NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 14-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.453 |
3.466 |
0.013 |
0.4% |
3.734 |
High |
3.485 |
3.466 |
-0.019 |
-0.5% |
3.734 |
Low |
3.425 |
3.359 |
-0.066 |
-1.9% |
3.490 |
Close |
3.478 |
3.370 |
-0.108 |
-3.1% |
3.497 |
Range |
0.060 |
0.107 |
0.047 |
78.3% |
0.244 |
ATR |
0.091 |
0.093 |
0.002 |
2.2% |
0.000 |
Volume |
5,672 |
4,015 |
-1,657 |
-29.2% |
26,125 |
|
Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.719 |
3.652 |
3.429 |
|
R3 |
3.612 |
3.545 |
3.399 |
|
R2 |
3.505 |
3.505 |
3.390 |
|
R1 |
3.438 |
3.438 |
3.380 |
3.418 |
PP |
3.398 |
3.398 |
3.398 |
3.389 |
S1 |
3.331 |
3.331 |
3.360 |
3.311 |
S2 |
3.291 |
3.291 |
3.350 |
|
S3 |
3.184 |
3.224 |
3.341 |
|
S4 |
3.077 |
3.117 |
3.311 |
|
|
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 |
3.359 |
0.327 |
9.7% |
0.086 |
2.5% |
3% |
False |
True |
5,784 |
10 |
3.812 |
3.359 |
0.453 |
13.4% |
0.088 |
2.6% |
2% |
False |
True |
5,499 |
20 |
3.851 |
3.359 |
0.492 |
14.6% |
0.092 |
2.7% |
2% |
False |
True |
4,765 |
40 |
4.118 |
3.359 |
0.759 |
22.5% |
0.086 |
2.6% |
1% |
False |
True |
3,667 |
60 |
4.344 |
3.359 |
0.985 |
29.2% |
0.084 |
2.5% |
1% |
False |
True |
2,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.921 |
2.618 |
3.746 |
1.618 |
3.639 |
1.000 |
3.573 |
0.618 |
3.532 |
HIGH |
3.466 |
0.618 |
3.425 |
0.500 |
3.413 |
0.382 |
3.400 |
LOW |
3.359 |
0.618 |
3.293 |
1.000 |
3.252 |
1.618 |
3.186 |
2.618 |
3.079 |
4.250 |
2.904 |
|
|
Fisher Pivots for day following 14-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.413 |
3.422 |
PP |
3.398 |
3.405 |
S1 |
3.384 |
3.387 |
|