NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.441 |
3.468 |
0.027 |
0.8% |
3.400 |
| High |
3.473 |
3.495 |
0.022 |
0.6% |
3.523 |
| Low |
3.438 |
3.421 |
-0.017 |
-0.5% |
3.366 |
| Close |
3.442 |
3.438 |
-0.004 |
-0.1% |
3.442 |
| Range |
0.035 |
0.074 |
0.039 |
111.4% |
0.157 |
| ATR |
|
|
|
|
|
| Volume |
1,779 |
772 |
-1,007 |
-56.6% |
12,057 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.630 |
3.479 |
|
| R3 |
3.599 |
3.556 |
3.458 |
|
| R2 |
3.525 |
3.525 |
3.452 |
|
| R1 |
3.482 |
3.482 |
3.445 |
3.467 |
| PP |
3.451 |
3.451 |
3.451 |
3.444 |
| S1 |
3.408 |
3.408 |
3.431 |
3.393 |
| S2 |
3.377 |
3.377 |
3.424 |
|
| S3 |
3.303 |
3.334 |
3.418 |
|
| S4 |
3.229 |
3.260 |
3.397 |
|
|
| 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 |
3.810 |
|
2.618 |
3.689 |
|
1.618 |
3.615 |
|
1.000 |
3.569 |
|
0.618 |
3.541 |
|
HIGH |
3.495 |
|
0.618 |
3.467 |
|
0.500 |
3.458 |
|
0.382 |
3.449 |
|
LOW |
3.421 |
|
0.618 |
3.375 |
|
1.000 |
3.347 |
|
1.618 |
3.301 |
|
2.618 |
3.227 |
|
4.250 |
3.107 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.458 |
3.472 |
| PP |
3.451 |
3.461 |
| S1 |
3.445 |
3.449 |
|