NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.510 |
3.530 |
0.020 |
0.6% |
3.794 |
| High |
3.529 |
3.560 |
0.031 |
0.9% |
3.794 |
| Low |
3.482 |
3.502 |
0.020 |
0.6% |
3.563 |
| Close |
3.518 |
3.555 |
0.037 |
1.1% |
3.573 |
| Range |
0.047 |
0.058 |
0.011 |
23.4% |
0.231 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.4% |
0.000 |
| Volume |
2,729 |
2,716 |
-13 |
-0.5% |
19,352 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.713 |
3.692 |
3.587 |
|
| R3 |
3.655 |
3.634 |
3.571 |
|
| R2 |
3.597 |
3.597 |
3.566 |
|
| R1 |
3.576 |
3.576 |
3.560 |
3.587 |
| PP |
3.539 |
3.539 |
3.539 |
3.544 |
| S1 |
3.518 |
3.518 |
3.550 |
3.529 |
| S2 |
3.481 |
3.481 |
3.544 |
|
| S3 |
3.423 |
3.460 |
3.539 |
|
| S4 |
3.365 |
3.402 |
3.523 |
|
|
| 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 |
3.807 |
|
2.618 |
3.712 |
|
1.618 |
3.654 |
|
1.000 |
3.618 |
|
0.618 |
3.596 |
|
HIGH |
3.560 |
|
0.618 |
3.538 |
|
0.500 |
3.531 |
|
0.382 |
3.524 |
|
LOW |
3.502 |
|
0.618 |
3.466 |
|
1.000 |
3.444 |
|
1.618 |
3.408 |
|
2.618 |
3.350 |
|
4.250 |
3.256 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.547 |
3.578 |
| PP |
3.539 |
3.570 |
| S1 |
3.531 |
3.563 |
|