NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.562 |
3.561 |
-0.001 |
0.0% |
3.681 |
| High |
3.655 |
3.561 |
-0.094 |
-2.6% |
3.681 |
| Low |
3.557 |
3.446 |
-0.111 |
-3.1% |
3.446 |
| Close |
3.576 |
3.455 |
-0.121 |
-3.4% |
3.455 |
| Range |
0.098 |
0.115 |
0.017 |
17.3% |
0.235 |
| ATR |
0.095 |
0.097 |
0.003 |
2.7% |
0.000 |
| Volume |
11,301 |
20,986 |
9,685 |
85.7% |
59,126 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.832 |
3.759 |
3.518 |
|
| R3 |
3.717 |
3.644 |
3.487 |
|
| R2 |
3.602 |
3.602 |
3.476 |
|
| R1 |
3.529 |
3.529 |
3.466 |
3.508 |
| PP |
3.487 |
3.487 |
3.487 |
3.477 |
| S1 |
3.414 |
3.414 |
3.444 |
3.393 |
| S2 |
3.372 |
3.372 |
3.434 |
|
| S3 |
3.257 |
3.299 |
3.423 |
|
| S4 |
3.142 |
3.184 |
3.392 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.232 |
4.079 |
3.584 |
|
| R3 |
3.997 |
3.844 |
3.520 |
|
| R2 |
3.762 |
3.762 |
3.498 |
|
| R1 |
3.609 |
3.609 |
3.477 |
3.568 |
| PP |
3.527 |
3.527 |
3.527 |
3.507 |
| S1 |
3.374 |
3.374 |
3.433 |
3.333 |
| S2 |
3.292 |
3.292 |
3.412 |
|
| S3 |
3.057 |
3.139 |
3.390 |
|
| S4 |
2.822 |
2.904 |
3.326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.681 |
3.446 |
0.235 |
6.8% |
0.097 |
2.8% |
4% |
False |
True |
11,825 |
| 10 |
3.804 |
3.446 |
0.358 |
10.4% |
0.099 |
2.9% |
3% |
False |
True |
9,867 |
| 20 |
3.804 |
3.446 |
0.358 |
10.4% |
0.092 |
2.7% |
3% |
False |
True |
8,537 |
| 40 |
4.121 |
3.446 |
0.675 |
19.5% |
0.094 |
2.7% |
1% |
False |
True |
6,964 |
| 60 |
4.342 |
3.446 |
0.896 |
25.9% |
0.086 |
2.5% |
1% |
False |
True |
5,685 |
| 80 |
4.525 |
3.446 |
1.079 |
31.2% |
0.089 |
2.6% |
1% |
False |
True |
4,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.050 |
|
2.618 |
3.862 |
|
1.618 |
3.747 |
|
1.000 |
3.676 |
|
0.618 |
3.632 |
|
HIGH |
3.561 |
|
0.618 |
3.517 |
|
0.500 |
3.504 |
|
0.382 |
3.490 |
|
LOW |
3.446 |
|
0.618 |
3.375 |
|
1.000 |
3.331 |
|
1.618 |
3.260 |
|
2.618 |
3.145 |
|
4.250 |
2.957 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.504 |
3.551 |
| PP |
3.487 |
3.519 |
| S1 |
3.471 |
3.487 |
|