NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.435 |
3.337 |
-0.098 |
-2.9% |
3.681 |
High |
3.435 |
3.367 |
-0.068 |
-2.0% |
3.681 |
Low |
3.315 |
3.300 |
-0.015 |
-0.5% |
3.446 |
Close |
3.325 |
3.311 |
-0.014 |
-0.4% |
3.455 |
Range |
0.120 |
0.067 |
-0.053 |
-44.2% |
0.235 |
ATR |
0.097 |
0.094 |
-0.002 |
-2.2% |
0.000 |
Volume |
8,658 |
14,637 |
5,979 |
69.1% |
59,126 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.527 |
3.486 |
3.348 |
|
R3 |
3.460 |
3.419 |
3.329 |
|
R2 |
3.393 |
3.393 |
3.323 |
|
R1 |
3.352 |
3.352 |
3.317 |
3.339 |
PP |
3.326 |
3.326 |
3.326 |
3.320 |
S1 |
3.285 |
3.285 |
3.305 |
3.272 |
S2 |
3.259 |
3.259 |
3.299 |
|
S3 |
3.192 |
3.218 |
3.293 |
|
S4 |
3.125 |
3.151 |
3.274 |
|
|
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 |
3.561 |
3.300 |
0.261 |
7.9% |
0.083 |
2.5% |
4% |
False |
True |
14,134 |
10 |
3.735 |
3.300 |
0.435 |
13.1% |
0.083 |
2.5% |
3% |
False |
True |
12,356 |
20 |
3.804 |
3.300 |
0.504 |
15.2% |
0.094 |
2.8% |
2% |
False |
True |
9,449 |
40 |
4.080 |
3.300 |
0.780 |
23.6% |
0.091 |
2.7% |
1% |
False |
True |
7,773 |
60 |
4.303 |
3.300 |
1.003 |
30.3% |
0.088 |
2.6% |
1% |
False |
True |
6,379 |
80 |
4.525 |
3.300 |
1.225 |
37.0% |
0.089 |
2.7% |
1% |
False |
True |
5,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.652 |
2.618 |
3.542 |
1.618 |
3.475 |
1.000 |
3.434 |
0.618 |
3.408 |
HIGH |
3.367 |
0.618 |
3.341 |
0.500 |
3.334 |
0.382 |
3.326 |
LOW |
3.300 |
0.618 |
3.259 |
1.000 |
3.233 |
1.618 |
3.192 |
2.618 |
3.125 |
4.250 |
3.015 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.334 |
3.372 |
PP |
3.326 |
3.352 |
S1 |
3.319 |
3.331 |
|