NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.674 |
3.510 |
-0.164 |
-4.5% |
3.794 |
| High |
3.674 |
3.529 |
-0.145 |
-3.9% |
3.794 |
| Low |
3.563 |
3.482 |
-0.081 |
-2.3% |
3.563 |
| Close |
3.573 |
3.518 |
-0.055 |
-1.5% |
3.573 |
| Range |
0.111 |
0.047 |
-0.064 |
-57.7% |
0.231 |
| ATR |
0.088 |
0.088 |
0.000 |
0.3% |
0.000 |
| Volume |
9,002 |
2,729 |
-6,273 |
-69.7% |
19,352 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.651 |
3.631 |
3.544 |
|
| R3 |
3.604 |
3.584 |
3.531 |
|
| R2 |
3.557 |
3.557 |
3.527 |
|
| R1 |
3.537 |
3.537 |
3.522 |
3.547 |
| PP |
3.510 |
3.510 |
3.510 |
3.515 |
| S1 |
3.490 |
3.490 |
3.514 |
3.500 |
| S2 |
3.463 |
3.463 |
3.509 |
|
| S3 |
3.416 |
3.443 |
3.505 |
|
| S4 |
3.369 |
3.396 |
3.492 |
|
|
| 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 |
3.729 |
|
2.618 |
3.652 |
|
1.618 |
3.605 |
|
1.000 |
3.576 |
|
0.618 |
3.558 |
|
HIGH |
3.529 |
|
0.618 |
3.511 |
|
0.500 |
3.506 |
|
0.382 |
3.500 |
|
LOW |
3.482 |
|
0.618 |
3.453 |
|
1.000 |
3.435 |
|
1.618 |
3.406 |
|
2.618 |
3.359 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.514 |
3.619 |
| PP |
3.510 |
3.585 |
| S1 |
3.506 |
3.552 |
|