NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.644 |
0.069 |
1.9% |
3.659 |
| High |
3.689 |
3.663 |
-0.026 |
-0.7% |
3.720 |
| Low |
3.541 |
3.568 |
0.027 |
0.8% |
3.521 |
| Close |
3.649 |
3.584 |
-0.065 |
-1.8% |
3.584 |
| Range |
0.148 |
0.095 |
-0.053 |
-35.8% |
0.199 |
| ATR |
0.118 |
0.116 |
-0.002 |
-1.4% |
0.000 |
| Volume |
167,480 |
82,503 |
-84,977 |
-50.7% |
601,544 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.832 |
3.636 |
|
| R3 |
3.795 |
3.737 |
3.610 |
|
| R2 |
3.700 |
3.700 |
3.601 |
|
| R1 |
3.642 |
3.642 |
3.593 |
3.624 |
| PP |
3.605 |
3.605 |
3.605 |
3.596 |
| S1 |
3.547 |
3.547 |
3.575 |
3.529 |
| S2 |
3.510 |
3.510 |
3.567 |
|
| S3 |
3.415 |
3.452 |
3.558 |
|
| S4 |
3.320 |
3.357 |
3.532 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.094 |
3.693 |
|
| R3 |
4.006 |
3.895 |
3.639 |
|
| R2 |
3.807 |
3.807 |
3.620 |
|
| R1 |
3.696 |
3.696 |
3.602 |
3.652 |
| PP |
3.608 |
3.608 |
3.608 |
3.587 |
| S1 |
3.497 |
3.497 |
3.566 |
3.453 |
| S2 |
3.409 |
3.409 |
3.548 |
|
| S3 |
3.210 |
3.298 |
3.529 |
|
| S4 |
3.011 |
3.099 |
3.475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.720 |
3.521 |
0.199 |
5.6% |
0.131 |
3.7% |
32% |
False |
False |
120,308 |
| 10 |
3.720 |
3.461 |
0.259 |
7.2% |
0.126 |
3.5% |
47% |
False |
False |
107,678 |
| 20 |
3.955 |
3.461 |
0.494 |
13.8% |
0.113 |
3.1% |
25% |
False |
False |
85,951 |
| 40 |
4.143 |
3.461 |
0.682 |
19.0% |
0.110 |
3.1% |
18% |
False |
False |
72,797 |
| 60 |
4.477 |
3.461 |
1.016 |
28.3% |
0.105 |
2.9% |
12% |
False |
False |
60,019 |
| 80 |
4.606 |
3.461 |
1.145 |
31.9% |
0.107 |
3.0% |
11% |
False |
False |
50,809 |
| 100 |
4.962 |
3.461 |
1.501 |
41.9% |
0.105 |
2.9% |
8% |
False |
False |
44,287 |
| 120 |
5.088 |
3.461 |
1.627 |
45.4% |
0.106 |
2.9% |
8% |
False |
False |
39,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.067 |
|
2.618 |
3.912 |
|
1.618 |
3.817 |
|
1.000 |
3.758 |
|
0.618 |
3.722 |
|
HIGH |
3.663 |
|
0.618 |
3.627 |
|
0.500 |
3.616 |
|
0.382 |
3.604 |
|
LOW |
3.568 |
|
0.618 |
3.509 |
|
1.000 |
3.473 |
|
1.618 |
3.414 |
|
2.618 |
3.319 |
|
4.250 |
3.164 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.616 |
3.615 |
| PP |
3.605 |
3.604 |
| S1 |
3.595 |
3.594 |
|