NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.606 |
3.467 |
-0.139 |
-3.9% |
3.734 |
High |
3.606 |
3.467 |
-0.139 |
-3.9% |
3.734 |
Low |
3.490 |
3.407 |
-0.083 |
-2.4% |
3.490 |
Close |
3.497 |
3.441 |
-0.056 |
-1.6% |
3.497 |
Range |
0.116 |
0.060 |
-0.056 |
-48.3% |
0.244 |
ATR |
0.094 |
0.093 |
0.000 |
-0.3% |
0.000 |
Volume |
7,440 |
7,877 |
437 |
5.9% |
26,125 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.618 |
3.590 |
3.474 |
|
R3 |
3.558 |
3.530 |
3.458 |
|
R2 |
3.498 |
3.498 |
3.452 |
|
R1 |
3.470 |
3.470 |
3.447 |
3.454 |
PP |
3.438 |
3.438 |
3.438 |
3.431 |
S1 |
3.410 |
3.410 |
3.436 |
3.394 |
S2 |
3.378 |
3.378 |
3.430 |
|
S3 |
3.318 |
3.350 |
3.425 |
|
S4 |
3.258 |
3.290 |
3.408 |
|
|
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 |
3.686 |
3.407 |
0.279 |
8.1% |
0.086 |
2.5% |
12% |
False |
True |
6,188 |
10 |
3.812 |
3.407 |
0.405 |
11.8% |
0.084 |
2.4% |
8% |
False |
True |
5,364 |
20 |
3.851 |
3.407 |
0.444 |
12.9% |
0.090 |
2.6% |
8% |
False |
True |
4,736 |
40 |
4.157 |
3.407 |
0.750 |
21.8% |
0.088 |
2.6% |
5% |
False |
True |
3,554 |
60 |
4.384 |
3.407 |
0.977 |
28.4% |
0.084 |
2.4% |
3% |
False |
True |
2,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.722 |
2.618 |
3.624 |
1.618 |
3.564 |
1.000 |
3.527 |
0.618 |
3.504 |
HIGH |
3.467 |
0.618 |
3.444 |
0.500 |
3.437 |
0.382 |
3.430 |
LOW |
3.407 |
0.618 |
3.370 |
1.000 |
3.347 |
1.618 |
3.310 |
2.618 |
3.250 |
4.250 |
3.152 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.440 |
3.547 |
PP |
3.438 |
3.511 |
S1 |
3.437 |
3.476 |
|