NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.523 |
3.441 |
-0.082 |
-2.3% |
3.400 |
| High |
3.523 |
3.473 |
-0.050 |
-1.4% |
3.523 |
| Low |
3.429 |
3.438 |
0.009 |
0.3% |
3.366 |
| Close |
3.488 |
3.442 |
-0.046 |
-1.3% |
3.442 |
| Range |
0.094 |
0.035 |
-0.059 |
-62.8% |
0.157 |
| ATR |
|
|
|
|
|
| Volume |
4,446 |
1,779 |
-2,667 |
-60.0% |
12,057 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.556 |
3.534 |
3.461 |
|
| R3 |
3.521 |
3.499 |
3.452 |
|
| R2 |
3.486 |
3.486 |
3.448 |
|
| R1 |
3.464 |
3.464 |
3.445 |
3.475 |
| PP |
3.451 |
3.451 |
3.451 |
3.457 |
| S1 |
3.429 |
3.429 |
3.439 |
3.440 |
| S2 |
3.416 |
3.416 |
3.436 |
|
| S3 |
3.381 |
3.394 |
3.432 |
|
| S4 |
3.346 |
3.359 |
3.423 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.835 |
3.528 |
|
| R3 |
3.758 |
3.678 |
3.485 |
|
| R2 |
3.601 |
3.601 |
3.471 |
|
| R1 |
3.521 |
3.521 |
3.456 |
3.561 |
| PP |
3.444 |
3.444 |
3.444 |
3.464 |
| S1 |
3.364 |
3.364 |
3.428 |
3.404 |
| S2 |
3.287 |
3.287 |
3.413 |
|
| S3 |
3.130 |
3.207 |
3.399 |
|
| S4 |
2.973 |
3.050 |
3.356 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.622 |
|
2.618 |
3.565 |
|
1.618 |
3.530 |
|
1.000 |
3.508 |
|
0.618 |
3.495 |
|
HIGH |
3.473 |
|
0.618 |
3.460 |
|
0.500 |
3.456 |
|
0.382 |
3.451 |
|
LOW |
3.438 |
|
0.618 |
3.416 |
|
1.000 |
3.403 |
|
1.618 |
3.381 |
|
2.618 |
3.346 |
|
4.250 |
3.289 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.473 |
| PP |
3.451 |
3.463 |
| S1 |
3.447 |
3.452 |
|