NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.485 |
3.411 |
-0.074 |
-2.1% |
3.790 |
High |
3.485 |
3.450 |
-0.035 |
-1.0% |
3.790 |
Low |
3.413 |
3.400 |
-0.013 |
-0.4% |
3.539 |
Close |
3.423 |
3.409 |
-0.014 |
-0.4% |
3.547 |
Range |
0.072 |
0.050 |
-0.022 |
-30.6% |
0.251 |
ATR |
0.092 |
0.089 |
-0.003 |
-3.3% |
0.000 |
Volume |
3,146 |
4,016 |
870 |
27.7% |
23,320 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.570 |
3.539 |
3.437 |
|
R3 |
3.520 |
3.489 |
3.423 |
|
R2 |
3.470 |
3.470 |
3.418 |
|
R1 |
3.439 |
3.439 |
3.414 |
3.430 |
PP |
3.420 |
3.420 |
3.420 |
3.415 |
S1 |
3.389 |
3.389 |
3.404 |
3.380 |
S2 |
3.370 |
3.370 |
3.400 |
|
S3 |
3.320 |
3.339 |
3.395 |
|
S4 |
3.270 |
3.289 |
3.382 |
|
|
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 |
3.663 |
2.618 |
3.581 |
1.618 |
3.531 |
1.000 |
3.500 |
0.618 |
3.481 |
HIGH |
3.450 |
0.618 |
3.431 |
0.500 |
3.425 |
0.382 |
3.419 |
LOW |
3.400 |
0.618 |
3.369 |
1.000 |
3.350 |
1.618 |
3.319 |
2.618 |
3.269 |
4.250 |
3.188 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.425 |
3.469 |
PP |
3.420 |
3.449 |
S1 |
3.414 |
3.429 |
|