NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.468 |
3.432 |
-0.036 |
-1.0% |
3.400 |
| High |
3.495 |
3.453 |
-0.042 |
-1.2% |
3.523 |
| Low |
3.421 |
3.396 |
-0.025 |
-0.7% |
3.366 |
| Close |
3.438 |
3.402 |
-0.036 |
-1.0% |
3.442 |
| Range |
0.074 |
0.057 |
-0.017 |
-23.0% |
0.157 |
| ATR |
0.000 |
0.076 |
0.076 |
|
0.000 |
| Volume |
772 |
1,054 |
282 |
36.5% |
12,057 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.588 |
3.552 |
3.433 |
|
| R3 |
3.531 |
3.495 |
3.418 |
|
| R2 |
3.474 |
3.474 |
3.412 |
|
| R1 |
3.438 |
3.438 |
3.407 |
3.428 |
| PP |
3.417 |
3.417 |
3.417 |
3.412 |
| S1 |
3.381 |
3.381 |
3.397 |
3.371 |
| S2 |
3.360 |
3.360 |
3.392 |
|
| S3 |
3.303 |
3.324 |
3.386 |
|
| S4 |
3.246 |
3.267 |
3.371 |
|
|
| 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 |
3.695 |
|
2.618 |
3.602 |
|
1.618 |
3.545 |
|
1.000 |
3.510 |
|
0.618 |
3.488 |
|
HIGH |
3.453 |
|
0.618 |
3.431 |
|
0.500 |
3.425 |
|
0.382 |
3.418 |
|
LOW |
3.396 |
|
0.618 |
3.361 |
|
1.000 |
3.339 |
|
1.618 |
3.304 |
|
2.618 |
3.247 |
|
4.250 |
3.154 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.425 |
3.446 |
| PP |
3.417 |
3.431 |
| S1 |
3.410 |
3.417 |
|