NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.275 |
3.151 |
-0.124 |
-3.8% |
3.298 |
High |
3.275 |
3.174 |
-0.101 |
-3.1% |
3.352 |
Low |
3.155 |
3.101 |
-0.054 |
-1.7% |
3.101 |
Close |
3.170 |
3.131 |
-0.039 |
-1.2% |
3.131 |
Range |
0.120 |
0.073 |
-0.047 |
-39.2% |
0.251 |
ATR |
0.087 |
0.086 |
-0.001 |
-1.2% |
0.000 |
Volume |
4,617 |
10,818 |
6,201 |
134.3% |
23,641 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.354 |
3.316 |
3.171 |
|
R3 |
3.281 |
3.243 |
3.151 |
|
R2 |
3.208 |
3.208 |
3.144 |
|
R1 |
3.170 |
3.170 |
3.138 |
3.153 |
PP |
3.135 |
3.135 |
3.135 |
3.127 |
S1 |
3.097 |
3.097 |
3.124 |
3.080 |
S2 |
3.062 |
3.062 |
3.118 |
|
S3 |
2.989 |
3.024 |
3.111 |
|
S4 |
2.916 |
2.951 |
3.091 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.948 |
3.790 |
3.269 |
|
R3 |
3.697 |
3.539 |
3.200 |
|
R2 |
3.446 |
3.446 |
3.177 |
|
R1 |
3.288 |
3.288 |
3.154 |
3.242 |
PP |
3.195 |
3.195 |
3.195 |
3.171 |
S1 |
3.037 |
3.037 |
3.108 |
2.991 |
S2 |
2.944 |
2.944 |
3.085 |
|
S3 |
2.693 |
2.786 |
3.062 |
|
S4 |
2.442 |
2.535 |
2.993 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.352 |
3.101 |
0.251 |
8.0% |
0.076 |
2.4% |
12% |
False |
True |
6,799 |
10 |
3.391 |
3.101 |
0.290 |
9.3% |
0.077 |
2.5% |
10% |
False |
True |
7,546 |
20 |
3.735 |
3.101 |
0.634 |
20.2% |
0.080 |
2.6% |
5% |
False |
True |
9,951 |
40 |
3.978 |
3.101 |
0.877 |
28.0% |
0.086 |
2.7% |
3% |
False |
True |
8,425 |
60 |
4.121 |
3.101 |
1.020 |
32.6% |
0.088 |
2.8% |
3% |
False |
True |
7,143 |
80 |
4.440 |
3.101 |
1.339 |
42.8% |
0.085 |
2.7% |
2% |
False |
True |
5,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.484 |
2.618 |
3.365 |
1.618 |
3.292 |
1.000 |
3.247 |
0.618 |
3.219 |
HIGH |
3.174 |
0.618 |
3.146 |
0.500 |
3.138 |
0.382 |
3.129 |
LOW |
3.101 |
0.618 |
3.056 |
1.000 |
3.028 |
1.618 |
2.983 |
2.618 |
2.910 |
4.250 |
2.791 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.138 |
3.207 |
PP |
3.135 |
3.181 |
S1 |
3.133 |
3.156 |
|