NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.124 |
3.093 |
-0.031 |
-1.0% |
3.253 |
| High |
3.173 |
3.119 |
-0.054 |
-1.7% |
3.299 |
| Low |
3.084 |
3.050 |
-0.034 |
-1.1% |
3.084 |
| Close |
3.127 |
3.116 |
-0.011 |
-0.4% |
3.127 |
| Range |
0.089 |
0.069 |
-0.020 |
-22.5% |
0.215 |
| ATR |
0.114 |
0.112 |
-0.003 |
-2.3% |
0.000 |
| Volume |
88,596 |
70,584 |
-18,012 |
-20.3% |
562,012 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.278 |
3.154 |
|
| R3 |
3.233 |
3.209 |
3.135 |
|
| R2 |
3.164 |
3.164 |
3.129 |
|
| R1 |
3.140 |
3.140 |
3.122 |
3.152 |
| PP |
3.095 |
3.095 |
3.095 |
3.101 |
| S1 |
3.071 |
3.071 |
3.110 |
3.083 |
| S2 |
3.026 |
3.026 |
3.103 |
|
| S3 |
2.957 |
3.002 |
3.097 |
|
| S4 |
2.888 |
2.933 |
3.078 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.815 |
3.686 |
3.245 |
|
| R3 |
3.600 |
3.471 |
3.186 |
|
| R2 |
3.385 |
3.385 |
3.166 |
|
| R1 |
3.256 |
3.256 |
3.147 |
3.213 |
| PP |
3.170 |
3.170 |
3.170 |
3.149 |
| S1 |
3.041 |
3.041 |
3.107 |
2.998 |
| S2 |
2.955 |
2.955 |
3.088 |
|
| S3 |
2.740 |
2.826 |
3.068 |
|
| S4 |
2.525 |
2.611 |
3.009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.299 |
3.050 |
0.249 |
8.0% |
0.098 |
3.2% |
27% |
False |
True |
104,524 |
| 10 |
3.545 |
3.050 |
0.495 |
15.9% |
0.101 |
3.2% |
13% |
False |
True |
111,109 |
| 20 |
3.720 |
3.050 |
0.670 |
21.5% |
0.114 |
3.7% |
10% |
False |
True |
110,008 |
| 40 |
4.095 |
3.050 |
1.045 |
33.5% |
0.110 |
3.5% |
6% |
False |
True |
83,300 |
| 60 |
4.300 |
3.050 |
1.250 |
40.1% |
0.107 |
3.4% |
5% |
False |
True |
74,405 |
| 80 |
4.564 |
3.050 |
1.514 |
48.6% |
0.107 |
3.4% |
4% |
False |
True |
63,004 |
| 100 |
4.636 |
3.050 |
1.586 |
50.9% |
0.105 |
3.4% |
4% |
False |
True |
54,757 |
| 120 |
4.962 |
3.050 |
1.912 |
61.4% |
0.106 |
3.4% |
3% |
False |
True |
48,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.412 |
|
2.618 |
3.300 |
|
1.618 |
3.231 |
|
1.000 |
3.188 |
|
0.618 |
3.162 |
|
HIGH |
3.119 |
|
0.618 |
3.093 |
|
0.500 |
3.085 |
|
0.382 |
3.076 |
|
LOW |
3.050 |
|
0.618 |
3.007 |
|
1.000 |
2.981 |
|
1.618 |
2.938 |
|
2.618 |
2.869 |
|
4.250 |
2.757 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.106 |
3.127 |
| PP |
3.095 |
3.123 |
| S1 |
3.085 |
3.120 |
|