NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.814 |
3.780 |
-0.034 |
-0.9% |
3.664 |
| High |
3.814 |
3.868 |
0.054 |
1.4% |
3.859 |
| Low |
3.739 |
3.753 |
0.014 |
0.4% |
3.658 |
| Close |
3.755 |
3.839 |
0.084 |
2.2% |
3.859 |
| Range |
0.075 |
0.115 |
0.040 |
53.3% |
0.201 |
| ATR |
0.090 |
0.092 |
0.002 |
2.0% |
0.000 |
| Volume |
4,250 |
2,797 |
-1,453 |
-34.2% |
10,522 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.117 |
3.902 |
|
| R3 |
4.050 |
4.002 |
3.871 |
|
| R2 |
3.935 |
3.935 |
3.860 |
|
| R1 |
3.887 |
3.887 |
3.850 |
3.911 |
| PP |
3.820 |
3.820 |
3.820 |
3.832 |
| S1 |
3.772 |
3.772 |
3.828 |
3.796 |
| S2 |
3.705 |
3.705 |
3.818 |
|
| S3 |
3.590 |
3.657 |
3.807 |
|
| S4 |
3.475 |
3.542 |
3.776 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.395 |
4.328 |
3.970 |
|
| R3 |
4.194 |
4.127 |
3.914 |
|
| R2 |
3.993 |
3.993 |
3.896 |
|
| R1 |
3.926 |
3.926 |
3.877 |
3.960 |
| PP |
3.792 |
3.792 |
3.792 |
3.809 |
| S1 |
3.725 |
3.725 |
3.841 |
3.759 |
| S2 |
3.591 |
3.591 |
3.822 |
|
| S3 |
3.390 |
3.524 |
3.804 |
|
| S4 |
3.189 |
3.323 |
3.748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.357 |
|
2.618 |
4.169 |
|
1.618 |
4.054 |
|
1.000 |
3.983 |
|
0.618 |
3.939 |
|
HIGH |
3.868 |
|
0.618 |
3.824 |
|
0.500 |
3.811 |
|
0.382 |
3.797 |
|
LOW |
3.753 |
|
0.618 |
3.682 |
|
1.000 |
3.638 |
|
1.618 |
3.567 |
|
2.618 |
3.452 |
|
4.250 |
3.264 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.830 |
3.827 |
| PP |
3.820 |
3.814 |
| S1 |
3.811 |
3.802 |
|