NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.838 |
3.796 |
-0.042 |
-1.1% |
3.661 |
| High |
3.849 |
3.893 |
0.044 |
1.1% |
3.886 |
| Low |
3.768 |
3.781 |
0.013 |
0.3% |
3.661 |
| Close |
3.784 |
3.869 |
0.085 |
2.2% |
3.886 |
| Range |
0.081 |
0.112 |
0.031 |
38.3% |
0.225 |
| ATR |
0.086 |
0.088 |
0.002 |
2.1% |
0.000 |
| Volume |
2,186 |
1,925 |
-261 |
-11.9% |
8,566 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.138 |
3.931 |
|
| R3 |
4.072 |
4.026 |
3.900 |
|
| R2 |
3.960 |
3.960 |
3.890 |
|
| R1 |
3.914 |
3.914 |
3.879 |
3.937 |
| PP |
3.848 |
3.848 |
3.848 |
3.859 |
| S1 |
3.802 |
3.802 |
3.859 |
3.825 |
| S2 |
3.736 |
3.736 |
3.848 |
|
| S3 |
3.624 |
3.690 |
3.838 |
|
| S4 |
3.512 |
3.578 |
3.807 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.486 |
4.411 |
4.010 |
|
| R3 |
4.261 |
4.186 |
3.948 |
|
| R2 |
4.036 |
4.036 |
3.927 |
|
| R1 |
3.961 |
3.961 |
3.907 |
3.999 |
| PP |
3.811 |
3.811 |
3.811 |
3.830 |
| S1 |
3.736 |
3.736 |
3.865 |
3.774 |
| S2 |
3.586 |
3.586 |
3.845 |
|
| S3 |
3.361 |
3.511 |
3.824 |
|
| S4 |
3.136 |
3.286 |
3.762 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.369 |
|
2.618 |
4.186 |
|
1.618 |
4.074 |
|
1.000 |
4.005 |
|
0.618 |
3.962 |
|
HIGH |
3.893 |
|
0.618 |
3.850 |
|
0.500 |
3.837 |
|
0.382 |
3.824 |
|
LOW |
3.781 |
|
0.618 |
3.712 |
|
1.000 |
3.669 |
|
1.618 |
3.600 |
|
2.618 |
3.488 |
|
4.250 |
3.305 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.858 |
3.856 |
| PP |
3.848 |
3.843 |
| S1 |
3.837 |
3.831 |
|