NYMEX Natural Gas Future April 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 |
3.308 |
3.275 |
-0.033 |
-1.0% |
3.230 |
| High |
3.340 |
3.299 |
-0.041 |
-1.2% |
3.340 |
| Low |
3.243 |
3.242 |
-0.001 |
0.0% |
3.191 |
| Close |
3.302 |
3.249 |
-0.053 |
-1.6% |
3.249 |
| Range |
0.097 |
0.057 |
-0.040 |
-41.2% |
0.149 |
| ATR |
0.095 |
0.093 |
-0.003 |
-2.6% |
0.000 |
| Volume |
34,943 |
31,703 |
-3,240 |
-9.3% |
137,396 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.399 |
3.280 |
|
| R3 |
3.377 |
3.342 |
3.265 |
|
| R2 |
3.320 |
3.320 |
3.259 |
|
| R1 |
3.285 |
3.285 |
3.254 |
3.274 |
| PP |
3.263 |
3.263 |
3.263 |
3.258 |
| S1 |
3.228 |
3.228 |
3.244 |
3.217 |
| S2 |
3.206 |
3.206 |
3.239 |
|
| S3 |
3.149 |
3.171 |
3.233 |
|
| S4 |
3.092 |
3.114 |
3.218 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.707 |
3.627 |
3.331 |
|
| R3 |
3.558 |
3.478 |
3.290 |
|
| R2 |
3.409 |
3.409 |
3.276 |
|
| R1 |
3.329 |
3.329 |
3.263 |
3.369 |
| PP |
3.260 |
3.260 |
3.260 |
3.280 |
| S1 |
3.180 |
3.180 |
3.235 |
3.220 |
| S2 |
3.111 |
3.111 |
3.222 |
|
| S3 |
2.962 |
3.031 |
3.208 |
|
| S4 |
2.813 |
2.882 |
3.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.340 |
3.191 |
0.149 |
4.6% |
0.077 |
2.4% |
39% |
False |
False |
27,479 |
| 10 |
3.402 |
3.191 |
0.211 |
6.5% |
0.078 |
2.4% |
27% |
False |
False |
31,039 |
| 20 |
3.765 |
3.191 |
0.574 |
17.7% |
0.092 |
2.8% |
10% |
False |
False |
29,844 |
| 40 |
4.052 |
3.191 |
0.861 |
26.5% |
0.097 |
3.0% |
7% |
False |
False |
26,188 |
| 60 |
4.151 |
3.191 |
0.960 |
29.5% |
0.094 |
2.9% |
6% |
False |
False |
23,607 |
| 80 |
4.500 |
3.191 |
1.309 |
40.3% |
0.093 |
2.9% |
4% |
False |
False |
20,960 |
| 100 |
4.508 |
3.191 |
1.317 |
40.5% |
0.093 |
2.9% |
4% |
False |
False |
18,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.541 |
|
2.618 |
3.448 |
|
1.618 |
3.391 |
|
1.000 |
3.356 |
|
0.618 |
3.334 |
|
HIGH |
3.299 |
|
0.618 |
3.277 |
|
0.500 |
3.271 |
|
0.382 |
3.264 |
|
LOW |
3.242 |
|
0.618 |
3.207 |
|
1.000 |
3.185 |
|
1.618 |
3.150 |
|
2.618 |
3.093 |
|
4.250 |
3.000 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.271 |
3.290 |
| PP |
3.263 |
3.276 |
| S1 |
3.256 |
3.263 |
|