NYMEX Natural Gas Future September 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.402 |
3.300 |
-0.102 |
-3.0% |
3.468 |
| High |
3.410 |
3.319 |
-0.091 |
-2.7% |
3.495 |
| Low |
3.303 |
3.249 |
-0.054 |
-1.6% |
3.249 |
| Close |
3.317 |
3.283 |
-0.034 |
-1.0% |
3.283 |
| Range |
0.107 |
0.070 |
-0.037 |
-34.6% |
0.246 |
| ATR |
0.078 |
0.077 |
-0.001 |
-0.7% |
0.000 |
| Volume |
2,521 |
2,530 |
9 |
0.4% |
6,877 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.494 |
3.458 |
3.322 |
|
| R3 |
3.424 |
3.388 |
3.302 |
|
| R2 |
3.354 |
3.354 |
3.296 |
|
| R1 |
3.318 |
3.318 |
3.289 |
3.301 |
| PP |
3.284 |
3.284 |
3.284 |
3.275 |
| S1 |
3.248 |
3.248 |
3.277 |
3.231 |
| S2 |
3.214 |
3.214 |
3.270 |
|
| S3 |
3.144 |
3.178 |
3.264 |
|
| S4 |
3.074 |
3.108 |
3.245 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.080 |
3.928 |
3.418 |
|
| R3 |
3.834 |
3.682 |
3.351 |
|
| R2 |
3.588 |
3.588 |
3.328 |
|
| R1 |
3.436 |
3.436 |
3.306 |
3.389 |
| PP |
3.342 |
3.342 |
3.342 |
3.319 |
| S1 |
3.190 |
3.190 |
3.260 |
3.143 |
| S2 |
3.096 |
3.096 |
3.238 |
|
| S3 |
2.850 |
2.944 |
3.215 |
|
| S4 |
2.604 |
2.698 |
3.148 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.617 |
|
2.618 |
3.502 |
|
1.618 |
3.432 |
|
1.000 |
3.389 |
|
0.618 |
3.362 |
|
HIGH |
3.319 |
|
0.618 |
3.292 |
|
0.500 |
3.284 |
|
0.382 |
3.276 |
|
LOW |
3.249 |
|
0.618 |
3.206 |
|
1.000 |
3.179 |
|
1.618 |
3.136 |
|
2.618 |
3.066 |
|
4.250 |
2.952 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.351 |
| PP |
3.284 |
3.328 |
| S1 |
3.283 |
3.306 |
|