NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.282 |
3.308 |
0.026 |
0.8% |
3.370 |
| High |
3.337 |
3.340 |
0.003 |
0.1% |
3.402 |
| Low |
3.240 |
3.243 |
0.003 |
0.1% |
3.230 |
| Close |
3.302 |
3.302 |
0.000 |
0.0% |
3.263 |
| Range |
0.097 |
0.097 |
0.000 |
0.0% |
0.172 |
| ATR |
0.095 |
0.095 |
0.000 |
0.2% |
0.000 |
| Volume |
26,268 |
34,943 |
8,675 |
33.0% |
173,000 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.541 |
3.355 |
|
| R3 |
3.489 |
3.444 |
3.329 |
|
| R2 |
3.392 |
3.392 |
3.320 |
|
| R1 |
3.347 |
3.347 |
3.311 |
3.321 |
| PP |
3.295 |
3.295 |
3.295 |
3.282 |
| S1 |
3.250 |
3.250 |
3.293 |
3.224 |
| S2 |
3.198 |
3.198 |
3.284 |
|
| S3 |
3.101 |
3.153 |
3.275 |
|
| S4 |
3.004 |
3.056 |
3.249 |
|
|
| 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 |
3.340 |
3.191 |
0.149 |
4.5% |
0.080 |
2.4% |
74% |
True |
False |
27,566 |
| 10 |
3.523 |
3.191 |
0.332 |
10.1% |
0.085 |
2.6% |
33% |
False |
False |
32,183 |
| 20 |
3.765 |
3.191 |
0.574 |
17.4% |
0.095 |
2.9% |
19% |
False |
False |
29,172 |
| 40 |
4.052 |
3.191 |
0.861 |
26.1% |
0.097 |
2.9% |
13% |
False |
False |
25,766 |
| 60 |
4.206 |
3.191 |
1.015 |
30.7% |
0.095 |
2.9% |
11% |
False |
False |
23,283 |
| 80 |
4.500 |
3.191 |
1.309 |
39.6% |
0.094 |
2.9% |
8% |
False |
False |
20,664 |
| 100 |
4.508 |
3.191 |
1.317 |
39.9% |
0.093 |
2.8% |
8% |
False |
False |
18,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.752 |
|
2.618 |
3.594 |
|
1.618 |
3.497 |
|
1.000 |
3.437 |
|
0.618 |
3.400 |
|
HIGH |
3.340 |
|
0.618 |
3.303 |
|
0.500 |
3.292 |
|
0.382 |
3.280 |
|
LOW |
3.243 |
|
0.618 |
3.183 |
|
1.000 |
3.146 |
|
1.618 |
3.086 |
|
2.618 |
2.989 |
|
4.250 |
2.831 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.299 |
3.296 |
| PP |
3.295 |
3.290 |
| S1 |
3.292 |
3.284 |
|