NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.389 |
3.399 |
0.010 |
0.3% |
3.510 |
| High |
3.432 |
3.489 |
0.057 |
1.7% |
3.537 |
| Low |
3.375 |
3.395 |
0.020 |
0.6% |
3.377 |
| Close |
3.420 |
3.454 |
0.034 |
1.0% |
3.407 |
| Range |
0.057 |
0.094 |
0.037 |
64.9% |
0.160 |
| ATR |
0.084 |
0.085 |
0.001 |
0.9% |
0.000 |
| Volume |
2,582 |
3,031 |
449 |
17.4% |
20,843 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.728 |
3.685 |
3.506 |
|
| R3 |
3.634 |
3.591 |
3.480 |
|
| R2 |
3.540 |
3.540 |
3.471 |
|
| R1 |
3.497 |
3.497 |
3.463 |
3.519 |
| PP |
3.446 |
3.446 |
3.446 |
3.457 |
| S1 |
3.403 |
3.403 |
3.445 |
3.425 |
| S2 |
3.352 |
3.352 |
3.437 |
|
| S3 |
3.258 |
3.309 |
3.428 |
|
| S4 |
3.164 |
3.215 |
3.402 |
|
|
| 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 |
3.889 |
|
2.618 |
3.735 |
|
1.618 |
3.641 |
|
1.000 |
3.583 |
|
0.618 |
3.547 |
|
HIGH |
3.489 |
|
0.618 |
3.453 |
|
0.500 |
3.442 |
|
0.382 |
3.431 |
|
LOW |
3.395 |
|
0.618 |
3.337 |
|
1.000 |
3.301 |
|
1.618 |
3.243 |
|
2.618 |
3.149 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.450 |
3.441 |
| PP |
3.446 |
3.428 |
| S1 |
3.442 |
3.415 |
|