NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.298 |
3.285 |
-0.013 |
-0.4% |
3.284 |
| High |
3.352 |
3.312 |
-0.040 |
-1.2% |
3.391 |
| Low |
3.275 |
3.253 |
-0.022 |
-0.7% |
3.238 |
| Close |
3.296 |
3.258 |
-0.038 |
-1.2% |
3.302 |
| Range |
0.077 |
0.059 |
-0.018 |
-23.4% |
0.153 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.3% |
0.000 |
| Volume |
4,634 |
3,572 |
-1,062 |
-22.9% |
41,883 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.414 |
3.290 |
|
| R3 |
3.392 |
3.355 |
3.274 |
|
| R2 |
3.333 |
3.333 |
3.269 |
|
| R1 |
3.296 |
3.296 |
3.263 |
3.285 |
| PP |
3.274 |
3.274 |
3.274 |
3.269 |
| S1 |
3.237 |
3.237 |
3.253 |
3.226 |
| S2 |
3.215 |
3.215 |
3.247 |
|
| S3 |
3.156 |
3.178 |
3.242 |
|
| S4 |
3.097 |
3.119 |
3.226 |
|
|
| 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 |
3.253 |
0.138 |
4.2% |
0.076 |
2.3% |
4% |
False |
True |
6,752 |
| 10 |
3.435 |
3.238 |
0.197 |
6.0% |
0.077 |
2.3% |
10% |
False |
False |
8,332 |
| 20 |
3.777 |
3.238 |
0.539 |
16.5% |
0.080 |
2.5% |
4% |
False |
False |
10,027 |
| 40 |
4.070 |
3.238 |
0.832 |
25.5% |
0.086 |
2.6% |
2% |
False |
False |
8,348 |
| 60 |
4.144 |
3.238 |
0.906 |
27.8% |
0.087 |
2.7% |
2% |
False |
False |
6,968 |
| 80 |
4.440 |
3.238 |
1.202 |
36.9% |
0.085 |
2.6% |
2% |
False |
False |
5,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.563 |
|
2.618 |
3.466 |
|
1.618 |
3.407 |
|
1.000 |
3.371 |
|
0.618 |
3.348 |
|
HIGH |
3.312 |
|
0.618 |
3.289 |
|
0.500 |
3.283 |
|
0.382 |
3.276 |
|
LOW |
3.253 |
|
0.618 |
3.217 |
|
1.000 |
3.194 |
|
1.618 |
3.158 |
|
2.618 |
3.099 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.283 |
3.303 |
| PP |
3.274 |
3.288 |
| S1 |
3.266 |
3.273 |
|