NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.845 |
3.794 |
-0.051 |
-1.3% |
3.899 |
| High |
3.858 |
3.794 |
-0.064 |
-1.7% |
3.927 |
| Low |
3.810 |
3.707 |
-0.103 |
-2.7% |
3.760 |
| Close |
3.826 |
3.715 |
-0.111 |
-2.9% |
3.826 |
| Range |
0.048 |
0.087 |
0.039 |
81.3% |
0.167 |
| ATR |
0.086 |
0.088 |
0.002 |
2.7% |
0.000 |
| Volume |
3,655 |
1,508 |
-2,147 |
-58.7% |
9,585 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.000 |
3.944 |
3.763 |
|
| R3 |
3.913 |
3.857 |
3.739 |
|
| R2 |
3.826 |
3.826 |
3.731 |
|
| R1 |
3.770 |
3.770 |
3.723 |
3.755 |
| PP |
3.739 |
3.739 |
3.739 |
3.731 |
| S1 |
3.683 |
3.683 |
3.707 |
3.668 |
| S2 |
3.652 |
3.652 |
3.699 |
|
| S3 |
3.565 |
3.596 |
3.691 |
|
| S4 |
3.478 |
3.509 |
3.667 |
|
|
| 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 |
4.164 |
|
2.618 |
4.022 |
|
1.618 |
3.935 |
|
1.000 |
3.881 |
|
0.618 |
3.848 |
|
HIGH |
3.794 |
|
0.618 |
3.761 |
|
0.500 |
3.751 |
|
0.382 |
3.740 |
|
LOW |
3.707 |
|
0.618 |
3.653 |
|
1.000 |
3.620 |
|
1.618 |
3.566 |
|
2.618 |
3.479 |
|
4.250 |
3.337 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.751 |
3.800 |
| PP |
3.739 |
3.772 |
| S1 |
3.727 |
3.743 |
|