NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.323 |
3.364 |
0.041 |
1.2% |
3.410 |
| High |
3.388 |
3.391 |
0.003 |
0.1% |
3.444 |
| Low |
3.293 |
3.294 |
0.001 |
0.0% |
3.276 |
| Close |
3.352 |
3.353 |
0.001 |
0.0% |
3.308 |
| Range |
0.095 |
0.097 |
0.002 |
2.1% |
0.168 |
| ATR |
0.089 |
0.090 |
0.001 |
0.6% |
0.000 |
| Volume |
6,907 |
8,290 |
1,383 |
20.0% |
59,630 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.637 |
3.592 |
3.406 |
|
| R3 |
3.540 |
3.495 |
3.380 |
|
| R2 |
3.443 |
3.443 |
3.371 |
|
| R1 |
3.398 |
3.398 |
3.362 |
3.372 |
| PP |
3.346 |
3.346 |
3.346 |
3.333 |
| S1 |
3.301 |
3.301 |
3.344 |
3.275 |
| S2 |
3.249 |
3.249 |
3.335 |
|
| S3 |
3.152 |
3.204 |
3.326 |
|
| S4 |
3.055 |
3.107 |
3.300 |
|
|
| 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 |
3.391 |
3.238 |
0.153 |
4.6% |
0.078 |
2.3% |
75% |
True |
False |
8,294 |
| 10 |
3.561 |
3.238 |
0.323 |
9.6% |
0.081 |
2.4% |
36% |
False |
False |
11,214 |
| 20 |
3.804 |
3.238 |
0.566 |
16.9% |
0.087 |
2.6% |
20% |
False |
False |
9,848 |
| 40 |
4.080 |
3.238 |
0.842 |
25.1% |
0.091 |
2.7% |
14% |
False |
False |
8,341 |
| 60 |
4.239 |
3.238 |
1.001 |
29.9% |
0.089 |
2.6% |
11% |
False |
False |
6,831 |
| 80 |
4.525 |
3.238 |
1.287 |
38.4% |
0.088 |
2.6% |
9% |
False |
False |
5,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.803 |
|
2.618 |
3.645 |
|
1.618 |
3.548 |
|
1.000 |
3.488 |
|
0.618 |
3.451 |
|
HIGH |
3.391 |
|
0.618 |
3.354 |
|
0.500 |
3.343 |
|
0.382 |
3.331 |
|
LOW |
3.294 |
|
0.618 |
3.234 |
|
1.000 |
3.197 |
|
1.618 |
3.137 |
|
2.618 |
3.040 |
|
4.250 |
2.882 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.350 |
3.346 |
| PP |
3.346 |
3.339 |
| S1 |
3.343 |
3.333 |
|