NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.628 |
0.043 |
1.2% |
3.774 |
| High |
3.624 |
3.628 |
0.004 |
0.1% |
3.804 |
| Low |
3.538 |
3.547 |
0.009 |
0.3% |
3.635 |
| Close |
3.618 |
3.560 |
-0.058 |
-1.6% |
3.699 |
| Range |
0.086 |
0.081 |
-0.005 |
-5.8% |
0.169 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.1% |
0.000 |
| Volume |
9,718 |
10,355 |
637 |
6.6% |
39,544 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.821 |
3.772 |
3.605 |
|
| R3 |
3.740 |
3.691 |
3.582 |
|
| R2 |
3.659 |
3.659 |
3.575 |
|
| R1 |
3.610 |
3.610 |
3.567 |
3.594 |
| PP |
3.578 |
3.578 |
3.578 |
3.571 |
| S1 |
3.529 |
3.529 |
3.553 |
3.513 |
| S2 |
3.497 |
3.497 |
3.545 |
|
| S3 |
3.416 |
3.448 |
3.538 |
|
| S4 |
3.335 |
3.367 |
3.515 |
|
|
| 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 |
6.7% |
0.088 |
2.5% |
9% |
False |
False |
10,052 |
| 10 |
3.804 |
3.538 |
0.266 |
7.5% |
0.097 |
2.7% |
8% |
False |
False |
7,912 |
| 20 |
3.880 |
3.525 |
0.355 |
10.0% |
0.090 |
2.5% |
10% |
False |
False |
7,832 |
| 40 |
4.121 |
3.525 |
0.596 |
16.7% |
0.092 |
2.6% |
6% |
False |
False |
6,395 |
| 60 |
4.440 |
3.525 |
0.915 |
25.7% |
0.087 |
2.4% |
4% |
False |
False |
5,221 |
| 80 |
4.525 |
3.525 |
1.000 |
28.1% |
0.088 |
2.5% |
4% |
False |
False |
4,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.972 |
|
2.618 |
3.840 |
|
1.618 |
3.759 |
|
1.000 |
3.709 |
|
0.618 |
3.678 |
|
HIGH |
3.628 |
|
0.618 |
3.597 |
|
0.500 |
3.588 |
|
0.382 |
3.578 |
|
LOW |
3.547 |
|
0.618 |
3.497 |
|
1.000 |
3.466 |
|
1.618 |
3.416 |
|
2.618 |
3.335 |
|
4.250 |
3.203 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.588 |
3.610 |
| PP |
3.578 |
3.593 |
| S1 |
3.569 |
3.577 |
|