NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.604 |
3.500 |
-0.104 |
-2.9% |
3.673 |
| High |
3.607 |
3.544 |
-0.063 |
-1.7% |
3.741 |
| Low |
3.487 |
3.449 |
-0.038 |
-1.1% |
3.554 |
| Close |
3.500 |
3.533 |
0.033 |
0.9% |
3.621 |
| Range |
0.120 |
0.095 |
-0.025 |
-20.8% |
0.187 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
| Volume |
29,891 |
36,580 |
6,689 |
22.4% |
164,875 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.758 |
3.585 |
|
| R3 |
3.699 |
3.663 |
3.559 |
|
| R2 |
3.604 |
3.604 |
3.550 |
|
| R1 |
3.568 |
3.568 |
3.542 |
3.586 |
| PP |
3.509 |
3.509 |
3.509 |
3.518 |
| S1 |
3.473 |
3.473 |
3.524 |
3.491 |
| S2 |
3.414 |
3.414 |
3.516 |
|
| S3 |
3.319 |
3.378 |
3.507 |
|
| S4 |
3.224 |
3.283 |
3.481 |
|
|
| 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 |
3.711 |
3.449 |
0.262 |
7.4% |
0.106 |
3.0% |
32% |
False |
True |
37,953 |
| 10 |
3.741 |
3.449 |
0.292 |
8.3% |
0.116 |
3.3% |
29% |
False |
True |
33,250 |
| 20 |
3.852 |
3.449 |
0.403 |
11.4% |
0.107 |
3.0% |
21% |
False |
True |
27,405 |
| 40 |
4.114 |
3.449 |
0.665 |
18.8% |
0.103 |
2.9% |
13% |
False |
True |
23,093 |
| 60 |
4.450 |
3.449 |
1.001 |
28.3% |
0.097 |
2.7% |
8% |
False |
True |
19,845 |
| 80 |
4.516 |
3.449 |
1.067 |
30.2% |
0.097 |
2.8% |
8% |
False |
True |
17,119 |
| 100 |
4.912 |
3.449 |
1.463 |
41.4% |
0.096 |
2.7% |
6% |
False |
True |
14,800 |
| 120 |
4.912 |
3.449 |
1.463 |
41.4% |
0.096 |
2.7% |
6% |
False |
True |
13,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.948 |
|
2.618 |
3.793 |
|
1.618 |
3.698 |
|
1.000 |
3.639 |
|
0.618 |
3.603 |
|
HIGH |
3.544 |
|
0.618 |
3.508 |
|
0.500 |
3.497 |
|
0.382 |
3.485 |
|
LOW |
3.449 |
|
0.618 |
3.390 |
|
1.000 |
3.354 |
|
1.618 |
3.295 |
|
2.618 |
3.200 |
|
4.250 |
3.045 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.572 |
| PP |
3.509 |
3.559 |
| S1 |
3.497 |
3.546 |
|