NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.448 |
3.452 |
0.004 |
0.1% |
3.401 |
| High |
3.472 |
3.491 |
0.019 |
0.5% |
3.522 |
| Low |
3.435 |
3.419 |
-0.016 |
-0.5% |
3.366 |
| Close |
3.439 |
3.434 |
-0.005 |
-0.1% |
3.439 |
| Range |
0.037 |
0.072 |
0.035 |
94.6% |
0.156 |
| ATR |
0.079 |
0.079 |
-0.001 |
-0.7% |
0.000 |
| Volume |
2,117 |
1,329 |
-788 |
-37.2% |
10,927 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.621 |
3.474 |
|
| R3 |
3.592 |
3.549 |
3.454 |
|
| R2 |
3.520 |
3.520 |
3.447 |
|
| R1 |
3.477 |
3.477 |
3.441 |
3.463 |
| PP |
3.448 |
3.448 |
3.448 |
3.441 |
| S1 |
3.405 |
3.405 |
3.427 |
3.391 |
| S2 |
3.376 |
3.376 |
3.421 |
|
| S3 |
3.304 |
3.333 |
3.414 |
|
| S4 |
3.232 |
3.261 |
3.394 |
|
|
| 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 |
3.797 |
|
2.618 |
3.679 |
|
1.618 |
3.607 |
|
1.000 |
3.563 |
|
0.618 |
3.535 |
|
HIGH |
3.491 |
|
0.618 |
3.463 |
|
0.500 |
3.455 |
|
0.382 |
3.447 |
|
LOW |
3.419 |
|
0.618 |
3.375 |
|
1.000 |
3.347 |
|
1.618 |
3.303 |
|
2.618 |
3.231 |
|
4.250 |
3.113 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.471 |
| PP |
3.448 |
3.458 |
| S1 |
3.441 |
3.446 |
|