NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.324 |
3.284 |
-0.040 |
-1.2% |
3.410 |
| High |
3.343 |
3.306 |
-0.037 |
-1.1% |
3.444 |
| Low |
3.276 |
3.238 |
-0.038 |
-1.2% |
3.276 |
| Close |
3.308 |
3.282 |
-0.026 |
-0.8% |
3.308 |
| Range |
0.067 |
0.068 |
0.001 |
1.5% |
0.168 |
| ATR |
0.093 |
0.091 |
-0.002 |
-1.7% |
0.000 |
| Volume |
9,945 |
5,621 |
-4,324 |
-43.5% |
59,630 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.449 |
3.319 |
|
| R3 |
3.411 |
3.381 |
3.301 |
|
| R2 |
3.343 |
3.343 |
3.294 |
|
| R1 |
3.313 |
3.313 |
3.288 |
3.294 |
| PP |
3.275 |
3.275 |
3.275 |
3.266 |
| S1 |
3.245 |
3.245 |
3.276 |
3.226 |
| S2 |
3.207 |
3.207 |
3.270 |
|
| S3 |
3.139 |
3.177 |
3.263 |
|
| S4 |
3.071 |
3.109 |
3.245 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.847 |
3.745 |
3.400 |
|
| R3 |
3.679 |
3.577 |
3.354 |
|
| R2 |
3.511 |
3.511 |
3.339 |
|
| R1 |
3.409 |
3.409 |
3.323 |
3.376 |
| PP |
3.343 |
3.343 |
3.343 |
3.326 |
| S1 |
3.241 |
3.241 |
3.293 |
3.208 |
| S2 |
3.175 |
3.175 |
3.277 |
|
| S3 |
3.007 |
3.073 |
3.262 |
|
| S4 |
2.839 |
2.905 |
3.216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.444 |
3.238 |
0.206 |
6.3% |
0.077 |
2.4% |
21% |
False |
True |
10,134 |
| 10 |
3.655 |
3.238 |
0.417 |
12.7% |
0.082 |
2.5% |
11% |
False |
True |
11,761 |
| 20 |
3.804 |
3.238 |
0.566 |
17.2% |
0.091 |
2.8% |
8% |
False |
True |
9,583 |
| 40 |
4.080 |
3.238 |
0.842 |
25.7% |
0.090 |
2.8% |
5% |
False |
True |
7,883 |
| 60 |
4.303 |
3.238 |
1.065 |
32.4% |
0.088 |
2.7% |
4% |
False |
True |
6,516 |
| 80 |
4.525 |
3.238 |
1.287 |
39.2% |
0.088 |
2.7% |
3% |
False |
True |
5,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.595 |
|
2.618 |
3.484 |
|
1.618 |
3.416 |
|
1.000 |
3.374 |
|
0.618 |
3.348 |
|
HIGH |
3.306 |
|
0.618 |
3.280 |
|
0.500 |
3.272 |
|
0.382 |
3.264 |
|
LOW |
3.238 |
|
0.618 |
3.196 |
|
1.000 |
3.170 |
|
1.618 |
3.128 |
|
2.618 |
3.060 |
|
4.250 |
2.949 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.279 |
3.303 |
| PP |
3.275 |
3.296 |
| S1 |
3.272 |
3.289 |
|