NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.294 |
3.328 |
0.034 |
1.0% |
3.600 |
| High |
3.337 |
3.330 |
-0.007 |
-0.2% |
3.600 |
| Low |
3.270 |
3.175 |
-0.095 |
-2.9% |
3.343 |
| Close |
3.321 |
3.187 |
-0.134 |
-4.0% |
3.353 |
| Range |
0.067 |
0.155 |
0.088 |
131.3% |
0.257 |
| ATR |
0.109 |
0.112 |
0.003 |
3.0% |
0.000 |
| Volume |
55,878 |
70,854 |
14,976 |
26.8% |
233,550 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.696 |
3.596 |
3.272 |
|
| R3 |
3.541 |
3.441 |
3.230 |
|
| R2 |
3.386 |
3.386 |
3.215 |
|
| R1 |
3.286 |
3.286 |
3.201 |
3.259 |
| PP |
3.231 |
3.231 |
3.231 |
3.217 |
| S1 |
3.131 |
3.131 |
3.173 |
3.104 |
| S2 |
3.076 |
3.076 |
3.159 |
|
| S3 |
2.921 |
2.976 |
3.144 |
|
| S4 |
2.766 |
2.821 |
3.102 |
|
|
| 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 |
3.175 |
0.405 |
12.7% |
0.106 |
3.3% |
3% |
False |
True |
66,636 |
| 10 |
3.711 |
3.175 |
0.536 |
16.8% |
0.107 |
3.4% |
2% |
False |
True |
51,057 |
| 20 |
3.741 |
3.175 |
0.566 |
17.8% |
0.114 |
3.6% |
2% |
False |
True |
39,719 |
| 40 |
4.107 |
3.175 |
0.932 |
29.2% |
0.105 |
3.3% |
1% |
False |
True |
29,198 |
| 60 |
4.314 |
3.175 |
1.139 |
35.7% |
0.101 |
3.2% |
1% |
False |
True |
24,869 |
| 80 |
4.580 |
3.175 |
1.405 |
44.1% |
0.102 |
3.2% |
1% |
False |
True |
20,396 |
| 100 |
4.753 |
3.175 |
1.578 |
49.5% |
0.099 |
3.1% |
1% |
False |
True |
17,478 |
| 120 |
4.958 |
3.175 |
1.783 |
55.9% |
0.100 |
3.1% |
1% |
False |
True |
14,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.989 |
|
2.618 |
3.736 |
|
1.618 |
3.581 |
|
1.000 |
3.485 |
|
0.618 |
3.426 |
|
HIGH |
3.330 |
|
0.618 |
3.271 |
|
0.500 |
3.253 |
|
0.382 |
3.234 |
|
LOW |
3.175 |
|
0.618 |
3.079 |
|
1.000 |
3.020 |
|
1.618 |
2.924 |
|
2.618 |
2.769 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.253 |
3.256 |
| PP |
3.231 |
3.233 |
| S1 |
3.209 |
3.210 |
|