NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.349 |
3.319 |
-0.030 |
-0.9% |
3.467 |
High |
3.385 |
3.347 |
-0.038 |
-1.1% |
3.485 |
Low |
3.321 |
3.284 |
-0.037 |
-1.1% |
3.321 |
Close |
3.353 |
3.326 |
-0.027 |
-0.8% |
3.353 |
Range |
0.064 |
0.063 |
-0.001 |
-1.6% |
0.164 |
ATR |
0.090 |
0.089 |
-0.002 |
-1.7% |
0.000 |
Volume |
4,737 |
3,167 |
-1,570 |
-33.1% |
30,647 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.508 |
3.480 |
3.361 |
|
R3 |
3.445 |
3.417 |
3.343 |
|
R2 |
3.382 |
3.382 |
3.338 |
|
R1 |
3.354 |
3.354 |
3.332 |
3.368 |
PP |
3.319 |
3.319 |
3.319 |
3.326 |
S1 |
3.291 |
3.291 |
3.320 |
3.305 |
S2 |
3.256 |
3.256 |
3.314 |
|
S3 |
3.193 |
3.228 |
3.309 |
|
S4 |
3.130 |
3.165 |
3.291 |
|
|
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 |
3.284 |
0.201 |
6.0% |
0.076 |
2.3% |
21% |
False |
True |
5,187 |
10 |
3.686 |
3.284 |
0.402 |
12.1% |
0.081 |
2.4% |
10% |
False |
True |
5,687 |
20 |
3.851 |
3.284 |
0.567 |
17.0% |
0.089 |
2.7% |
7% |
False |
True |
5,045 |
40 |
4.118 |
3.284 |
0.834 |
25.1% |
0.087 |
2.6% |
5% |
False |
True |
3,936 |
60 |
4.344 |
3.284 |
1.060 |
31.9% |
0.085 |
2.6% |
4% |
False |
True |
3,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.615 |
2.618 |
3.512 |
1.618 |
3.449 |
1.000 |
3.410 |
0.618 |
3.386 |
HIGH |
3.347 |
0.618 |
3.323 |
0.500 |
3.316 |
0.382 |
3.308 |
LOW |
3.284 |
0.618 |
3.245 |
1.000 |
3.221 |
1.618 |
3.182 |
2.618 |
3.119 |
4.250 |
3.016 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.323 |
3.349 |
PP |
3.319 |
3.341 |
S1 |
3.316 |
3.334 |
|