NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.430 |
3.378 |
-0.052 |
-1.5% |
3.401 |
| High |
3.449 |
3.393 |
-0.056 |
-1.6% |
3.522 |
| Low |
3.391 |
3.299 |
-0.092 |
-2.7% |
3.366 |
| Close |
3.397 |
3.311 |
-0.086 |
-2.5% |
3.439 |
| Range |
0.058 |
0.094 |
0.036 |
62.1% |
0.156 |
| ATR |
0.077 |
0.079 |
0.001 |
1.9% |
0.000 |
| Volume |
1,111 |
2,968 |
1,857 |
167.1% |
10,927 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.616 |
3.558 |
3.363 |
|
| R3 |
3.522 |
3.464 |
3.337 |
|
| R2 |
3.428 |
3.428 |
3.328 |
|
| R1 |
3.370 |
3.370 |
3.320 |
3.352 |
| PP |
3.334 |
3.334 |
3.334 |
3.326 |
| S1 |
3.276 |
3.276 |
3.302 |
3.258 |
| S2 |
3.240 |
3.240 |
3.294 |
|
| S3 |
3.146 |
3.182 |
3.285 |
|
| S4 |
3.052 |
3.088 |
3.259 |
|
|
| 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 |
3.793 |
|
2.618 |
3.639 |
|
1.618 |
3.545 |
|
1.000 |
3.487 |
|
0.618 |
3.451 |
|
HIGH |
3.393 |
|
0.618 |
3.357 |
|
0.500 |
3.346 |
|
0.382 |
3.335 |
|
LOW |
3.299 |
|
0.618 |
3.241 |
|
1.000 |
3.205 |
|
1.618 |
3.147 |
|
2.618 |
3.053 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.346 |
3.395 |
| PP |
3.334 |
3.367 |
| S1 |
3.323 |
3.339 |
|