NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.275 |
3.223 |
-0.052 |
-1.6% |
3.230 |
| High |
3.299 |
3.306 |
0.007 |
0.2% |
3.340 |
| Low |
3.242 |
3.219 |
-0.023 |
-0.7% |
3.191 |
| Close |
3.249 |
3.244 |
-0.005 |
-0.2% |
3.249 |
| Range |
0.057 |
0.087 |
0.030 |
52.6% |
0.149 |
| ATR |
0.093 |
0.092 |
0.000 |
-0.4% |
0.000 |
| Volume |
31,703 |
10,347 |
-21,356 |
-67.4% |
137,396 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.517 |
3.468 |
3.292 |
|
| R3 |
3.430 |
3.381 |
3.268 |
|
| R2 |
3.343 |
3.343 |
3.260 |
|
| R1 |
3.294 |
3.294 |
3.252 |
3.319 |
| PP |
3.256 |
3.256 |
3.256 |
3.269 |
| S1 |
3.207 |
3.207 |
3.236 |
3.232 |
| S2 |
3.169 |
3.169 |
3.228 |
|
| S3 |
3.082 |
3.120 |
3.220 |
|
| S4 |
2.995 |
3.033 |
3.196 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.707 |
3.627 |
3.331 |
|
| R3 |
3.558 |
3.478 |
3.290 |
|
| R2 |
3.409 |
3.409 |
3.276 |
|
| R1 |
3.329 |
3.329 |
3.263 |
3.369 |
| PP |
3.260 |
3.260 |
3.260 |
3.280 |
| S1 |
3.180 |
3.180 |
3.235 |
3.220 |
| S2 |
3.111 |
3.111 |
3.222 |
|
| S3 |
2.962 |
3.031 |
3.208 |
|
| S4 |
2.813 |
2.882 |
3.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.340 |
3.219 |
0.121 |
3.7% |
0.080 |
2.5% |
21% |
False |
True |
25,191 |
| 10 |
3.402 |
3.191 |
0.211 |
6.5% |
0.081 |
2.5% |
25% |
False |
False |
27,938 |
| 20 |
3.740 |
3.191 |
0.549 |
16.9% |
0.088 |
2.7% |
10% |
False |
False |
30,113 |
| 40 |
4.052 |
3.191 |
0.861 |
26.5% |
0.095 |
2.9% |
6% |
False |
False |
25,871 |
| 60 |
4.129 |
3.191 |
0.938 |
28.9% |
0.094 |
2.9% |
6% |
False |
False |
23,421 |
| 80 |
4.428 |
3.191 |
1.237 |
38.1% |
0.092 |
2.8% |
4% |
False |
False |
20,881 |
| 100 |
4.508 |
3.191 |
1.317 |
40.6% |
0.092 |
2.9% |
4% |
False |
False |
18,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.676 |
|
2.618 |
3.534 |
|
1.618 |
3.447 |
|
1.000 |
3.393 |
|
0.618 |
3.360 |
|
HIGH |
3.306 |
|
0.618 |
3.273 |
|
0.500 |
3.263 |
|
0.382 |
3.252 |
|
LOW |
3.219 |
|
0.618 |
3.165 |
|
1.000 |
3.132 |
|
1.618 |
3.078 |
|
2.618 |
2.991 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.263 |
3.280 |
| PP |
3.256 |
3.268 |
| S1 |
3.250 |
3.256 |
|