NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.678 |
3.600 |
-0.078 |
-2.1% |
3.681 |
| High |
3.688 |
3.600 |
-0.088 |
-2.4% |
3.741 |
| Low |
3.600 |
3.475 |
-0.125 |
-3.5% |
3.549 |
| Close |
3.613 |
3.490 |
-0.123 |
-3.4% |
3.613 |
| Range |
0.088 |
0.125 |
0.037 |
42.0% |
0.192 |
| ATR |
0.110 |
0.112 |
0.002 |
1.8% |
0.000 |
| Volume |
45,433 |
20,911 |
-24,522 |
-54.0% |
158,130 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.897 |
3.818 |
3.559 |
|
| R3 |
3.772 |
3.693 |
3.524 |
|
| R2 |
3.647 |
3.647 |
3.513 |
|
| R1 |
3.568 |
3.568 |
3.501 |
3.545 |
| PP |
3.522 |
3.522 |
3.522 |
3.510 |
| S1 |
3.443 |
3.443 |
3.479 |
3.420 |
| S2 |
3.397 |
3.397 |
3.467 |
|
| S3 |
3.272 |
3.318 |
3.456 |
|
| S4 |
3.147 |
3.193 |
3.421 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.104 |
3.719 |
|
| R3 |
4.018 |
3.912 |
3.666 |
|
| R2 |
3.826 |
3.826 |
3.648 |
|
| R1 |
3.720 |
3.720 |
3.631 |
3.677 |
| PP |
3.634 |
3.634 |
3.634 |
3.613 |
| S1 |
3.528 |
3.528 |
3.595 |
3.485 |
| S2 |
3.442 |
3.442 |
3.578 |
|
| S3 |
3.250 |
3.336 |
3.560 |
|
| S4 |
3.058 |
3.144 |
3.507 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.711 |
3.475 |
0.236 |
6.8% |
0.110 |
3.2% |
6% |
False |
True |
33,655 |
| 10 |
3.741 |
3.475 |
0.266 |
7.6% |
0.121 |
3.5% |
6% |
False |
True |
31,186 |
| 20 |
3.900 |
3.475 |
0.425 |
12.2% |
0.109 |
3.1% |
4% |
False |
True |
26,334 |
| 40 |
4.153 |
3.475 |
0.678 |
19.4% |
0.106 |
3.0% |
2% |
False |
True |
22,702 |
| 60 |
4.500 |
3.475 |
1.025 |
29.4% |
0.100 |
2.9% |
1% |
False |
True |
18,977 |
| 80 |
4.590 |
3.475 |
1.115 |
31.9% |
0.100 |
2.9% |
1% |
False |
True |
15,859 |
| 100 |
4.958 |
3.475 |
1.483 |
42.5% |
0.099 |
2.8% |
1% |
False |
True |
13,547 |
| 120 |
5.064 |
3.475 |
1.589 |
45.5% |
0.100 |
2.9% |
1% |
False |
True |
11,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.131 |
|
2.618 |
3.927 |
|
1.618 |
3.802 |
|
1.000 |
3.725 |
|
0.618 |
3.677 |
|
HIGH |
3.600 |
|
0.618 |
3.552 |
|
0.500 |
3.538 |
|
0.382 |
3.523 |
|
LOW |
3.475 |
|
0.618 |
3.398 |
|
1.000 |
3.350 |
|
1.618 |
3.273 |
|
2.618 |
3.148 |
|
4.250 |
2.944 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.538 |
3.593 |
| PP |
3.522 |
3.559 |
| S1 |
3.506 |
3.524 |
|