NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.466 |
3.376 |
-0.090 |
-2.6% |
3.734 |
High |
3.466 |
3.414 |
-0.052 |
-1.5% |
3.734 |
Low |
3.359 |
3.330 |
-0.029 |
-0.9% |
3.490 |
Close |
3.370 |
3.356 |
-0.014 |
-0.4% |
3.497 |
Range |
0.107 |
0.084 |
-0.023 |
-21.5% |
0.244 |
ATR |
0.093 |
0.092 |
-0.001 |
-0.7% |
0.000 |
Volume |
4,015 |
8,346 |
4,331 |
107.9% |
26,125 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.619 |
3.571 |
3.402 |
|
R3 |
3.535 |
3.487 |
3.379 |
|
R2 |
3.451 |
3.451 |
3.371 |
|
R1 |
3.403 |
3.403 |
3.364 |
3.385 |
PP |
3.367 |
3.367 |
3.367 |
3.358 |
S1 |
3.319 |
3.319 |
3.348 |
3.301 |
S2 |
3.283 |
3.283 |
3.341 |
|
S3 |
3.199 |
3.235 |
3.333 |
|
S4 |
3.115 |
3.151 |
3.310 |
|
|
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 |
3.606 |
3.330 |
0.276 |
8.2% |
0.085 |
2.5% |
9% |
False |
True |
6,670 |
10 |
3.786 |
3.330 |
0.456 |
13.6% |
0.085 |
2.5% |
6% |
False |
True |
5,944 |
20 |
3.851 |
3.330 |
0.521 |
15.5% |
0.092 |
2.7% |
5% |
False |
True |
5,050 |
40 |
4.118 |
3.330 |
0.788 |
23.5% |
0.087 |
2.6% |
3% |
False |
True |
3,834 |
60 |
4.344 |
3.330 |
1.014 |
30.2% |
0.085 |
2.5% |
3% |
False |
True |
3,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.771 |
2.618 |
3.634 |
1.618 |
3.550 |
1.000 |
3.498 |
0.618 |
3.466 |
HIGH |
3.414 |
0.618 |
3.382 |
0.500 |
3.372 |
0.382 |
3.362 |
LOW |
3.330 |
0.618 |
3.278 |
1.000 |
3.246 |
1.618 |
3.194 |
2.618 |
3.110 |
4.250 |
2.973 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.372 |
3.408 |
PP |
3.367 |
3.390 |
S1 |
3.361 |
3.373 |
|