NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.718 |
3.681 |
-0.037 |
-1.0% |
3.774 |
| High |
3.735 |
3.681 |
-0.054 |
-1.4% |
3.804 |
| Low |
3.688 |
3.575 |
-0.113 |
-3.1% |
3.635 |
| Close |
3.699 |
3.585 |
-0.114 |
-3.1% |
3.699 |
| Range |
0.047 |
0.106 |
0.059 |
125.5% |
0.169 |
| ATR |
0.094 |
0.096 |
0.002 |
2.3% |
0.000 |
| Volume |
14,755 |
6,766 |
-7,989 |
-54.1% |
39,544 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.864 |
3.643 |
|
| R3 |
3.826 |
3.758 |
3.614 |
|
| R2 |
3.720 |
3.720 |
3.604 |
|
| R1 |
3.652 |
3.652 |
3.595 |
3.633 |
| PP |
3.614 |
3.614 |
3.614 |
3.604 |
| S1 |
3.546 |
3.546 |
3.575 |
3.527 |
| S2 |
3.508 |
3.508 |
3.566 |
|
| S3 |
3.402 |
3.440 |
3.556 |
|
| S4 |
3.296 |
3.334 |
3.527 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.128 |
3.792 |
|
| R3 |
4.051 |
3.959 |
3.745 |
|
| R2 |
3.882 |
3.882 |
3.730 |
|
| R1 |
3.790 |
3.790 |
3.714 |
3.752 |
| PP |
3.713 |
3.713 |
3.713 |
3.693 |
| S1 |
3.621 |
3.621 |
3.684 |
3.583 |
| S2 |
3.544 |
3.544 |
3.668 |
|
| S3 |
3.375 |
3.452 |
3.653 |
|
| S4 |
3.206 |
3.283 |
3.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.575 |
0.202 |
5.6% |
0.088 |
2.4% |
5% |
False |
True |
8,905 |
| 10 |
3.804 |
3.525 |
0.279 |
7.8% |
0.101 |
2.8% |
22% |
False |
False |
7,406 |
| 20 |
3.905 |
3.525 |
0.380 |
10.6% |
0.092 |
2.6% |
16% |
False |
False |
7,495 |
| 40 |
4.121 |
3.525 |
0.596 |
16.6% |
0.092 |
2.6% |
10% |
False |
False |
6,047 |
| 60 |
4.440 |
3.525 |
0.915 |
25.5% |
0.087 |
2.4% |
7% |
False |
False |
4,919 |
| 80 |
4.527 |
3.525 |
1.002 |
27.9% |
0.087 |
2.4% |
6% |
False |
False |
4,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
3.959 |
|
1.618 |
3.853 |
|
1.000 |
3.787 |
|
0.618 |
3.747 |
|
HIGH |
3.681 |
|
0.618 |
3.641 |
|
0.500 |
3.628 |
|
0.382 |
3.615 |
|
LOW |
3.575 |
|
0.618 |
3.509 |
|
1.000 |
3.469 |
|
1.618 |
3.403 |
|
2.618 |
3.297 |
|
4.250 |
3.125 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.628 |
3.676 |
| PP |
3.614 |
3.646 |
| S1 |
3.599 |
3.615 |
|