NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.607 |
3.606 |
-0.001 |
0.0% |
3.734 |
High |
3.686 |
3.606 |
-0.080 |
-2.2% |
3.734 |
Low |
3.601 |
3.490 |
-0.111 |
-3.1% |
3.490 |
Close |
3.617 |
3.497 |
-0.120 |
-3.3% |
3.497 |
Range |
0.085 |
0.116 |
0.031 |
36.5% |
0.244 |
ATR |
0.091 |
0.094 |
0.003 |
2.8% |
0.000 |
Volume |
3,919 |
7,440 |
3,521 |
89.8% |
26,125 |
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.879 |
3.804 |
3.561 |
|
R3 |
3.763 |
3.688 |
3.529 |
|
R2 |
3.647 |
3.647 |
3.518 |
|
R1 |
3.572 |
3.572 |
3.508 |
3.552 |
PP |
3.531 |
3.531 |
3.531 |
3.521 |
S1 |
3.456 |
3.456 |
3.486 |
3.436 |
S2 |
3.415 |
3.415 |
3.476 |
|
S3 |
3.299 |
3.340 |
3.465 |
|
S4 |
3.183 |
3.224 |
3.433 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.306 |
4.145 |
3.631 |
|
R3 |
4.062 |
3.901 |
3.564 |
|
R2 |
3.818 |
3.818 |
3.542 |
|
R1 |
3.657 |
3.657 |
3.519 |
3.616 |
PP |
3.574 |
3.574 |
3.574 |
3.553 |
S1 |
3.413 |
3.413 |
3.475 |
3.372 |
S2 |
3.330 |
3.330 |
3.452 |
|
S3 |
3.086 |
3.169 |
3.430 |
|
S4 |
2.842 |
2.925 |
3.363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.734 |
3.490 |
0.244 |
7.0% |
0.096 |
2.8% |
3% |
False |
True |
5,225 |
10 |
3.851 |
3.490 |
0.361 |
10.3% |
0.095 |
2.7% |
2% |
False |
True |
4,684 |
20 |
3.851 |
3.490 |
0.361 |
10.3% |
0.089 |
2.6% |
2% |
False |
True |
4,479 |
40 |
4.157 |
3.490 |
0.667 |
19.1% |
0.090 |
2.6% |
1% |
False |
True |
3,393 |
60 |
4.384 |
3.490 |
0.894 |
25.6% |
0.083 |
2.4% |
1% |
False |
True |
2,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.099 |
2.618 |
3.910 |
1.618 |
3.794 |
1.000 |
3.722 |
0.618 |
3.678 |
HIGH |
3.606 |
0.618 |
3.562 |
0.500 |
3.548 |
0.382 |
3.534 |
LOW |
3.490 |
0.618 |
3.418 |
1.000 |
3.374 |
1.618 |
3.302 |
2.618 |
3.186 |
4.250 |
2.997 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.548 |
3.588 |
PP |
3.531 |
3.558 |
S1 |
3.514 |
3.527 |
|