NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.729 |
0.029 |
0.8% |
3.899 |
| High |
3.749 |
3.729 |
-0.020 |
-0.5% |
3.927 |
| Low |
3.693 |
3.670 |
-0.023 |
-0.6% |
3.760 |
| Close |
3.742 |
3.683 |
-0.059 |
-1.6% |
3.826 |
| Range |
0.056 |
0.059 |
0.003 |
5.4% |
0.167 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.2% |
0.000 |
| Volume |
2,460 |
4,563 |
2,103 |
85.5% |
9,585 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.836 |
3.715 |
|
| R3 |
3.812 |
3.777 |
3.699 |
|
| R2 |
3.753 |
3.753 |
3.694 |
|
| R1 |
3.718 |
3.718 |
3.688 |
3.706 |
| PP |
3.694 |
3.694 |
3.694 |
3.688 |
| S1 |
3.659 |
3.659 |
3.678 |
3.647 |
| S2 |
3.635 |
3.635 |
3.672 |
|
| S3 |
3.576 |
3.600 |
3.667 |
|
| S4 |
3.517 |
3.541 |
3.651 |
|
|
| 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 |
3.980 |
|
2.618 |
3.883 |
|
1.618 |
3.824 |
|
1.000 |
3.788 |
|
0.618 |
3.765 |
|
HIGH |
3.729 |
|
0.618 |
3.706 |
|
0.500 |
3.700 |
|
0.382 |
3.693 |
|
LOW |
3.670 |
|
0.618 |
3.634 |
|
1.000 |
3.611 |
|
1.618 |
3.575 |
|
2.618 |
3.516 |
|
4.250 |
3.419 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.700 |
3.732 |
| PP |
3.694 |
3.716 |
| S1 |
3.689 |
3.699 |
|