NYMEX Natural Gas Future January 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 |
3.168 |
3.158 |
-0.010 |
-0.3% |
3.093 |
| High |
3.201 |
3.169 |
-0.032 |
-1.0% |
3.201 |
| Low |
3.100 |
3.101 |
0.001 |
0.0% |
3.050 |
| Close |
3.169 |
3.114 |
-0.055 |
-1.7% |
3.114 |
| Range |
0.101 |
0.068 |
-0.033 |
-32.7% |
0.151 |
| ATR |
0.107 |
0.104 |
-0.003 |
-2.6% |
0.000 |
| Volume |
104,839 |
35,070 |
-69,769 |
-66.5% |
380,323 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.291 |
3.151 |
|
| R3 |
3.264 |
3.223 |
3.133 |
|
| R2 |
3.196 |
3.196 |
3.126 |
|
| R1 |
3.155 |
3.155 |
3.120 |
3.142 |
| PP |
3.128 |
3.128 |
3.128 |
3.121 |
| S1 |
3.087 |
3.087 |
3.108 |
3.074 |
| S2 |
3.060 |
3.060 |
3.102 |
|
| S3 |
2.992 |
3.019 |
3.095 |
|
| S4 |
2.924 |
2.951 |
3.077 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.575 |
3.495 |
3.197 |
|
| R3 |
3.424 |
3.344 |
3.156 |
|
| R2 |
3.273 |
3.273 |
3.142 |
|
| R1 |
3.193 |
3.193 |
3.128 |
3.233 |
| PP |
3.122 |
3.122 |
3.122 |
3.142 |
| S1 |
3.042 |
3.042 |
3.100 |
3.082 |
| S2 |
2.971 |
2.971 |
3.086 |
|
| S3 |
2.820 |
2.891 |
3.072 |
|
| S4 |
2.669 |
2.740 |
3.031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.201 |
3.050 |
0.151 |
4.8% |
0.080 |
2.6% |
42% |
False |
False |
76,064 |
| 10 |
3.299 |
3.050 |
0.249 |
8.0% |
0.088 |
2.8% |
26% |
False |
False |
94,233 |
| 20 |
3.720 |
3.050 |
0.670 |
21.5% |
0.106 |
3.4% |
10% |
False |
False |
106,243 |
| 40 |
4.095 |
3.050 |
1.045 |
33.6% |
0.109 |
3.5% |
6% |
False |
False |
87,689 |
| 60 |
4.204 |
3.050 |
1.154 |
37.1% |
0.105 |
3.4% |
6% |
False |
False |
77,587 |
| 80 |
4.564 |
3.050 |
1.514 |
48.6% |
0.105 |
3.4% |
4% |
False |
False |
65,811 |
| 100 |
4.606 |
3.050 |
1.556 |
50.0% |
0.106 |
3.4% |
4% |
False |
False |
57,181 |
| 120 |
4.962 |
3.050 |
1.912 |
61.4% |
0.105 |
3.4% |
3% |
False |
False |
50,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.458 |
|
2.618 |
3.347 |
|
1.618 |
3.279 |
|
1.000 |
3.237 |
|
0.618 |
3.211 |
|
HIGH |
3.169 |
|
0.618 |
3.143 |
|
0.500 |
3.135 |
|
0.382 |
3.127 |
|
LOW |
3.101 |
|
0.618 |
3.059 |
|
1.000 |
3.033 |
|
1.618 |
2.991 |
|
2.618 |
2.923 |
|
4.250 |
2.812 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.135 |
3.148 |
| PP |
3.128 |
3.137 |
| S1 |
3.121 |
3.125 |
|