NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.764 |
3.717 |
-0.047 |
-1.2% |
3.615 |
| High |
3.765 |
3.812 |
0.047 |
1.2% |
3.810 |
| Low |
3.695 |
3.700 |
0.005 |
0.1% |
3.603 |
| Close |
3.702 |
3.786 |
0.084 |
2.3% |
3.808 |
| Range |
0.070 |
0.112 |
0.042 |
60.0% |
0.207 |
| ATR |
0.092 |
0.093 |
0.001 |
1.6% |
0.000 |
| Volume |
5,167 |
3,899 |
-1,268 |
-24.5% |
20,259 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.102 |
4.056 |
3.848 |
|
| R3 |
3.990 |
3.944 |
3.817 |
|
| R2 |
3.878 |
3.878 |
3.807 |
|
| R1 |
3.832 |
3.832 |
3.796 |
3.855 |
| PP |
3.766 |
3.766 |
3.766 |
3.778 |
| S1 |
3.720 |
3.720 |
3.776 |
3.743 |
| S2 |
3.654 |
3.654 |
3.765 |
|
| S3 |
3.542 |
3.608 |
3.755 |
|
| S4 |
3.430 |
3.496 |
3.724 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.361 |
4.292 |
3.922 |
|
| R3 |
4.154 |
4.085 |
3.865 |
|
| R2 |
3.947 |
3.947 |
3.846 |
|
| R1 |
3.878 |
3.878 |
3.827 |
3.913 |
| PP |
3.740 |
3.740 |
3.740 |
3.758 |
| S1 |
3.671 |
3.671 |
3.789 |
3.706 |
| S2 |
3.533 |
3.533 |
3.770 |
|
| S3 |
3.326 |
3.464 |
3.751 |
|
| S4 |
3.119 |
3.257 |
3.694 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.288 |
|
2.618 |
4.105 |
|
1.618 |
3.993 |
|
1.000 |
3.924 |
|
0.618 |
3.881 |
|
HIGH |
3.812 |
|
0.618 |
3.769 |
|
0.500 |
3.756 |
|
0.382 |
3.743 |
|
LOW |
3.700 |
|
0.618 |
3.631 |
|
1.000 |
3.588 |
|
1.618 |
3.519 |
|
2.618 |
3.407 |
|
4.250 |
3.224 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.776 |
3.775 |
| PP |
3.766 |
3.764 |
| S1 |
3.756 |
3.754 |
|