NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 05-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.786 |
3.734 |
-0.052 |
-1.4% |
3.820 |
High |
3.786 |
3.734 |
-0.052 |
-1.4% |
3.851 |
Low |
3.730 |
3.622 |
-0.108 |
-2.9% |
3.680 |
Close |
3.742 |
3.630 |
-0.112 |
-3.0% |
3.742 |
Range |
0.056 |
0.112 |
0.056 |
100.0% |
0.171 |
ATR |
0.090 |
0.093 |
0.002 |
2.3% |
0.000 |
Volume |
7,405 |
3,062 |
-4,343 |
-58.6% |
20,720 |
|
Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.998 |
3.926 |
3.692 |
|
R3 |
3.886 |
3.814 |
3.661 |
|
R2 |
3.774 |
3.774 |
3.651 |
|
R1 |
3.702 |
3.702 |
3.640 |
3.682 |
PP |
3.662 |
3.662 |
3.662 |
3.652 |
S1 |
3.590 |
3.590 |
3.620 |
3.570 |
S2 |
3.550 |
3.550 |
3.609 |
|
S3 |
3.438 |
3.478 |
3.599 |
|
S4 |
3.326 |
3.366 |
3.568 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.271 |
4.177 |
3.836 |
|
R3 |
4.100 |
4.006 |
3.789 |
|
R2 |
3.929 |
3.929 |
3.773 |
|
R1 |
3.835 |
3.835 |
3.758 |
3.797 |
PP |
3.758 |
3.758 |
3.758 |
3.738 |
S1 |
3.664 |
3.664 |
3.726 |
3.626 |
S2 |
3.587 |
3.587 |
3.711 |
|
S3 |
3.416 |
3.493 |
3.695 |
|
S4 |
3.245 |
3.322 |
3.648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.812 |
3.622 |
0.190 |
5.2% |
0.081 |
2.2% |
4% |
False |
True |
4,540 |
10 |
3.851 |
3.603 |
0.248 |
6.8% |
0.097 |
2.7% |
11% |
False |
False |
4,404 |
20 |
3.943 |
3.585 |
0.358 |
9.9% |
0.089 |
2.5% |
13% |
False |
False |
3,963 |
40 |
4.157 |
3.585 |
0.572 |
15.8% |
0.088 |
2.4% |
8% |
False |
False |
2,957 |
60 |
4.478 |
3.585 |
0.893 |
24.6% |
0.084 |
2.3% |
5% |
False |
False |
2,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.210 |
2.618 |
4.027 |
1.618 |
3.915 |
1.000 |
3.846 |
0.618 |
3.803 |
HIGH |
3.734 |
0.618 |
3.691 |
0.500 |
3.678 |
0.382 |
3.665 |
LOW |
3.622 |
0.618 |
3.553 |
1.000 |
3.510 |
1.618 |
3.441 |
2.618 |
3.329 |
4.250 |
3.146 |
|
|
Fisher Pivots for day following 05-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.678 |
3.717 |
PP |
3.662 |
3.688 |
S1 |
3.646 |
3.659 |
|