NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.223 |
3.245 |
0.022 |
0.7% |
3.230 |
| High |
3.306 |
3.265 |
-0.041 |
-1.2% |
3.340 |
| Low |
3.219 |
3.200 |
-0.019 |
-0.6% |
3.191 |
| Close |
3.244 |
3.208 |
-0.036 |
-1.1% |
3.249 |
| Range |
0.087 |
0.065 |
-0.022 |
-25.3% |
0.149 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.1% |
0.000 |
| Volume |
10,347 |
8,745 |
-1,602 |
-15.5% |
137,396 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.419 |
3.379 |
3.244 |
|
| R3 |
3.354 |
3.314 |
3.226 |
|
| R2 |
3.289 |
3.289 |
3.220 |
|
| R1 |
3.249 |
3.249 |
3.214 |
3.237 |
| PP |
3.224 |
3.224 |
3.224 |
3.218 |
| S1 |
3.184 |
3.184 |
3.202 |
3.172 |
| S2 |
3.159 |
3.159 |
3.196 |
|
| S3 |
3.094 |
3.119 |
3.190 |
|
| S4 |
3.029 |
3.054 |
3.172 |
|
|
| 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 |
3.200 |
0.140 |
4.4% |
0.081 |
2.5% |
6% |
False |
True |
22,401 |
| 10 |
3.395 |
3.191 |
0.204 |
6.4% |
0.081 |
2.5% |
8% |
False |
False |
25,481 |
| 20 |
3.740 |
3.191 |
0.549 |
17.1% |
0.086 |
2.7% |
3% |
False |
False |
29,541 |
| 40 |
4.035 |
3.191 |
0.844 |
26.3% |
0.094 |
2.9% |
2% |
False |
False |
25,255 |
| 60 |
4.117 |
3.191 |
0.926 |
28.9% |
0.094 |
2.9% |
2% |
False |
False |
23,344 |
| 80 |
4.414 |
3.191 |
1.223 |
38.1% |
0.091 |
2.8% |
1% |
False |
False |
20,833 |
| 100 |
4.508 |
3.191 |
1.317 |
41.1% |
0.092 |
2.9% |
1% |
False |
False |
18,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.541 |
|
2.618 |
3.435 |
|
1.618 |
3.370 |
|
1.000 |
3.330 |
|
0.618 |
3.305 |
|
HIGH |
3.265 |
|
0.618 |
3.240 |
|
0.500 |
3.233 |
|
0.382 |
3.225 |
|
LOW |
3.200 |
|
0.618 |
3.160 |
|
1.000 |
3.135 |
|
1.618 |
3.095 |
|
2.618 |
3.030 |
|
4.250 |
2.924 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.233 |
3.253 |
| PP |
3.224 |
3.238 |
| S1 |
3.216 |
3.223 |
|