NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.628 |
3.562 |
-0.066 |
-1.8% |
3.774 |
| High |
3.628 |
3.655 |
0.027 |
0.7% |
3.804 |
| Low |
3.547 |
3.557 |
0.010 |
0.3% |
3.635 |
| Close |
3.560 |
3.576 |
0.016 |
0.4% |
3.699 |
| Range |
0.081 |
0.098 |
0.017 |
21.0% |
0.169 |
| ATR |
0.094 |
0.095 |
0.000 |
0.3% |
0.000 |
| Volume |
10,355 |
11,301 |
946 |
9.1% |
39,544 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.831 |
3.630 |
|
| R3 |
3.792 |
3.733 |
3.603 |
|
| R2 |
3.694 |
3.694 |
3.594 |
|
| R1 |
3.635 |
3.635 |
3.585 |
3.665 |
| PP |
3.596 |
3.596 |
3.596 |
3.611 |
| S1 |
3.537 |
3.537 |
3.567 |
3.567 |
| S2 |
3.498 |
3.498 |
3.558 |
|
| S3 |
3.400 |
3.439 |
3.549 |
|
| S4 |
3.302 |
3.341 |
3.522 |
|
|
| 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 |
3.735 |
3.538 |
0.197 |
5.5% |
0.084 |
2.3% |
19% |
False |
False |
10,579 |
| 10 |
3.804 |
3.538 |
0.266 |
7.4% |
0.092 |
2.6% |
14% |
False |
False |
8,482 |
| 20 |
3.821 |
3.525 |
0.296 |
8.3% |
0.090 |
2.5% |
17% |
False |
False |
7,897 |
| 40 |
4.121 |
3.525 |
0.596 |
16.7% |
0.093 |
2.6% |
9% |
False |
False |
6,520 |
| 60 |
4.430 |
3.525 |
0.905 |
25.3% |
0.087 |
2.4% |
6% |
False |
False |
5,372 |
| 80 |
4.525 |
3.525 |
1.000 |
28.0% |
0.089 |
2.5% |
5% |
False |
False |
4,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.072 |
|
2.618 |
3.912 |
|
1.618 |
3.814 |
|
1.000 |
3.753 |
|
0.618 |
3.716 |
|
HIGH |
3.655 |
|
0.618 |
3.618 |
|
0.500 |
3.606 |
|
0.382 |
3.594 |
|
LOW |
3.557 |
|
0.618 |
3.496 |
|
1.000 |
3.459 |
|
1.618 |
3.398 |
|
2.618 |
3.300 |
|
4.250 |
3.141 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.606 |
3.597 |
| PP |
3.596 |
3.590 |
| S1 |
3.586 |
3.583 |
|