NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.309 |
3.200 |
-0.109 |
-3.3% |
3.321 |
High |
3.323 |
3.220 |
-0.103 |
-3.1% |
3.398 |
Low |
3.201 |
3.150 |
-0.051 |
-1.6% |
3.150 |
Close |
3.219 |
3.182 |
-0.037 |
-1.1% |
3.182 |
Range |
0.122 |
0.070 |
-0.052 |
-42.6% |
0.248 |
ATR |
0.086 |
0.085 |
-0.001 |
-1.3% |
0.000 |
Volume |
3,100 |
4,713 |
1,613 |
52.0% |
13,867 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.394 |
3.358 |
3.221 |
|
R3 |
3.324 |
3.288 |
3.201 |
|
R2 |
3.254 |
3.254 |
3.195 |
|
R1 |
3.218 |
3.218 |
3.188 |
3.201 |
PP |
3.184 |
3.184 |
3.184 |
3.176 |
S1 |
3.148 |
3.148 |
3.176 |
3.131 |
S2 |
3.114 |
3.114 |
3.169 |
|
S3 |
3.044 |
3.078 |
3.163 |
|
S4 |
2.974 |
3.008 |
3.144 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.987 |
3.833 |
3.318 |
|
R3 |
3.739 |
3.585 |
3.250 |
|
R2 |
3.491 |
3.491 |
3.227 |
|
R1 |
3.337 |
3.337 |
3.205 |
3.290 |
PP |
3.243 |
3.243 |
3.243 |
3.220 |
S1 |
3.089 |
3.089 |
3.159 |
3.042 |
S2 |
2.995 |
2.995 |
3.137 |
|
S3 |
2.747 |
2.841 |
3.114 |
|
S4 |
2.499 |
2.593 |
3.046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.398 |
3.150 |
0.248 |
7.8% |
0.072 |
2.3% |
13% |
False |
True |
3,768 |
10 |
3.441 |
3.150 |
0.291 |
9.1% |
0.074 |
2.3% |
11% |
False |
True |
3,866 |
20 |
3.786 |
3.150 |
0.636 |
20.0% |
0.080 |
2.5% |
5% |
False |
True |
4,905 |
40 |
4.021 |
3.150 |
0.871 |
27.4% |
0.084 |
2.6% |
4% |
False |
True |
4,330 |
60 |
4.157 |
3.150 |
1.007 |
31.6% |
0.085 |
2.7% |
3% |
False |
True |
3,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.518 |
2.618 |
3.403 |
1.618 |
3.333 |
1.000 |
3.290 |
0.618 |
3.263 |
HIGH |
3.220 |
0.618 |
3.193 |
0.500 |
3.185 |
0.382 |
3.177 |
LOW |
3.150 |
0.618 |
3.107 |
1.000 |
3.080 |
1.618 |
3.037 |
2.618 |
2.967 |
4.250 |
2.853 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.185 |
3.254 |
PP |
3.184 |
3.230 |
S1 |
3.183 |
3.206 |
|