NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 19-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.425 |
3.372 |
-0.053 |
-1.5% |
3.510 |
High |
3.443 |
3.401 |
-0.042 |
-1.2% |
3.537 |
Low |
3.377 |
3.341 |
-0.036 |
-1.1% |
3.377 |
Close |
3.407 |
3.380 |
-0.027 |
-0.8% |
3.407 |
Range |
0.066 |
0.060 |
-0.006 |
-9.1% |
0.160 |
ATR |
0.087 |
0.086 |
-0.002 |
-1.8% |
0.000 |
Volume |
3,480 |
2,612 |
-868 |
-24.9% |
20,843 |
|
Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.554 |
3.527 |
3.413 |
|
R3 |
3.494 |
3.467 |
3.397 |
|
R2 |
3.434 |
3.434 |
3.391 |
|
R1 |
3.407 |
3.407 |
3.386 |
3.421 |
PP |
3.374 |
3.374 |
3.374 |
3.381 |
S1 |
3.347 |
3.347 |
3.375 |
3.361 |
S2 |
3.314 |
3.314 |
3.369 |
|
S3 |
3.254 |
3.287 |
3.364 |
|
S4 |
3.194 |
3.227 |
3.347 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.920 |
3.824 |
3.495 |
|
R3 |
3.760 |
3.664 |
3.451 |
|
R2 |
3.600 |
3.600 |
3.436 |
|
R1 |
3.504 |
3.504 |
3.422 |
3.472 |
PP |
3.440 |
3.440 |
3.440 |
3.425 |
S1 |
3.344 |
3.344 |
3.392 |
3.312 |
S2 |
3.280 |
3.280 |
3.378 |
|
S3 |
3.120 |
3.184 |
3.363 |
|
S4 |
2.960 |
3.024 |
3.319 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.656 |
2.618 |
3.558 |
1.618 |
3.498 |
1.000 |
3.461 |
0.618 |
3.438 |
HIGH |
3.401 |
0.618 |
3.378 |
0.500 |
3.371 |
0.382 |
3.364 |
LOW |
3.341 |
0.618 |
3.304 |
1.000 |
3.281 |
1.618 |
3.244 |
2.618 |
3.184 |
4.250 |
3.086 |
|
|
Fisher Pivots for day following 19-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.377 |
3.396 |
PP |
3.374 |
3.390 |
S1 |
3.371 |
3.385 |
|