NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.430 |
3.435 |
0.005 |
0.1% |
3.681 |
| High |
3.444 |
3.435 |
-0.009 |
-0.3% |
3.681 |
| Low |
3.380 |
3.315 |
-0.065 |
-1.9% |
3.446 |
| Close |
3.436 |
3.325 |
-0.111 |
-3.2% |
3.455 |
| Range |
0.064 |
0.120 |
0.056 |
87.5% |
0.235 |
| ATR |
0.095 |
0.097 |
0.002 |
2.0% |
0.000 |
| Volume |
11,813 |
8,658 |
-3,155 |
-26.7% |
59,126 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.718 |
3.642 |
3.391 |
|
| R3 |
3.598 |
3.522 |
3.358 |
|
| R2 |
3.478 |
3.478 |
3.347 |
|
| R1 |
3.402 |
3.402 |
3.336 |
3.380 |
| PP |
3.358 |
3.358 |
3.358 |
3.348 |
| S1 |
3.282 |
3.282 |
3.314 |
3.260 |
| S2 |
3.238 |
3.238 |
3.303 |
|
| S3 |
3.118 |
3.162 |
3.292 |
|
| S4 |
2.998 |
3.042 |
3.259 |
|
|
| 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 |
3.655 |
3.315 |
0.340 |
10.2% |
0.089 |
2.7% |
3% |
False |
True |
13,467 |
| 10 |
3.777 |
3.315 |
0.462 |
13.9% |
0.089 |
2.7% |
2% |
False |
True |
11,759 |
| 20 |
3.804 |
3.315 |
0.489 |
14.7% |
0.095 |
2.8% |
2% |
False |
True |
9,043 |
| 40 |
4.080 |
3.315 |
0.765 |
23.0% |
0.090 |
2.7% |
1% |
False |
True |
7,491 |
| 60 |
4.303 |
3.315 |
0.988 |
29.7% |
0.087 |
2.6% |
1% |
False |
True |
6,180 |
| 80 |
4.525 |
3.315 |
1.210 |
36.4% |
0.089 |
2.7% |
1% |
False |
True |
5,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.945 |
|
2.618 |
3.749 |
|
1.618 |
3.629 |
|
1.000 |
3.555 |
|
0.618 |
3.509 |
|
HIGH |
3.435 |
|
0.618 |
3.389 |
|
0.500 |
3.375 |
|
0.382 |
3.361 |
|
LOW |
3.315 |
|
0.618 |
3.241 |
|
1.000 |
3.195 |
|
1.618 |
3.121 |
|
2.618 |
3.001 |
|
4.250 |
2.805 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.375 |
3.380 |
| PP |
3.358 |
3.361 |
| S1 |
3.342 |
3.343 |
|