |
0.086 |
2.7% |
11% |
False |
True |
33,704 |
| 20 |
3.765 |
3.191 |
0.574 |
17.7% |
0.100 |
3.1% |
8% |
False |
True |
28,964 |
| 40 |
4.052 |
3.191 |
0.861 |
26.6% |
0.098 |
3.0% |
5% |
False |
True |
24,740 |
| 60 |
4.270 |
3.191 |
1.079 |
33.3% |
0.095 |
2.9% |
4% |
False |
True |
22,379 |
| 80 |
4.500 |
3.191 |
1.309 |
40.5% |
0.094 |
2.9% |
3% |
False |
True |
19,941 |
| 100 |
4.538 |
3.191 |
1.347 |
41.6% |
0.093 |
2.9% |
3% |
False |
True |
17,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.564 |
|
2.618 |
3.448 |
|
1.618 |
3.377 |
|
1.000 |
3.333 |
|
0.618 |
3.306 |
|
HIGH |
3.262 |
|
0.618 |
3.235 |
|
0.500 |
3.227 |
|
0.382 |
3.218 |
|
LOW |
3.191 |
|
0.618 |
3.147 |
|
1.000 |
3.120 |
|
1.618 |
3.076 |
|
2.618 |
3.005 |
|
4.250 |
2.889 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.233 |
3.255 |
| PP |
3.230 |
3.249 |
| S1 |
3.227 |
3.242 |
|