NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 16-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.376 |
3.349 |
-0.027 |
-0.8% |
3.467 |
High |
3.414 |
3.385 |
-0.029 |
-0.8% |
3.485 |
Low |
3.330 |
3.321 |
-0.009 |
-0.3% |
3.321 |
Close |
3.356 |
3.353 |
-0.003 |
-0.1% |
3.353 |
Range |
0.084 |
0.064 |
-0.020 |
-23.8% |
0.164 |
ATR |
0.092 |
0.090 |
-0.002 |
-2.2% |
0.000 |
Volume |
8,346 |
4,737 |
-3,609 |
-43.2% |
30,647 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.545 |
3.513 |
3.388 |
|
R3 |
3.481 |
3.449 |
3.371 |
|
R2 |
3.417 |
3.417 |
3.365 |
|
R1 |
3.385 |
3.385 |
3.359 |
3.401 |
PP |
3.353 |
3.353 |
3.353 |
3.361 |
S1 |
3.321 |
3.321 |
3.347 |
3.337 |
S2 |
3.289 |
3.289 |
3.341 |
|
S3 |
3.225 |
3.257 |
3.335 |
|
S4 |
3.161 |
3.193 |
3.318 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.878 |
3.780 |
3.443 |
|
R3 |
3.714 |
3.616 |
3.398 |
|
R2 |
3.550 |
3.550 |
3.383 |
|
R1 |
3.452 |
3.452 |
3.368 |
3.419 |
PP |
3.386 |
3.386 |
3.386 |
3.370 |
S1 |
3.288 |
3.288 |
3.338 |
3.255 |
S2 |
3.222 |
3.222 |
3.323 |
|
S3 |
3.058 |
3.124 |
3.308 |
|
S4 |
2.894 |
2.960 |
3.263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.485 |
3.321 |
0.164 |
4.9% |
0.075 |
2.2% |
20% |
False |
True |
6,129 |
10 |
3.734 |
3.321 |
0.413 |
12.3% |
0.086 |
2.6% |
8% |
False |
True |
5,677 |
20 |
3.851 |
3.321 |
0.530 |
15.8% |
0.089 |
2.7% |
6% |
False |
True |
5,083 |
40 |
4.118 |
3.321 |
0.797 |
23.8% |
0.087 |
2.6% |
4% |
False |
True |
3,929 |
60 |
4.344 |
3.321 |
1.023 |
30.5% |
0.085 |
2.5% |
3% |
False |
True |
3,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.657 |
2.618 |
3.553 |
1.618 |
3.489 |
1.000 |
3.449 |
0.618 |
3.425 |
HIGH |
3.385 |
0.618 |
3.361 |
0.500 |
3.353 |
0.382 |
3.345 |
LOW |
3.321 |
0.618 |
3.281 |
1.000 |
3.257 |
1.618 |
3.217 |
2.618 |
3.153 |
4.250 |
3.049 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.353 |
3.394 |
PP |
3.353 |
3.380 |
S1 |
3.353 |
3.367 |
|