NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.439 |
3.410 |
-0.029 |
-0.8% |
3.510 |
| High |
3.479 |
3.461 |
-0.018 |
-0.5% |
3.560 |
| Low |
3.430 |
3.410 |
-0.020 |
-0.6% |
3.410 |
| Close |
3.436 |
3.434 |
-0.002 |
-0.1% |
3.434 |
| Range |
0.049 |
0.051 |
0.002 |
4.1% |
0.150 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.9% |
0.000 |
| Volume |
2,291 |
1,857 |
-434 |
-18.9% |
10,614 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.588 |
3.562 |
3.462 |
|
| R3 |
3.537 |
3.511 |
3.448 |
|
| R2 |
3.486 |
3.486 |
3.443 |
|
| R1 |
3.460 |
3.460 |
3.439 |
3.473 |
| PP |
3.435 |
3.435 |
3.435 |
3.442 |
| S1 |
3.409 |
3.409 |
3.429 |
3.422 |
| S2 |
3.384 |
3.384 |
3.425 |
|
| S3 |
3.333 |
3.358 |
3.420 |
|
| S4 |
3.282 |
3.307 |
3.406 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.826 |
3.517 |
|
| R3 |
3.768 |
3.676 |
3.475 |
|
| R2 |
3.618 |
3.618 |
3.462 |
|
| R1 |
3.526 |
3.526 |
3.448 |
3.497 |
| PP |
3.468 |
3.468 |
3.468 |
3.454 |
| S1 |
3.376 |
3.376 |
3.420 |
3.347 |
| S2 |
3.318 |
3.318 |
3.407 |
|
| S3 |
3.168 |
3.226 |
3.393 |
|
| S4 |
3.018 |
3.076 |
3.352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.595 |
|
1.618 |
3.544 |
|
1.000 |
3.512 |
|
0.618 |
3.493 |
|
HIGH |
3.461 |
|
0.618 |
3.442 |
|
0.500 |
3.436 |
|
0.382 |
3.429 |
|
LOW |
3.410 |
|
0.618 |
3.378 |
|
1.000 |
3.359 |
|
1.618 |
3.327 |
|
2.618 |
3.276 |
|
4.250 |
3.193 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.436 |
3.470 |
| PP |
3.435 |
3.458 |
| S1 |
3.435 |
3.446 |
|