NYMEX Natural Gas Future August 2012
Trading Metrics calculated at close of trading on 28-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.452 |
3.430 |
-0.022 |
-0.6% |
3.401 |
High |
3.491 |
3.449 |
-0.042 |
-1.2% |
3.522 |
Low |
3.419 |
3.391 |
-0.028 |
-0.8% |
3.366 |
Close |
3.434 |
3.397 |
-0.037 |
-1.1% |
3.439 |
Range |
0.072 |
0.058 |
-0.014 |
-19.4% |
0.156 |
ATR |
0.079 |
0.077 |
-0.001 |
-1.9% |
0.000 |
Volume |
1,329 |
1,111 |
-218 |
-16.4% |
10,927 |
|
Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.586 |
3.550 |
3.429 |
|
R3 |
3.528 |
3.492 |
3.413 |
|
R2 |
3.470 |
3.470 |
3.408 |
|
R1 |
3.434 |
3.434 |
3.402 |
3.423 |
PP |
3.412 |
3.412 |
3.412 |
3.407 |
S1 |
3.376 |
3.376 |
3.392 |
3.365 |
S2 |
3.354 |
3.354 |
3.386 |
|
S3 |
3.296 |
3.318 |
3.381 |
|
S4 |
3.238 |
3.260 |
3.365 |
|
|
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 |
3.696 |
2.618 |
3.601 |
1.618 |
3.543 |
1.000 |
3.507 |
0.618 |
3.485 |
HIGH |
3.449 |
0.618 |
3.427 |
0.500 |
3.420 |
0.382 |
3.413 |
LOW |
3.391 |
0.618 |
3.355 |
1.000 |
3.333 |
1.618 |
3.297 |
2.618 |
3.239 |
4.250 |
3.145 |
|
|
Fisher Pivots for day following 28-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.420 |
3.441 |
PP |
3.412 |
3.426 |
S1 |
3.405 |
3.412 |
|