NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.426 |
3.426 |
0.000 |
0.0% |
3.510 |
| High |
3.457 |
3.516 |
0.059 |
1.7% |
3.560 |
| Low |
3.403 |
3.422 |
0.019 |
0.6% |
3.410 |
| Close |
3.446 |
3.480 |
0.034 |
1.0% |
3.434 |
| Range |
0.054 |
0.094 |
0.040 |
74.1% |
0.150 |
| ATR |
0.080 |
0.081 |
0.001 |
1.3% |
0.000 |
| Volume |
1,415 |
2,552 |
1,137 |
80.4% |
10,614 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.711 |
3.532 |
|
| R3 |
3.661 |
3.617 |
3.506 |
|
| R2 |
3.567 |
3.567 |
3.497 |
|
| R1 |
3.523 |
3.523 |
3.489 |
3.545 |
| PP |
3.473 |
3.473 |
3.473 |
3.484 |
| S1 |
3.429 |
3.429 |
3.471 |
3.451 |
| S2 |
3.379 |
3.379 |
3.463 |
|
| S3 |
3.285 |
3.335 |
3.454 |
|
| S4 |
3.191 |
3.241 |
3.428 |
|
|
| 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 |
3.916 |
|
2.618 |
3.762 |
|
1.618 |
3.668 |
|
1.000 |
3.610 |
|
0.618 |
3.574 |
|
HIGH |
3.516 |
|
0.618 |
3.480 |
|
0.500 |
3.469 |
|
0.382 |
3.458 |
|
LOW |
3.422 |
|
0.618 |
3.364 |
|
1.000 |
3.328 |
|
1.618 |
3.270 |
|
2.618 |
3.176 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.476 |
3.467 |
| PP |
3.473 |
3.454 |
| S1 |
3.469 |
3.441 |
|