NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.796 |
3.845 |
0.049 |
1.3% |
3.899 |
| High |
3.893 |
3.858 |
-0.035 |
-0.9% |
3.927 |
| Low |
3.781 |
3.810 |
0.029 |
0.8% |
3.760 |
| Close |
3.869 |
3.826 |
-0.043 |
-1.1% |
3.826 |
| Range |
0.112 |
0.048 |
-0.064 |
-57.1% |
0.167 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.4% |
0.000 |
| Volume |
1,925 |
3,655 |
1,730 |
89.9% |
9,585 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.975 |
3.949 |
3.852 |
|
| R3 |
3.927 |
3.901 |
3.839 |
|
| R2 |
3.879 |
3.879 |
3.835 |
|
| R1 |
3.853 |
3.853 |
3.830 |
3.842 |
| PP |
3.831 |
3.831 |
3.831 |
3.826 |
| S1 |
3.805 |
3.805 |
3.822 |
3.794 |
| S2 |
3.783 |
3.783 |
3.817 |
|
| S3 |
3.735 |
3.757 |
3.813 |
|
| S4 |
3.687 |
3.709 |
3.800 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.339 |
4.249 |
3.918 |
|
| R3 |
4.172 |
4.082 |
3.872 |
|
| R2 |
4.005 |
4.005 |
3.857 |
|
| R1 |
3.915 |
3.915 |
3.841 |
3.877 |
| PP |
3.838 |
3.838 |
3.838 |
3.818 |
| S1 |
3.748 |
3.748 |
3.811 |
3.710 |
| S2 |
3.671 |
3.671 |
3.795 |
|
| S3 |
3.504 |
3.581 |
3.780 |
|
| S4 |
3.337 |
3.414 |
3.734 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.062 |
|
2.618 |
3.984 |
|
1.618 |
3.936 |
|
1.000 |
3.906 |
|
0.618 |
3.888 |
|
HIGH |
3.858 |
|
0.618 |
3.840 |
|
0.500 |
3.834 |
|
0.382 |
3.828 |
|
LOW |
3.810 |
|
0.618 |
3.780 |
|
1.000 |
3.762 |
|
1.618 |
3.732 |
|
2.618 |
3.684 |
|
4.250 |
3.606 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.834 |
3.831 |
| PP |
3.831 |
3.829 |
| S1 |
3.829 |
3.828 |
|