NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.426 |
3.486 |
0.060 |
1.8% |
3.510 |
| High |
3.516 |
3.522 |
0.006 |
0.2% |
3.560 |
| Low |
3.422 |
3.432 |
0.010 |
0.3% |
3.410 |
| Close |
3.480 |
3.485 |
0.005 |
0.1% |
3.434 |
| Range |
0.094 |
0.090 |
-0.004 |
-4.3% |
0.150 |
| ATR |
0.081 |
0.081 |
0.001 |
0.8% |
0.000 |
| Volume |
2,552 |
3,745 |
1,193 |
46.7% |
10,614 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.750 |
3.707 |
3.535 |
|
| R3 |
3.660 |
3.617 |
3.510 |
|
| R2 |
3.570 |
3.570 |
3.502 |
|
| R1 |
3.527 |
3.527 |
3.493 |
3.504 |
| PP |
3.480 |
3.480 |
3.480 |
3.468 |
| S1 |
3.437 |
3.437 |
3.477 |
3.414 |
| S2 |
3.390 |
3.390 |
3.469 |
|
| S3 |
3.300 |
3.347 |
3.460 |
|
| S4 |
3.210 |
3.257 |
3.436 |
|
|
| 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 |
3.905 |
|
2.618 |
3.758 |
|
1.618 |
3.668 |
|
1.000 |
3.612 |
|
0.618 |
3.578 |
|
HIGH |
3.522 |
|
0.618 |
3.488 |
|
0.500 |
3.477 |
|
0.382 |
3.466 |
|
LOW |
3.432 |
|
0.618 |
3.376 |
|
1.000 |
3.342 |
|
1.618 |
3.286 |
|
2.618 |
3.196 |
|
4.250 |
3.050 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.482 |
3.478 |
| PP |
3.480 |
3.470 |
| S1 |
3.477 |
3.463 |
|