NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.530 |
3.439 |
-0.091 |
-2.6% |
3.794 |
| High |
3.530 |
3.479 |
-0.051 |
-1.4% |
3.794 |
| Low |
3.437 |
3.430 |
-0.007 |
-0.2% |
3.563 |
| Close |
3.449 |
3.436 |
-0.013 |
-0.4% |
3.573 |
| Range |
0.093 |
0.049 |
-0.044 |
-47.3% |
0.231 |
| ATR |
0.088 |
0.085 |
-0.003 |
-3.2% |
0.000 |
| Volume |
1,021 |
2,291 |
1,270 |
124.4% |
19,352 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.565 |
3.463 |
|
| R3 |
3.546 |
3.516 |
3.449 |
|
| R2 |
3.497 |
3.497 |
3.445 |
|
| R1 |
3.467 |
3.467 |
3.440 |
3.458 |
| PP |
3.448 |
3.448 |
3.448 |
3.444 |
| S1 |
3.418 |
3.418 |
3.432 |
3.409 |
| S2 |
3.399 |
3.399 |
3.427 |
|
| S3 |
3.350 |
3.369 |
3.423 |
|
| S4 |
3.301 |
3.320 |
3.409 |
|
|
| 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 |
3.687 |
|
2.618 |
3.607 |
|
1.618 |
3.558 |
|
1.000 |
3.528 |
|
0.618 |
3.509 |
|
HIGH |
3.479 |
|
0.618 |
3.460 |
|
0.500 |
3.455 |
|
0.382 |
3.449 |
|
LOW |
3.430 |
|
0.618 |
3.400 |
|
1.000 |
3.381 |
|
1.618 |
3.351 |
|
2.618 |
3.302 |
|
4.250 |
3.222 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.495 |
| PP |
3.448 |
3.475 |
| S1 |
3.442 |
3.456 |
|