NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.536 |
3.458 |
-0.078 |
-2.2% |
3.681 |
| High |
3.536 |
3.580 |
0.044 |
1.2% |
3.741 |
| Low |
3.451 |
3.449 |
-0.002 |
-0.1% |
3.549 |
| Close |
3.458 |
3.486 |
0.028 |
0.8% |
3.613 |
| Range |
0.085 |
0.131 |
0.046 |
54.1% |
0.192 |
| ATR |
0.110 |
0.111 |
0.002 |
1.4% |
0.000 |
| Volume |
46,201 |
63,192 |
16,991 |
36.8% |
158,130 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.823 |
3.558 |
|
| R3 |
3.767 |
3.692 |
3.522 |
|
| R2 |
3.636 |
3.636 |
3.510 |
|
| R1 |
3.561 |
3.561 |
3.498 |
3.599 |
| PP |
3.505 |
3.505 |
3.505 |
3.524 |
| S1 |
3.430 |
3.430 |
3.474 |
3.468 |
| S2 |
3.374 |
3.374 |
3.462 |
|
| S3 |
3.243 |
3.299 |
3.450 |
|
| S4 |
3.112 |
3.168 |
3.414 |
|
|
| 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 |
3.688 |
3.435 |
0.253 |
7.3% |
0.106 |
3.0% |
20% |
False |
False |
41,357 |
| 10 |
3.741 |
3.435 |
0.306 |
8.8% |
0.117 |
3.4% |
17% |
False |
False |
35,046 |
| 20 |
3.814 |
3.435 |
0.379 |
10.9% |
0.109 |
3.1% |
13% |
False |
False |
30,332 |
| 40 |
4.153 |
3.435 |
0.718 |
20.6% |
0.108 |
3.1% |
7% |
False |
False |
24,560 |
| 60 |
4.472 |
3.435 |
1.037 |
29.7% |
0.100 |
2.9% |
5% |
False |
False |
20,929 |
| 80 |
4.580 |
3.435 |
1.145 |
32.8% |
0.101 |
2.9% |
4% |
False |
False |
17,384 |
| 100 |
4.944 |
3.435 |
1.509 |
43.3% |
0.100 |
2.9% |
3% |
False |
False |
14,870 |
| 120 |
4.958 |
3.435 |
1.523 |
43.7% |
0.100 |
2.9% |
3% |
False |
False |
12,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.137 |
|
2.618 |
3.923 |
|
1.618 |
3.792 |
|
1.000 |
3.711 |
|
0.618 |
3.661 |
|
HIGH |
3.580 |
|
0.618 |
3.530 |
|
0.500 |
3.515 |
|
0.382 |
3.499 |
|
LOW |
3.449 |
|
0.618 |
3.368 |
|
1.000 |
3.318 |
|
1.618 |
3.237 |
|
2.618 |
3.106 |
|
4.250 |
2.892 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.515 |
3.508 |
| PP |
3.505 |
3.500 |
| S1 |
3.496 |
3.493 |
|