NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.202 |
3.207 |
0.005 |
0.2% |
3.148 |
| High |
3.242 |
3.207 |
-0.035 |
-1.1% |
3.242 |
| Low |
3.142 |
3.135 |
-0.007 |
-0.2% |
3.100 |
| Close |
3.206 |
3.147 |
-0.059 |
-1.8% |
3.147 |
| Range |
0.100 |
0.072 |
-0.028 |
-28.0% |
0.142 |
| ATR |
0.103 |
0.101 |
-0.002 |
-2.1% |
0.000 |
| Volume |
72,311 |
31,842 |
-40,469 |
-56.0% |
233,338 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.379 |
3.335 |
3.187 |
|
| R3 |
3.307 |
3.263 |
3.167 |
|
| R2 |
3.235 |
3.235 |
3.160 |
|
| R1 |
3.191 |
3.191 |
3.154 |
3.177 |
| PP |
3.163 |
3.163 |
3.163 |
3.156 |
| S1 |
3.119 |
3.119 |
3.140 |
3.105 |
| S2 |
3.091 |
3.091 |
3.134 |
|
| S3 |
3.019 |
3.047 |
3.127 |
|
| S4 |
2.947 |
2.975 |
3.107 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.589 |
3.510 |
3.225 |
|
| R3 |
3.447 |
3.368 |
3.186 |
|
| R2 |
3.305 |
3.305 |
3.173 |
|
| R1 |
3.226 |
3.226 |
3.160 |
3.195 |
| PP |
3.163 |
3.163 |
3.163 |
3.147 |
| S1 |
3.084 |
3.084 |
3.134 |
3.053 |
| S2 |
3.021 |
3.021 |
3.121 |
|
| S3 |
2.879 |
2.942 |
3.108 |
|
| S4 |
2.737 |
2.800 |
3.069 |
|
|
| 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 |
4.5% |
0.081 |
2.6% |
33% |
False |
False |
46,667 |
| 10 |
3.337 |
3.100 |
0.237 |
7.5% |
0.085 |
2.7% |
20% |
False |
False |
53,783 |
| 20 |
3.741 |
3.100 |
0.641 |
20.4% |
0.102 |
3.2% |
7% |
False |
False |
46,475 |
| 40 |
4.107 |
3.100 |
1.007 |
32.0% |
0.104 |
3.3% |
5% |
False |
False |
35,265 |
| 60 |
4.213 |
3.100 |
1.113 |
35.4% |
0.101 |
3.2% |
4% |
False |
False |
29,645 |
| 80 |
4.580 |
3.100 |
1.480 |
47.0% |
0.100 |
3.2% |
3% |
False |
False |
24,179 |
| 100 |
4.599 |
3.100 |
1.499 |
47.6% |
0.100 |
3.2% |
3% |
False |
False |
20,579 |
| 120 |
4.958 |
3.100 |
1.858 |
59.0% |
0.099 |
3.1% |
3% |
False |
False |
17,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.513 |
|
2.618 |
3.395 |
|
1.618 |
3.323 |
|
1.000 |
3.279 |
|
0.618 |
3.251 |
|
HIGH |
3.207 |
|
0.618 |
3.179 |
|
0.500 |
3.171 |
|
0.382 |
3.163 |
|
LOW |
3.135 |
|
0.618 |
3.091 |
|
1.000 |
3.063 |
|
1.618 |
3.019 |
|
2.618 |
2.947 |
|
4.250 |
2.829 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.171 |
3.187 |
| PP |
3.163 |
3.173 |
| S1 |
3.155 |
3.160 |
|