NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.425 |
3.382 |
-0.043 |
-1.3% |
3.372 |
High |
3.460 |
3.417 |
-0.043 |
-1.2% |
3.496 |
Low |
3.385 |
3.361 |
-0.024 |
-0.7% |
3.341 |
Close |
3.404 |
3.366 |
-0.038 |
-1.1% |
3.410 |
Range |
0.075 |
0.056 |
-0.019 |
-25.3% |
0.155 |
ATR |
0.082 |
0.080 |
-0.002 |
-2.3% |
0.000 |
Volume |
2,129 |
1,657 |
-472 |
-22.2% |
16,153 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.549 |
3.514 |
3.397 |
|
R3 |
3.493 |
3.458 |
3.381 |
|
R2 |
3.437 |
3.437 |
3.376 |
|
R1 |
3.402 |
3.402 |
3.371 |
3.392 |
PP |
3.381 |
3.381 |
3.381 |
3.376 |
S1 |
3.346 |
3.346 |
3.361 |
3.336 |
S2 |
3.325 |
3.325 |
3.356 |
|
S3 |
3.269 |
3.290 |
3.351 |
|
S4 |
3.213 |
3.234 |
3.335 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.881 |
3.800 |
3.495 |
|
R3 |
3.726 |
3.645 |
3.453 |
|
R2 |
3.571 |
3.571 |
3.438 |
|
R1 |
3.490 |
3.490 |
3.424 |
3.531 |
PP |
3.416 |
3.416 |
3.416 |
3.436 |
S1 |
3.335 |
3.335 |
3.396 |
3.376 |
S2 |
3.261 |
3.261 |
3.382 |
|
S3 |
3.106 |
3.180 |
3.367 |
|
S4 |
2.951 |
3.025 |
3.325 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.655 |
2.618 |
3.564 |
1.618 |
3.508 |
1.000 |
3.473 |
0.618 |
3.452 |
HIGH |
3.417 |
0.618 |
3.396 |
0.500 |
3.389 |
0.382 |
3.382 |
LOW |
3.361 |
0.618 |
3.326 |
1.000 |
3.305 |
1.618 |
3.270 |
2.618 |
3.214 |
4.250 |
3.123 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.389 |
3.411 |
PP |
3.381 |
3.396 |
S1 |
3.374 |
3.381 |
|