NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.364 |
3.318 |
-0.046 |
-1.4% |
3.284 |
High |
3.391 |
3.348 |
-0.043 |
-1.3% |
3.391 |
Low |
3.294 |
3.298 |
0.004 |
0.1% |
3.238 |
Close |
3.353 |
3.302 |
-0.051 |
-1.5% |
3.302 |
Range |
0.097 |
0.050 |
-0.047 |
-48.5% |
0.153 |
ATR |
0.090 |
0.088 |
-0.003 |
-2.8% |
0.000 |
Volume |
8,290 |
10,357 |
2,067 |
24.9% |
41,883 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.466 |
3.434 |
3.330 |
|
R3 |
3.416 |
3.384 |
3.316 |
|
R2 |
3.366 |
3.366 |
3.311 |
|
R1 |
3.334 |
3.334 |
3.307 |
3.325 |
PP |
3.316 |
3.316 |
3.316 |
3.312 |
S1 |
3.284 |
3.284 |
3.297 |
3.275 |
S2 |
3.266 |
3.266 |
3.293 |
|
S3 |
3.216 |
3.234 |
3.288 |
|
S4 |
3.166 |
3.184 |
3.275 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.769 |
3.689 |
3.386 |
|
R3 |
3.616 |
3.536 |
3.344 |
|
R2 |
3.463 |
3.463 |
3.330 |
|
R1 |
3.383 |
3.383 |
3.316 |
3.423 |
PP |
3.310 |
3.310 |
3.310 |
3.331 |
S1 |
3.230 |
3.230 |
3.288 |
3.270 |
S2 |
3.157 |
3.157 |
3.274 |
|
S3 |
3.004 |
3.077 |
3.260 |
|
S4 |
2.851 |
2.924 |
3.218 |
|
|
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% |
0.075 |
2.3% |
42% |
False |
False |
8,376 |
10 |
3.444 |
3.238 |
0.206 |
6.2% |
0.074 |
2.3% |
31% |
False |
False |
10,151 |
20 |
3.804 |
3.238 |
0.566 |
17.1% |
0.086 |
2.6% |
11% |
False |
False |
10,009 |
40 |
4.080 |
3.238 |
0.842 |
25.5% |
0.090 |
2.7% |
8% |
False |
False |
8,521 |
60 |
4.198 |
3.238 |
0.960 |
29.1% |
0.087 |
2.6% |
7% |
False |
False |
6,980 |
80 |
4.525 |
3.238 |
1.287 |
39.0% |
0.087 |
2.6% |
5% |
False |
False |
5,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.561 |
2.618 |
3.479 |
1.618 |
3.429 |
1.000 |
3.398 |
0.618 |
3.379 |
HIGH |
3.348 |
0.618 |
3.329 |
0.500 |
3.323 |
0.382 |
3.317 |
LOW |
3.298 |
0.618 |
3.267 |
1.000 |
3.248 |
1.618 |
3.217 |
2.618 |
3.167 |
4.250 |
3.086 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.323 |
3.342 |
PP |
3.316 |
3.329 |
S1 |
3.309 |
3.315 |
|