NYMEX Natural Gas Future July 2012
Trading Metrics calculated at close of trading on 30-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.375 |
3.271 |
-0.104 |
-3.1% |
3.425 |
High |
3.375 |
3.281 |
-0.094 |
-2.8% |
3.460 |
Low |
3.262 |
3.210 |
-0.052 |
-1.6% |
3.210 |
Close |
3.279 |
3.243 |
-0.036 |
-1.1% |
3.243 |
Range |
0.113 |
0.071 |
-0.042 |
-37.2% |
0.250 |
ATR |
0.083 |
0.082 |
-0.001 |
-1.0% |
0.000 |
Volume |
3,346 |
3,940 |
594 |
17.8% |
11,072 |
|
Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.458 |
3.421 |
3.282 |
|
R3 |
3.387 |
3.350 |
3.263 |
|
R2 |
3.316 |
3.316 |
3.256 |
|
R1 |
3.279 |
3.279 |
3.250 |
3.262 |
PP |
3.245 |
3.245 |
3.245 |
3.236 |
S1 |
3.208 |
3.208 |
3.236 |
3.191 |
S2 |
3.174 |
3.174 |
3.230 |
|
S3 |
3.103 |
3.137 |
3.223 |
|
S4 |
3.032 |
3.066 |
3.204 |
|
|
Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.054 |
3.899 |
3.381 |
|
R3 |
3.804 |
3.649 |
3.312 |
|
R2 |
3.554 |
3.554 |
3.289 |
|
R1 |
3.399 |
3.399 |
3.266 |
3.352 |
PP |
3.304 |
3.304 |
3.304 |
3.281 |
S1 |
3.149 |
3.149 |
3.220 |
3.102 |
S2 |
3.054 |
3.054 |
3.197 |
|
S3 |
2.804 |
2.899 |
3.174 |
|
S4 |
2.554 |
2.649 |
3.106 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.583 |
2.618 |
3.467 |
1.618 |
3.396 |
1.000 |
3.352 |
0.618 |
3.325 |
HIGH |
3.281 |
0.618 |
3.254 |
0.500 |
3.246 |
0.382 |
3.237 |
LOW |
3.210 |
0.618 |
3.166 |
1.000 |
3.139 |
1.618 |
3.095 |
2.618 |
3.024 |
4.250 |
2.908 |
|
|
Fisher Pivots for day following 30-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.246 |
3.314 |
PP |
3.245 |
3.290 |
S1 |
3.244 |
3.267 |
|