NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 06-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.681 |
3.585 |
-0.096 |
-2.6% |
3.774 |
High |
3.681 |
3.624 |
-0.057 |
-1.5% |
3.804 |
Low |
3.575 |
3.538 |
-0.037 |
-1.0% |
3.635 |
Close |
3.585 |
3.618 |
0.033 |
0.9% |
3.699 |
Range |
0.106 |
0.086 |
-0.020 |
-18.9% |
0.169 |
ATR |
0.096 |
0.095 |
-0.001 |
-0.8% |
0.000 |
Volume |
6,766 |
9,718 |
2,952 |
43.6% |
39,544 |
|
Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.851 |
3.821 |
3.665 |
|
R3 |
3.765 |
3.735 |
3.642 |
|
R2 |
3.679 |
3.679 |
3.634 |
|
R1 |
3.649 |
3.649 |
3.626 |
3.664 |
PP |
3.593 |
3.593 |
3.593 |
3.601 |
S1 |
3.563 |
3.563 |
3.610 |
3.578 |
S2 |
3.507 |
3.507 |
3.602 |
|
S3 |
3.421 |
3.477 |
3.594 |
|
S4 |
3.335 |
3.391 |
3.571 |
|
|
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 |
3.538 |
0.239 |
6.6% |
0.087 |
2.4% |
33% |
False |
True |
9,635 |
10 |
3.804 |
3.538 |
0.266 |
7.4% |
0.095 |
2.6% |
30% |
False |
True |
7,580 |
20 |
3.888 |
3.525 |
0.363 |
10.0% |
0.091 |
2.5% |
26% |
False |
False |
7,780 |
40 |
4.121 |
3.525 |
0.596 |
16.5% |
0.092 |
2.5% |
16% |
False |
False |
6,200 |
60 |
4.440 |
3.525 |
0.915 |
25.3% |
0.087 |
2.4% |
10% |
False |
False |
5,061 |
80 |
4.525 |
3.525 |
1.000 |
27.6% |
0.088 |
2.4% |
9% |
False |
False |
4,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.990 |
2.618 |
3.849 |
1.618 |
3.763 |
1.000 |
3.710 |
0.618 |
3.677 |
HIGH |
3.624 |
0.618 |
3.591 |
0.500 |
3.581 |
0.382 |
3.571 |
LOW |
3.538 |
0.618 |
3.485 |
1.000 |
3.452 |
1.618 |
3.399 |
2.618 |
3.313 |
4.250 |
3.173 |
|
|
Fisher Pivots for day following 06-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.606 |
3.637 |
PP |
3.593 |
3.630 |
S1 |
3.581 |
3.624 |
|