NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.432 |
3.402 |
-0.030 |
-0.9% |
3.400 |
| High |
3.453 |
3.410 |
-0.043 |
-1.2% |
3.523 |
| Low |
3.396 |
3.303 |
-0.093 |
-2.7% |
3.366 |
| Close |
3.402 |
3.317 |
-0.085 |
-2.5% |
3.442 |
| Range |
0.057 |
0.107 |
0.050 |
87.7% |
0.157 |
| ATR |
0.076 |
0.078 |
0.002 |
3.0% |
0.000 |
| Volume |
1,054 |
2,521 |
1,467 |
139.2% |
12,057 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.598 |
3.376 |
|
| R3 |
3.557 |
3.491 |
3.346 |
|
| R2 |
3.450 |
3.450 |
3.337 |
|
| R1 |
3.384 |
3.384 |
3.327 |
3.364 |
| PP |
3.343 |
3.343 |
3.343 |
3.333 |
| S1 |
3.277 |
3.277 |
3.307 |
3.257 |
| S2 |
3.236 |
3.236 |
3.297 |
|
| S3 |
3.129 |
3.170 |
3.288 |
|
| S4 |
3.022 |
3.063 |
3.258 |
|
|
| 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 |
3.865 |
|
2.618 |
3.690 |
|
1.618 |
3.583 |
|
1.000 |
3.517 |
|
0.618 |
3.476 |
|
HIGH |
3.410 |
|
0.618 |
3.369 |
|
0.500 |
3.357 |
|
0.382 |
3.344 |
|
LOW |
3.303 |
|
0.618 |
3.237 |
|
1.000 |
3.196 |
|
1.618 |
3.130 |
|
2.618 |
3.023 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.357 |
3.399 |
| PP |
3.343 |
3.372 |
| S1 |
3.330 |
3.344 |
|