NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.435 |
3.253 |
-0.182 |
-5.3% |
3.570 |
| High |
3.441 |
3.271 |
-0.170 |
-4.9% |
3.572 |
| Low |
3.309 |
3.217 |
-0.092 |
-2.8% |
3.309 |
| Close |
3.317 |
3.254 |
-0.063 |
-1.9% |
3.317 |
| Range |
0.132 |
0.054 |
-0.078 |
-59.1% |
0.263 |
| ATR |
0.119 |
0.118 |
-0.001 |
-1.1% |
0.000 |
| Volume |
149,280 |
109,972 |
-39,308 |
-26.3% |
580,999 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.386 |
3.284 |
|
| R3 |
3.355 |
3.332 |
3.269 |
|
| R2 |
3.301 |
3.301 |
3.264 |
|
| R1 |
3.278 |
3.278 |
3.259 |
3.290 |
| PP |
3.247 |
3.247 |
3.247 |
3.253 |
| S1 |
3.224 |
3.224 |
3.249 |
3.236 |
| S2 |
3.193 |
3.193 |
3.244 |
|
| S3 |
3.139 |
3.170 |
3.239 |
|
| S4 |
3.085 |
3.116 |
3.224 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.188 |
4.016 |
3.462 |
|
| R3 |
3.925 |
3.753 |
3.389 |
|
| R2 |
3.662 |
3.662 |
3.365 |
|
| R1 |
3.490 |
3.490 |
3.341 |
3.445 |
| PP |
3.399 |
3.399 |
3.399 |
3.377 |
| S1 |
3.227 |
3.227 |
3.293 |
3.182 |
| S2 |
3.136 |
3.136 |
3.269 |
|
| S3 |
2.873 |
2.964 |
3.245 |
|
| S4 |
2.610 |
2.701 |
3.172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.545 |
3.217 |
0.328 |
10.1% |
0.104 |
3.2% |
11% |
False |
True |
117,694 |
| 10 |
3.689 |
3.217 |
0.472 |
14.5% |
0.110 |
3.4% |
8% |
False |
True |
117,262 |
| 20 |
3.720 |
3.217 |
0.503 |
15.5% |
0.116 |
3.6% |
7% |
False |
True |
104,402 |
| 40 |
4.143 |
3.217 |
0.926 |
28.5% |
0.111 |
3.4% |
4% |
False |
True |
76,739 |
| 60 |
4.350 |
3.217 |
1.133 |
34.8% |
0.104 |
3.2% |
3% |
False |
True |
68,324 |
| 80 |
4.564 |
3.217 |
1.347 |
41.4% |
0.107 |
3.3% |
3% |
False |
True |
57,717 |
| 100 |
4.830 |
3.217 |
1.613 |
49.6% |
0.105 |
3.2% |
2% |
False |
True |
50,132 |
| 120 |
4.962 |
3.217 |
1.745 |
53.6% |
0.106 |
3.3% |
2% |
False |
True |
44,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.501 |
|
2.618 |
3.412 |
|
1.618 |
3.358 |
|
1.000 |
3.325 |
|
0.618 |
3.304 |
|
HIGH |
3.271 |
|
0.618 |
3.250 |
|
0.500 |
3.244 |
|
0.382 |
3.238 |
|
LOW |
3.217 |
|
0.618 |
3.184 |
|
1.000 |
3.163 |
|
1.618 |
3.130 |
|
2.618 |
3.076 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.251 |
3.381 |
| PP |
3.247 |
3.339 |
| S1 |
3.244 |
3.296 |
|