NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 07-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.631 |
3.675 |
0.044 |
1.2% |
3.820 |
High |
3.665 |
3.675 |
0.010 |
0.3% |
3.851 |
Low |
3.584 |
3.588 |
0.004 |
0.1% |
3.680 |
Close |
3.660 |
3.602 |
-0.058 |
-1.6% |
3.742 |
Range |
0.081 |
0.087 |
0.006 |
7.4% |
0.171 |
ATR |
0.092 |
0.091 |
0.000 |
-0.4% |
0.000 |
Volume |
5,788 |
5,916 |
128 |
2.2% |
20,720 |
|
Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.883 |
3.829 |
3.650 |
|
R3 |
3.796 |
3.742 |
3.626 |
|
R2 |
3.709 |
3.709 |
3.618 |
|
R1 |
3.655 |
3.655 |
3.610 |
3.639 |
PP |
3.622 |
3.622 |
3.622 |
3.613 |
S1 |
3.568 |
3.568 |
3.594 |
3.552 |
S2 |
3.535 |
3.535 |
3.586 |
|
S3 |
3.448 |
3.481 |
3.578 |
|
S4 |
3.361 |
3.394 |
3.554 |
|
|
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 |
3.584 |
0.228 |
6.3% |
0.090 |
2.5% |
8% |
False |
False |
5,214 |
10 |
3.851 |
3.584 |
0.267 |
7.4% |
0.097 |
2.7% |
7% |
False |
False |
4,227 |
20 |
3.922 |
3.584 |
0.338 |
9.4% |
0.089 |
2.5% |
5% |
False |
False |
4,327 |
40 |
4.157 |
3.584 |
0.573 |
15.9% |
0.089 |
2.5% |
3% |
False |
False |
3,181 |
60 |
4.478 |
3.584 |
0.894 |
24.8% |
0.084 |
2.3% |
2% |
False |
False |
2,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.045 |
2.618 |
3.903 |
1.618 |
3.816 |
1.000 |
3.762 |
0.618 |
3.729 |
HIGH |
3.675 |
0.618 |
3.642 |
0.500 |
3.632 |
0.382 |
3.621 |
LOW |
3.588 |
0.618 |
3.534 |
1.000 |
3.501 |
1.618 |
3.447 |
2.618 |
3.360 |
4.250 |
3.218 |
|
|
Fisher Pivots for day following 07-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.632 |
3.659 |
PP |
3.622 |
3.640 |
S1 |
3.612 |
3.621 |
|