NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.298 |
-0.020 |
-0.6% |
3.284 |
| High |
3.348 |
3.352 |
0.004 |
0.1% |
3.391 |
| Low |
3.298 |
3.275 |
-0.023 |
-0.7% |
3.238 |
| Close |
3.302 |
3.296 |
-0.006 |
-0.2% |
3.302 |
| Range |
0.050 |
0.077 |
0.027 |
54.0% |
0.153 |
| ATR |
0.088 |
0.087 |
-0.001 |
-0.9% |
0.000 |
| Volume |
10,357 |
4,634 |
-5,723 |
-55.3% |
41,883 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.494 |
3.338 |
|
| R3 |
3.462 |
3.417 |
3.317 |
|
| R2 |
3.385 |
3.385 |
3.310 |
|
| R1 |
3.340 |
3.340 |
3.303 |
3.324 |
| PP |
3.308 |
3.308 |
3.308 |
3.300 |
| S1 |
3.263 |
3.263 |
3.289 |
3.247 |
| S2 |
3.231 |
3.231 |
3.282 |
|
| S3 |
3.154 |
3.186 |
3.275 |
|
| S4 |
3.077 |
3.109 |
3.254 |
|
|
| 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 |
3.274 |
0.117 |
3.5% |
0.077 |
2.3% |
19% |
False |
False |
8,179 |
| 10 |
3.444 |
3.238 |
0.206 |
6.3% |
0.077 |
2.3% |
28% |
False |
False |
9,157 |
| 20 |
3.777 |
3.238 |
0.539 |
16.4% |
0.082 |
2.5% |
11% |
False |
False |
10,151 |
| 40 |
4.080 |
3.238 |
0.842 |
25.5% |
0.087 |
2.6% |
7% |
False |
False |
8,509 |
| 60 |
4.160 |
3.238 |
0.922 |
28.0% |
0.087 |
2.6% |
6% |
False |
False |
6,952 |
| 80 |
4.456 |
3.238 |
1.218 |
37.0% |
0.086 |
2.6% |
5% |
False |
False |
5,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.679 |
|
2.618 |
3.554 |
|
1.618 |
3.477 |
|
1.000 |
3.429 |
|
0.618 |
3.400 |
|
HIGH |
3.352 |
|
0.618 |
3.323 |
|
0.500 |
3.314 |
|
0.382 |
3.304 |
|
LOW |
3.275 |
|
0.618 |
3.227 |
|
1.000 |
3.198 |
|
1.618 |
3.150 |
|
2.618 |
3.073 |
|
4.250 |
2.948 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.314 |
3.333 |
| PP |
3.308 |
3.321 |
| S1 |
3.302 |
3.308 |
|