NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.701 |
3.674 |
-0.027 |
-0.7% |
3.794 |
| High |
3.755 |
3.674 |
-0.081 |
-2.2% |
3.794 |
| Low |
3.676 |
3.563 |
-0.113 |
-3.1% |
3.563 |
| Close |
3.691 |
3.573 |
-0.118 |
-3.2% |
3.573 |
| Range |
0.079 |
0.111 |
0.032 |
40.5% |
0.231 |
| ATR |
0.085 |
0.088 |
0.003 |
3.7% |
0.000 |
| Volume |
1,819 |
9,002 |
7,183 |
394.9% |
19,352 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.866 |
3.634 |
|
| R3 |
3.825 |
3.755 |
3.604 |
|
| R2 |
3.714 |
3.714 |
3.593 |
|
| R1 |
3.644 |
3.644 |
3.583 |
3.624 |
| PP |
3.603 |
3.603 |
3.603 |
3.593 |
| S1 |
3.533 |
3.533 |
3.563 |
3.513 |
| S2 |
3.492 |
3.492 |
3.553 |
|
| S3 |
3.381 |
3.422 |
3.542 |
|
| S4 |
3.270 |
3.311 |
3.512 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.336 |
4.186 |
3.700 |
|
| R3 |
4.105 |
3.955 |
3.637 |
|
| R2 |
3.874 |
3.874 |
3.615 |
|
| R1 |
3.724 |
3.724 |
3.594 |
3.684 |
| PP |
3.643 |
3.643 |
3.643 |
3.623 |
| S1 |
3.493 |
3.493 |
3.552 |
3.453 |
| S2 |
3.412 |
3.412 |
3.531 |
|
| S3 |
3.181 |
3.262 |
3.509 |
|
| S4 |
2.950 |
3.031 |
3.446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
3.965 |
|
1.618 |
3.854 |
|
1.000 |
3.785 |
|
0.618 |
3.743 |
|
HIGH |
3.674 |
|
0.618 |
3.632 |
|
0.500 |
3.619 |
|
0.382 |
3.605 |
|
LOW |
3.563 |
|
0.618 |
3.494 |
|
1.000 |
3.452 |
|
1.618 |
3.383 |
|
2.618 |
3.272 |
|
4.250 |
3.091 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.619 |
3.659 |
| PP |
3.603 |
3.630 |
| S1 |
3.588 |
3.602 |
|