NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.643 |
3.601 |
-0.042 |
-1.2% |
3.505 |
| High |
3.660 |
3.711 |
0.051 |
1.4% |
3.696 |
| Low |
3.569 |
3.576 |
0.007 |
0.2% |
3.470 |
| Close |
3.581 |
3.680 |
0.099 |
2.8% |
3.693 |
| Range |
0.091 |
0.135 |
0.044 |
48.4% |
0.226 |
| ATR |
0.107 |
0.109 |
0.002 |
1.9% |
0.000 |
| Volume |
34,865 |
36,494 |
1,629 |
4.7% |
127,990 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
4.005 |
3.754 |
|
| R3 |
3.926 |
3.870 |
3.717 |
|
| R2 |
3.791 |
3.791 |
3.705 |
|
| R1 |
3.735 |
3.735 |
3.692 |
3.763 |
| PP |
3.656 |
3.656 |
3.656 |
3.670 |
| S1 |
3.600 |
3.600 |
3.668 |
3.628 |
| S2 |
3.521 |
3.521 |
3.655 |
|
| S3 |
3.386 |
3.465 |
3.643 |
|
| S4 |
3.251 |
3.330 |
3.606 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.221 |
3.817 |
|
| R3 |
4.072 |
3.995 |
3.755 |
|
| R2 |
3.846 |
3.846 |
3.734 |
|
| R1 |
3.769 |
3.769 |
3.714 |
3.808 |
| PP |
3.620 |
3.620 |
3.620 |
3.639 |
| S1 |
3.543 |
3.543 |
3.672 |
3.582 |
| S2 |
3.394 |
3.394 |
3.652 |
|
| S3 |
3.168 |
3.317 |
3.631 |
|
| S4 |
2.942 |
3.091 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.741 |
3.554 |
0.187 |
5.1% |
0.126 |
3.4% |
67% |
False |
False |
27,952 |
| 10 |
3.741 |
3.470 |
0.271 |
7.4% |
0.121 |
3.3% |
77% |
False |
False |
28,551 |
| 20 |
3.954 |
3.470 |
0.484 |
13.2% |
0.106 |
2.9% |
43% |
False |
False |
25,090 |
| 40 |
4.114 |
3.470 |
0.644 |
17.5% |
0.102 |
2.8% |
33% |
False |
False |
21,501 |
| 60 |
4.450 |
3.470 |
0.980 |
26.6% |
0.096 |
2.6% |
21% |
False |
False |
18,594 |
| 80 |
4.558 |
3.470 |
1.088 |
29.6% |
0.097 |
2.6% |
19% |
False |
False |
15,905 |
| 100 |
4.912 |
3.470 |
1.442 |
39.2% |
0.096 |
2.6% |
15% |
False |
False |
13,765 |
| 120 |
5.055 |
3.470 |
1.585 |
43.1% |
0.096 |
2.6% |
13% |
False |
False |
12,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.285 |
|
2.618 |
4.064 |
|
1.618 |
3.929 |
|
1.000 |
3.846 |
|
0.618 |
3.794 |
|
HIGH |
3.711 |
|
0.618 |
3.659 |
|
0.500 |
3.644 |
|
0.382 |
3.628 |
|
LOW |
3.576 |
|
0.618 |
3.493 |
|
1.000 |
3.441 |
|
1.618 |
3.358 |
|
2.618 |
3.223 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.668 |
3.664 |
| PP |
3.656 |
3.649 |
| S1 |
3.644 |
3.633 |
|