NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.430 |
3.380 |
-0.050 |
-1.5% |
3.319 |
High |
3.441 |
3.385 |
-0.056 |
-1.6% |
3.441 |
Low |
3.344 |
3.346 |
0.002 |
0.1% |
3.284 |
Close |
3.400 |
3.351 |
-0.049 |
-1.4% |
3.351 |
Range |
0.097 |
0.039 |
-0.058 |
-59.8% |
0.157 |
ATR |
0.088 |
0.086 |
-0.002 |
-2.8% |
0.000 |
Volume |
4,416 |
4,977 |
561 |
12.7% |
20,056 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.478 |
3.453 |
3.372 |
|
R3 |
3.439 |
3.414 |
3.362 |
|
R2 |
3.400 |
3.400 |
3.358 |
|
R1 |
3.375 |
3.375 |
3.355 |
3.368 |
PP |
3.361 |
3.361 |
3.361 |
3.357 |
S1 |
3.336 |
3.336 |
3.347 |
3.329 |
S2 |
3.322 |
3.322 |
3.344 |
|
S3 |
3.283 |
3.297 |
3.340 |
|
S4 |
3.244 |
3.258 |
3.330 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.830 |
3.747 |
3.437 |
|
R3 |
3.673 |
3.590 |
3.394 |
|
R2 |
3.516 |
3.516 |
3.380 |
|
R1 |
3.433 |
3.433 |
3.365 |
3.475 |
PP |
3.359 |
3.359 |
3.359 |
3.379 |
S1 |
3.276 |
3.276 |
3.337 |
3.318 |
S2 |
3.202 |
3.202 |
3.322 |
|
S3 |
3.045 |
3.119 |
3.308 |
|
S4 |
2.888 |
2.962 |
3.265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.441 |
3.284 |
0.157 |
4.7% |
0.071 |
2.1% |
43% |
False |
False |
4,011 |
10 |
3.485 |
3.284 |
0.201 |
6.0% |
0.073 |
2.2% |
33% |
False |
False |
5,070 |
20 |
3.851 |
3.284 |
0.567 |
16.9% |
0.084 |
2.5% |
12% |
False |
False |
4,877 |
40 |
4.118 |
3.284 |
0.834 |
24.9% |
0.086 |
2.6% |
8% |
False |
False |
4,266 |
60 |
4.236 |
3.284 |
0.952 |
28.4% |
0.084 |
2.5% |
7% |
False |
False |
3,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.551 |
2.618 |
3.487 |
1.618 |
3.448 |
1.000 |
3.424 |
0.618 |
3.409 |
HIGH |
3.385 |
0.618 |
3.370 |
0.500 |
3.366 |
0.382 |
3.361 |
LOW |
3.346 |
0.618 |
3.322 |
1.000 |
3.307 |
1.618 |
3.283 |
2.618 |
3.244 |
4.250 |
3.180 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.366 |
3.391 |
PP |
3.361 |
3.377 |
S1 |
3.356 |
3.364 |
|