NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.207 |
3.134 |
-0.073 |
-2.3% |
3.148 |
| High |
3.207 |
3.219 |
0.012 |
0.4% |
3.242 |
| Low |
3.135 |
3.111 |
-0.024 |
-0.8% |
3.100 |
| Close |
3.147 |
3.150 |
0.003 |
0.1% |
3.147 |
| Range |
0.072 |
0.108 |
0.036 |
50.0% |
0.142 |
| ATR |
0.101 |
0.101 |
0.001 |
0.5% |
0.000 |
| Volume |
31,842 |
59,731 |
27,889 |
87.6% |
233,338 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.425 |
3.209 |
|
| R3 |
3.376 |
3.317 |
3.180 |
|
| R2 |
3.268 |
3.268 |
3.170 |
|
| R1 |
3.209 |
3.209 |
3.160 |
3.239 |
| PP |
3.160 |
3.160 |
3.160 |
3.175 |
| S1 |
3.101 |
3.101 |
3.140 |
3.131 |
| S2 |
3.052 |
3.052 |
3.130 |
|
| S3 |
2.944 |
2.993 |
3.120 |
|
| S4 |
2.836 |
2.885 |
3.091 |
|
|
| 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 |
3.111 |
0.131 |
4.2% |
0.089 |
2.8% |
30% |
False |
True |
51,692 |
| 10 |
3.337 |
3.100 |
0.237 |
7.5% |
0.091 |
2.9% |
21% |
False |
False |
52,650 |
| 20 |
3.711 |
3.100 |
0.611 |
19.4% |
0.098 |
3.1% |
8% |
False |
False |
48,924 |
| 40 |
4.107 |
3.100 |
1.007 |
32.0% |
0.103 |
3.3% |
5% |
False |
False |
36,236 |
| 60 |
4.180 |
3.100 |
1.080 |
34.3% |
0.101 |
3.2% |
5% |
False |
False |
30,380 |
| 80 |
4.500 |
3.100 |
1.400 |
44.4% |
0.099 |
3.1% |
4% |
False |
False |
24,812 |
| 100 |
4.599 |
3.100 |
1.499 |
47.6% |
0.100 |
3.2% |
3% |
False |
False |
21,133 |
| 120 |
4.958 |
3.100 |
1.858 |
59.0% |
0.099 |
3.1% |
3% |
False |
False |
18,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.678 |
|
2.618 |
3.502 |
|
1.618 |
3.394 |
|
1.000 |
3.327 |
|
0.618 |
3.286 |
|
HIGH |
3.219 |
|
0.618 |
3.178 |
|
0.500 |
3.165 |
|
0.382 |
3.152 |
|
LOW |
3.111 |
|
0.618 |
3.044 |
|
1.000 |
3.003 |
|
1.618 |
2.936 |
|
2.618 |
2.828 |
|
4.250 |
2.652 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.165 |
3.177 |
| PP |
3.160 |
3.168 |
| S1 |
3.155 |
3.159 |
|