NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.651 |
3.651 |
0.000 |
0.0% |
3.790 |
| High |
3.752 |
3.651 |
-0.101 |
-2.7% |
3.790 |
| Low |
3.651 |
3.539 |
-0.112 |
-3.1% |
3.539 |
| Close |
3.666 |
3.547 |
-0.119 |
-3.2% |
3.547 |
| Range |
0.101 |
0.112 |
0.011 |
10.9% |
0.251 |
| ATR |
0.090 |
0.093 |
0.003 |
2.9% |
0.000 |
| Volume |
3,058 |
6,029 |
2,971 |
97.2% |
23,320 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.843 |
3.609 |
|
| R3 |
3.803 |
3.731 |
3.578 |
|
| R2 |
3.691 |
3.691 |
3.568 |
|
| R1 |
3.619 |
3.619 |
3.557 |
3.599 |
| PP |
3.579 |
3.579 |
3.579 |
3.569 |
| S1 |
3.507 |
3.507 |
3.537 |
3.487 |
| S2 |
3.467 |
3.467 |
3.526 |
|
| S3 |
3.355 |
3.395 |
3.516 |
|
| S4 |
3.243 |
3.283 |
3.485 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.378 |
4.214 |
3.685 |
|
| R3 |
4.127 |
3.963 |
3.616 |
|
| R2 |
3.876 |
3.876 |
3.593 |
|
| R1 |
3.712 |
3.712 |
3.570 |
3.669 |
| PP |
3.625 |
3.625 |
3.625 |
3.604 |
| S1 |
3.461 |
3.461 |
3.524 |
3.418 |
| S2 |
3.374 |
3.374 |
3.501 |
|
| S3 |
3.123 |
3.210 |
3.478 |
|
| S4 |
2.872 |
2.959 |
3.409 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.127 |
|
2.618 |
3.944 |
|
1.618 |
3.832 |
|
1.000 |
3.763 |
|
0.618 |
3.720 |
|
HIGH |
3.651 |
|
0.618 |
3.608 |
|
0.500 |
3.595 |
|
0.382 |
3.582 |
|
LOW |
3.539 |
|
0.618 |
3.470 |
|
1.000 |
3.427 |
|
1.618 |
3.358 |
|
2.618 |
3.246 |
|
4.250 |
3.063 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.595 |
3.646 |
| PP |
3.579 |
3.613 |
| S1 |
3.563 |
3.580 |
|