NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.173 |
3.202 |
0.029 |
0.9% |
3.299 |
| High |
3.233 |
3.242 |
0.009 |
0.3% |
3.337 |
| Low |
3.131 |
3.142 |
0.011 |
0.4% |
3.137 |
| Close |
3.198 |
3.206 |
0.008 |
0.3% |
3.174 |
| Range |
0.102 |
0.100 |
-0.002 |
-2.0% |
0.200 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.2% |
0.000 |
| Volume |
50,879 |
72,311 |
21,432 |
42.1% |
304,501 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.497 |
3.451 |
3.261 |
|
| R3 |
3.397 |
3.351 |
3.234 |
|
| R2 |
3.297 |
3.297 |
3.224 |
|
| R1 |
3.251 |
3.251 |
3.215 |
3.274 |
| PP |
3.197 |
3.197 |
3.197 |
3.208 |
| S1 |
3.151 |
3.151 |
3.197 |
3.174 |
| S2 |
3.097 |
3.097 |
3.188 |
|
| S3 |
2.997 |
3.051 |
3.179 |
|
| S4 |
2.897 |
2.951 |
3.151 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.695 |
3.284 |
|
| R3 |
3.616 |
3.495 |
3.229 |
|
| R2 |
3.416 |
3.416 |
3.211 |
|
| R1 |
3.295 |
3.295 |
3.192 |
3.256 |
| PP |
3.216 |
3.216 |
3.216 |
3.196 |
| S1 |
3.095 |
3.095 |
3.156 |
3.056 |
| S2 |
3.016 |
3.016 |
3.137 |
|
| S3 |
2.816 |
2.895 |
3.119 |
|
| S4 |
2.616 |
2.695 |
3.064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.242 |
3.100 |
0.142 |
4.4% |
0.083 |
2.6% |
75% |
True |
False |
49,742 |
| 10 |
3.471 |
3.100 |
0.371 |
11.6% |
0.091 |
2.8% |
29% |
False |
False |
57,819 |
| 20 |
3.741 |
3.100 |
0.641 |
20.0% |
0.104 |
3.2% |
17% |
False |
False |
46,433 |
| 40 |
4.107 |
3.100 |
1.007 |
31.4% |
0.104 |
3.3% |
11% |
False |
False |
34,761 |
| 60 |
4.254 |
3.100 |
1.154 |
36.0% |
0.102 |
3.2% |
9% |
False |
False |
29,254 |
| 80 |
4.580 |
3.100 |
1.480 |
46.2% |
0.101 |
3.1% |
7% |
False |
False |
23,835 |
| 100 |
4.599 |
3.100 |
1.499 |
46.8% |
0.100 |
3.1% |
7% |
False |
False |
20,315 |
| 120 |
4.958 |
3.100 |
1.858 |
58.0% |
0.099 |
3.1% |
6% |
False |
False |
17,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.667 |
|
2.618 |
3.504 |
|
1.618 |
3.404 |
|
1.000 |
3.342 |
|
0.618 |
3.304 |
|
HIGH |
3.242 |
|
0.618 |
3.204 |
|
0.500 |
3.192 |
|
0.382 |
3.180 |
|
LOW |
3.142 |
|
0.618 |
3.080 |
|
1.000 |
3.042 |
|
1.618 |
2.980 |
|
2.618 |
2.880 |
|
4.250 |
2.717 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.201 |
3.199 |
| PP |
3.197 |
3.193 |
| S1 |
3.192 |
3.186 |
|