NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.794 |
3.700 |
-0.094 |
-2.5% |
3.899 |
| High |
3.794 |
3.749 |
-0.045 |
-1.2% |
3.927 |
| Low |
3.707 |
3.693 |
-0.014 |
-0.4% |
3.760 |
| Close |
3.715 |
3.742 |
0.027 |
0.7% |
3.826 |
| Range |
0.087 |
0.056 |
-0.031 |
-35.6% |
0.167 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.6% |
0.000 |
| Volume |
1,508 |
2,460 |
952 |
63.1% |
9,585 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.875 |
3.773 |
|
| R3 |
3.840 |
3.819 |
3.757 |
|
| R2 |
3.784 |
3.784 |
3.752 |
|
| R1 |
3.763 |
3.763 |
3.747 |
3.774 |
| PP |
3.728 |
3.728 |
3.728 |
3.733 |
| S1 |
3.707 |
3.707 |
3.737 |
3.718 |
| S2 |
3.672 |
3.672 |
3.732 |
|
| S3 |
3.616 |
3.651 |
3.727 |
|
| S4 |
3.560 |
3.595 |
3.711 |
|
|
| 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 |
3.987 |
|
2.618 |
3.896 |
|
1.618 |
3.840 |
|
1.000 |
3.805 |
|
0.618 |
3.784 |
|
HIGH |
3.749 |
|
0.618 |
3.728 |
|
0.500 |
3.721 |
|
0.382 |
3.714 |
|
LOW |
3.693 |
|
0.618 |
3.658 |
|
1.000 |
3.637 |
|
1.618 |
3.602 |
|
2.618 |
3.546 |
|
4.250 |
3.455 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.776 |
| PP |
3.728 |
3.764 |
| S1 |
3.721 |
3.753 |
|