NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.601 |
3.689 |
0.088 |
2.4% |
3.673 |
| High |
3.711 |
3.694 |
-0.017 |
-0.5% |
3.741 |
| Low |
3.576 |
3.607 |
0.031 |
0.9% |
3.554 |
| Close |
3.680 |
3.621 |
-0.059 |
-1.6% |
3.621 |
| Range |
0.135 |
0.087 |
-0.048 |
-35.6% |
0.187 |
| ATR |
0.109 |
0.108 |
-0.002 |
-1.5% |
0.000 |
| Volume |
36,494 |
51,935 |
15,441 |
42.3% |
164,875 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.848 |
3.669 |
|
| R3 |
3.815 |
3.761 |
3.645 |
|
| R2 |
3.728 |
3.728 |
3.637 |
|
| R1 |
3.674 |
3.674 |
3.629 |
3.658 |
| PP |
3.641 |
3.641 |
3.641 |
3.632 |
| S1 |
3.587 |
3.587 |
3.613 |
3.571 |
| S2 |
3.554 |
3.554 |
3.605 |
|
| S3 |
3.467 |
3.500 |
3.597 |
|
| S4 |
3.380 |
3.413 |
3.573 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.097 |
3.724 |
|
| R3 |
4.013 |
3.910 |
3.672 |
|
| R2 |
3.826 |
3.826 |
3.655 |
|
| R1 |
3.723 |
3.723 |
3.638 |
3.681 |
| PP |
3.639 |
3.639 |
3.639 |
3.618 |
| S1 |
3.536 |
3.536 |
3.604 |
3.494 |
| S2 |
3.452 |
3.452 |
3.587 |
|
| S3 |
3.265 |
3.349 |
3.570 |
|
| S4 |
3.078 |
3.162 |
3.518 |
|
|
| 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 |
5.2% |
0.121 |
3.3% |
36% |
False |
False |
32,975 |
| 10 |
3.741 |
3.470 |
0.271 |
7.5% |
0.117 |
3.2% |
56% |
False |
False |
31,625 |
| 20 |
3.933 |
3.470 |
0.463 |
12.8% |
0.105 |
2.9% |
33% |
False |
False |
26,705 |
| 40 |
4.114 |
3.470 |
0.644 |
17.8% |
0.102 |
2.8% |
23% |
False |
False |
22,448 |
| 60 |
4.450 |
3.470 |
0.980 |
27.1% |
0.096 |
2.7% |
15% |
False |
False |
19,199 |
| 80 |
4.558 |
3.470 |
1.088 |
30.0% |
0.097 |
2.7% |
14% |
False |
False |
16,484 |
| 100 |
4.912 |
3.470 |
1.442 |
39.8% |
0.096 |
2.7% |
10% |
False |
False |
14,252 |
| 120 |
5.015 |
3.470 |
1.545 |
42.7% |
0.096 |
2.7% |
10% |
False |
False |
12,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.922 |
|
1.618 |
3.835 |
|
1.000 |
3.781 |
|
0.618 |
3.748 |
|
HIGH |
3.694 |
|
0.618 |
3.661 |
|
0.500 |
3.651 |
|
0.382 |
3.640 |
|
LOW |
3.607 |
|
0.618 |
3.553 |
|
1.000 |
3.520 |
|
1.618 |
3.466 |
|
2.618 |
3.379 |
|
4.250 |
3.237 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.651 |
3.640 |
| PP |
3.641 |
3.634 |
| S1 |
3.631 |
3.627 |
|