NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.450 |
3.523 |
0.073 |
2.1% |
3.510 |
| High |
3.519 |
3.523 |
0.004 |
0.1% |
3.568 |
| Low |
3.423 |
3.429 |
0.006 |
0.2% |
3.414 |
| Close |
3.482 |
3.488 |
0.006 |
0.2% |
3.437 |
| Range |
0.096 |
0.094 |
-0.002 |
-2.1% |
0.154 |
| ATR |
|
|
|
|
|
| Volume |
1,645 |
4,446 |
2,801 |
170.3% |
20,627 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.762 |
3.719 |
3.540 |
|
| R3 |
3.668 |
3.625 |
3.514 |
|
| R2 |
3.574 |
3.574 |
3.505 |
|
| R1 |
3.531 |
3.531 |
3.497 |
3.506 |
| PP |
3.480 |
3.480 |
3.480 |
3.467 |
| S1 |
3.437 |
3.437 |
3.479 |
3.412 |
| S2 |
3.386 |
3.386 |
3.471 |
|
| S3 |
3.292 |
3.343 |
3.462 |
|
| S4 |
3.198 |
3.249 |
3.436 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.935 |
3.840 |
3.522 |
|
| R3 |
3.781 |
3.686 |
3.479 |
|
| R2 |
3.627 |
3.627 |
3.465 |
|
| R1 |
3.532 |
3.532 |
3.451 |
3.503 |
| PP |
3.473 |
3.473 |
3.473 |
3.458 |
| S1 |
3.378 |
3.378 |
3.423 |
3.349 |
| S2 |
3.319 |
3.319 |
3.409 |
|
| S3 |
3.165 |
3.224 |
3.395 |
|
| S4 |
3.011 |
3.070 |
3.352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.923 |
|
2.618 |
3.769 |
|
1.618 |
3.675 |
|
1.000 |
3.617 |
|
0.618 |
3.581 |
|
HIGH |
3.523 |
|
0.618 |
3.487 |
|
0.500 |
3.476 |
|
0.382 |
3.465 |
|
LOW |
3.429 |
|
0.618 |
3.371 |
|
1.000 |
3.335 |
|
1.618 |
3.277 |
|
2.618 |
3.183 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.484 |
3.480 |
| PP |
3.480 |
3.472 |
| S1 |
3.476 |
3.465 |
|