NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.284 |
3.308 |
0.024 |
0.7% |
3.410 |
| High |
3.306 |
3.339 |
0.033 |
1.0% |
3.444 |
| Low |
3.238 |
3.274 |
0.036 |
1.1% |
3.276 |
| Close |
3.282 |
3.319 |
0.037 |
1.1% |
3.308 |
| Range |
0.068 |
0.065 |
-0.003 |
-4.4% |
0.168 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.0% |
0.000 |
| Volume |
5,621 |
10,708 |
5,087 |
90.5% |
59,630 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.506 |
3.477 |
3.355 |
|
| R3 |
3.441 |
3.412 |
3.337 |
|
| R2 |
3.376 |
3.376 |
3.331 |
|
| R1 |
3.347 |
3.347 |
3.325 |
3.362 |
| PP |
3.311 |
3.311 |
3.311 |
3.318 |
| S1 |
3.282 |
3.282 |
3.313 |
3.297 |
| S2 |
3.246 |
3.246 |
3.307 |
|
| S3 |
3.181 |
3.217 |
3.301 |
|
| S4 |
3.116 |
3.152 |
3.283 |
|
|
| 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 |
3.435 |
3.238 |
0.197 |
5.9% |
0.077 |
2.3% |
41% |
False |
False |
9,913 |
| 10 |
3.655 |
3.238 |
0.417 |
12.6% |
0.080 |
2.4% |
19% |
False |
False |
11,860 |
| 20 |
3.804 |
3.238 |
0.566 |
17.1% |
0.087 |
2.6% |
14% |
False |
False |
9,720 |
| 40 |
4.080 |
3.238 |
0.842 |
25.4% |
0.090 |
2.7% |
10% |
False |
False |
8,079 |
| 60 |
4.303 |
3.238 |
1.065 |
32.1% |
0.088 |
2.6% |
8% |
False |
False |
6,662 |
| 80 |
4.525 |
3.238 |
1.287 |
38.8% |
0.088 |
2.7% |
6% |
False |
False |
5,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.615 |
|
2.618 |
3.509 |
|
1.618 |
3.444 |
|
1.000 |
3.404 |
|
0.618 |
3.379 |
|
HIGH |
3.339 |
|
0.618 |
3.314 |
|
0.500 |
3.307 |
|
0.382 |
3.299 |
|
LOW |
3.274 |
|
0.618 |
3.234 |
|
1.000 |
3.209 |
|
1.618 |
3.169 |
|
2.618 |
3.104 |
|
4.250 |
2.998 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.315 |
3.310 |
| PP |
3.311 |
3.300 |
| S1 |
3.307 |
3.291 |
|