NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.299 |
3.294 |
-0.005 |
-0.2% |
3.600 |
| High |
3.305 |
3.337 |
0.032 |
1.0% |
3.600 |
| Low |
3.255 |
3.270 |
0.015 |
0.5% |
3.343 |
| Close |
3.294 |
3.321 |
0.027 |
0.8% |
3.353 |
| Range |
0.050 |
0.067 |
0.017 |
34.0% |
0.257 |
| ATR |
0.112 |
0.109 |
-0.003 |
-2.9% |
0.000 |
| Volume |
71,062 |
55,878 |
-15,184 |
-21.4% |
233,550 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.483 |
3.358 |
|
| R3 |
3.443 |
3.416 |
3.339 |
|
| R2 |
3.376 |
3.376 |
3.333 |
|
| R1 |
3.349 |
3.349 |
3.327 |
3.363 |
| PP |
3.309 |
3.309 |
3.309 |
3.316 |
| S1 |
3.282 |
3.282 |
3.315 |
3.296 |
| S2 |
3.242 |
3.242 |
3.309 |
|
| S3 |
3.175 |
3.215 |
3.303 |
|
| S4 |
3.108 |
3.148 |
3.284 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.035 |
3.494 |
|
| R3 |
3.946 |
3.778 |
3.424 |
|
| R2 |
3.689 |
3.689 |
3.400 |
|
| R1 |
3.521 |
3.521 |
3.377 |
3.477 |
| PP |
3.432 |
3.432 |
3.432 |
3.410 |
| S1 |
3.264 |
3.264 |
3.329 |
3.220 |
| S2 |
3.175 |
3.175 |
3.306 |
|
| S3 |
2.918 |
3.007 |
3.282 |
|
| S4 |
2.661 |
2.750 |
3.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.580 |
3.255 |
0.325 |
9.8% |
0.092 |
2.8% |
20% |
False |
False |
61,706 |
| 10 |
3.711 |
3.255 |
0.456 |
13.7% |
0.101 |
3.0% |
14% |
False |
False |
47,493 |
| 20 |
3.741 |
3.255 |
0.486 |
14.6% |
0.110 |
3.3% |
14% |
False |
False |
37,421 |
| 40 |
4.107 |
3.255 |
0.852 |
25.7% |
0.104 |
3.1% |
8% |
False |
False |
27,765 |
| 60 |
4.357 |
3.255 |
1.102 |
33.2% |
0.099 |
3.0% |
6% |
False |
False |
23,801 |
| 80 |
4.580 |
3.255 |
1.325 |
39.9% |
0.101 |
3.1% |
5% |
False |
False |
19,554 |
| 100 |
4.809 |
3.255 |
1.554 |
46.8% |
0.099 |
3.0% |
4% |
False |
False |
16,788 |
| 120 |
4.958 |
3.255 |
1.703 |
51.3% |
0.099 |
3.0% |
4% |
False |
False |
14,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.622 |
|
2.618 |
3.512 |
|
1.618 |
3.445 |
|
1.000 |
3.404 |
|
0.618 |
3.378 |
|
HIGH |
3.337 |
|
0.618 |
3.311 |
|
0.500 |
3.304 |
|
0.382 |
3.296 |
|
LOW |
3.270 |
|
0.618 |
3.229 |
|
1.000 |
3.203 |
|
1.618 |
3.162 |
|
2.618 |
3.095 |
|
4.250 |
2.985 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.315 |
3.363 |
| PP |
3.309 |
3.349 |
| S1 |
3.304 |
3.335 |
|