NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.790 |
3.657 |
-0.133 |
-3.5% |
3.872 |
| High |
3.790 |
3.720 |
-0.070 |
-1.8% |
3.901 |
| Low |
3.678 |
3.639 |
-0.039 |
-1.1% |
3.732 |
| Close |
3.685 |
3.713 |
0.028 |
0.8% |
3.796 |
| Range |
0.112 |
0.081 |
-0.031 |
-27.7% |
0.169 |
| ATR |
0.091 |
0.090 |
-0.001 |
-0.8% |
0.000 |
| Volume |
2,624 |
6,101 |
3,477 |
132.5% |
15,787 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.934 |
3.904 |
3.758 |
|
| R3 |
3.853 |
3.823 |
3.735 |
|
| R2 |
3.772 |
3.772 |
3.728 |
|
| R1 |
3.742 |
3.742 |
3.720 |
3.757 |
| PP |
3.691 |
3.691 |
3.691 |
3.698 |
| S1 |
3.661 |
3.661 |
3.706 |
3.676 |
| S2 |
3.610 |
3.610 |
3.698 |
|
| S3 |
3.529 |
3.580 |
3.691 |
|
| S4 |
3.448 |
3.499 |
3.668 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.317 |
4.225 |
3.889 |
|
| R3 |
4.148 |
4.056 |
3.842 |
|
| R2 |
3.979 |
3.979 |
3.827 |
|
| R1 |
3.887 |
3.887 |
3.811 |
3.849 |
| PP |
3.810 |
3.810 |
3.810 |
3.790 |
| S1 |
3.718 |
3.718 |
3.781 |
3.680 |
| S2 |
3.641 |
3.641 |
3.765 |
|
| S3 |
3.472 |
3.549 |
3.750 |
|
| S4 |
3.303 |
3.380 |
3.703 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.932 |
|
1.618 |
3.851 |
|
1.000 |
3.801 |
|
0.618 |
3.770 |
|
HIGH |
3.720 |
|
0.618 |
3.689 |
|
0.500 |
3.680 |
|
0.382 |
3.670 |
|
LOW |
3.639 |
|
0.618 |
3.589 |
|
1.000 |
3.558 |
|
1.618 |
3.508 |
|
2.618 |
3.427 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.702 |
3.735 |
| PP |
3.691 |
3.727 |
| S1 |
3.680 |
3.720 |
|