NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.378 |
3.288 |
-0.090 |
-2.7% |
3.452 |
| High |
3.393 |
3.313 |
-0.080 |
-2.4% |
3.491 |
| Low |
3.299 |
3.248 |
-0.051 |
-1.5% |
3.248 |
| Close |
3.311 |
3.276 |
-0.035 |
-1.1% |
3.276 |
| Range |
0.094 |
0.065 |
-0.029 |
-30.9% |
0.243 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.2% |
0.000 |
| Volume |
2,968 |
2,737 |
-231 |
-7.8% |
8,145 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.474 |
3.440 |
3.312 |
|
| R3 |
3.409 |
3.375 |
3.294 |
|
| R2 |
3.344 |
3.344 |
3.288 |
|
| R1 |
3.310 |
3.310 |
3.282 |
3.295 |
| PP |
3.279 |
3.279 |
3.279 |
3.271 |
| S1 |
3.245 |
3.245 |
3.270 |
3.230 |
| S2 |
3.214 |
3.214 |
3.264 |
|
| S3 |
3.149 |
3.180 |
3.258 |
|
| S4 |
3.084 |
3.115 |
3.240 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.067 |
3.915 |
3.410 |
|
| R3 |
3.824 |
3.672 |
3.343 |
|
| R2 |
3.581 |
3.581 |
3.321 |
|
| R1 |
3.429 |
3.429 |
3.298 |
3.384 |
| PP |
3.338 |
3.338 |
3.338 |
3.316 |
| S1 |
3.186 |
3.186 |
3.254 |
3.141 |
| S2 |
3.095 |
3.095 |
3.231 |
|
| S3 |
2.852 |
2.943 |
3.209 |
|
| S4 |
2.609 |
2.700 |
3.142 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.589 |
|
2.618 |
3.483 |
|
1.618 |
3.418 |
|
1.000 |
3.378 |
|
0.618 |
3.353 |
|
HIGH |
3.313 |
|
0.618 |
3.288 |
|
0.500 |
3.281 |
|
0.382 |
3.273 |
|
LOW |
3.248 |
|
0.618 |
3.208 |
|
1.000 |
3.183 |
|
1.618 |
3.143 |
|
2.618 |
3.078 |
|
4.250 |
2.972 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.281 |
3.349 |
| PP |
3.279 |
3.324 |
| S1 |
3.278 |
3.300 |
|