NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.675 |
3.607 |
-0.068 |
-1.9% |
3.820 |
High |
3.675 |
3.686 |
0.011 |
0.3% |
3.851 |
Low |
3.588 |
3.601 |
0.013 |
0.4% |
3.680 |
Close |
3.602 |
3.617 |
0.015 |
0.4% |
3.742 |
Range |
0.087 |
0.085 |
-0.002 |
-2.3% |
0.171 |
ATR |
0.091 |
0.091 |
0.000 |
-0.5% |
0.000 |
Volume |
5,916 |
3,919 |
-1,997 |
-33.8% |
20,720 |
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.890 |
3.838 |
3.664 |
|
R3 |
3.805 |
3.753 |
3.640 |
|
R2 |
3.720 |
3.720 |
3.633 |
|
R1 |
3.668 |
3.668 |
3.625 |
3.694 |
PP |
3.635 |
3.635 |
3.635 |
3.648 |
S1 |
3.583 |
3.583 |
3.609 |
3.609 |
S2 |
3.550 |
3.550 |
3.601 |
|
S3 |
3.465 |
3.498 |
3.594 |
|
S4 |
3.380 |
3.413 |
3.570 |
|
|
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 |
3.786 |
3.584 |
0.202 |
5.6% |
0.084 |
2.3% |
16% |
False |
False |
5,218 |
10 |
3.851 |
3.584 |
0.267 |
7.4% |
0.093 |
2.6% |
12% |
False |
False |
4,314 |
20 |
3.859 |
3.584 |
0.275 |
7.6% |
0.087 |
2.4% |
12% |
False |
False |
4,355 |
40 |
4.157 |
3.584 |
0.573 |
15.8% |
0.089 |
2.5% |
6% |
False |
False |
3,233 |
60 |
4.472 |
3.584 |
0.888 |
24.6% |
0.083 |
2.3% |
4% |
False |
False |
2,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.047 |
2.618 |
3.909 |
1.618 |
3.824 |
1.000 |
3.771 |
0.618 |
3.739 |
HIGH |
3.686 |
0.618 |
3.654 |
0.500 |
3.644 |
0.382 |
3.633 |
LOW |
3.601 |
0.618 |
3.548 |
1.000 |
3.516 |
1.618 |
3.463 |
2.618 |
3.378 |
4.250 |
3.240 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.644 |
3.635 |
PP |
3.635 |
3.629 |
S1 |
3.626 |
3.623 |
|