NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.486 |
3.448 |
-0.038 |
-1.1% |
3.401 |
| High |
3.522 |
3.472 |
-0.050 |
-1.4% |
3.522 |
| Low |
3.432 |
3.435 |
0.003 |
0.1% |
3.366 |
| Close |
3.485 |
3.439 |
-0.046 |
-1.3% |
3.439 |
| Range |
0.090 |
0.037 |
-0.053 |
-58.9% |
0.156 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.8% |
0.000 |
| Volume |
3,745 |
2,117 |
-1,628 |
-43.5% |
10,927 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.560 |
3.536 |
3.459 |
|
| R3 |
3.523 |
3.499 |
3.449 |
|
| R2 |
3.486 |
3.486 |
3.446 |
|
| R1 |
3.462 |
3.462 |
3.442 |
3.456 |
| PP |
3.449 |
3.449 |
3.449 |
3.445 |
| S1 |
3.425 |
3.425 |
3.436 |
3.419 |
| S2 |
3.412 |
3.412 |
3.432 |
|
| S3 |
3.375 |
3.388 |
3.429 |
|
| S4 |
3.338 |
3.351 |
3.419 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.910 |
3.831 |
3.525 |
|
| R3 |
3.754 |
3.675 |
3.482 |
|
| R2 |
3.598 |
3.598 |
3.468 |
|
| R1 |
3.519 |
3.519 |
3.453 |
3.559 |
| PP |
3.442 |
3.442 |
3.442 |
3.462 |
| S1 |
3.363 |
3.363 |
3.425 |
3.403 |
| S2 |
3.286 |
3.286 |
3.410 |
|
| S3 |
3.130 |
3.207 |
3.396 |
|
| S4 |
2.974 |
3.051 |
3.353 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.629 |
|
2.618 |
3.569 |
|
1.618 |
3.532 |
|
1.000 |
3.509 |
|
0.618 |
3.495 |
|
HIGH |
3.472 |
|
0.618 |
3.458 |
|
0.500 |
3.454 |
|
0.382 |
3.449 |
|
LOW |
3.435 |
|
0.618 |
3.412 |
|
1.000 |
3.398 |
|
1.618 |
3.375 |
|
2.618 |
3.338 |
|
4.250 |
3.278 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.472 |
| PP |
3.449 |
3.461 |
| S1 |
3.444 |
3.450 |
|