NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.320 |
-0.150 |
-4.3% |
3.604 |
| High |
3.479 |
3.322 |
-0.157 |
-4.5% |
3.607 |
| Low |
3.356 |
3.272 |
-0.084 |
-2.5% |
3.356 |
| Close |
3.367 |
3.310 |
-0.057 |
-1.7% |
3.367 |
| Range |
0.123 |
0.050 |
-0.073 |
-59.3% |
0.251 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
| Volume |
84,850 |
73,185 |
-11,665 |
-13.7% |
268,539 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.431 |
3.338 |
|
| R3 |
3.401 |
3.381 |
3.324 |
|
| R2 |
3.351 |
3.351 |
3.319 |
|
| R1 |
3.331 |
3.331 |
3.315 |
3.316 |
| PP |
3.301 |
3.301 |
3.301 |
3.294 |
| S1 |
3.281 |
3.281 |
3.305 |
3.266 |
| S2 |
3.251 |
3.251 |
3.301 |
|
| S3 |
3.201 |
3.231 |
3.296 |
|
| S4 |
3.151 |
3.181 |
3.283 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.033 |
3.505 |
|
| R3 |
3.945 |
3.782 |
3.436 |
|
| R2 |
3.694 |
3.694 |
3.413 |
|
| R1 |
3.531 |
3.531 |
3.390 |
3.487 |
| PP |
3.443 |
3.443 |
3.443 |
3.422 |
| S1 |
3.280 |
3.280 |
3.344 |
3.236 |
| S2 |
3.192 |
3.192 |
3.321 |
|
| S3 |
2.941 |
3.029 |
3.298 |
|
| S4 |
2.690 |
2.778 |
3.229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.578 |
3.272 |
0.306 |
9.2% |
0.094 |
2.8% |
12% |
False |
True |
62,366 |
| 10 |
3.711 |
3.272 |
0.439 |
13.3% |
0.100 |
3.0% |
9% |
False |
True |
49,530 |
| 20 |
3.741 |
3.272 |
0.469 |
14.2% |
0.107 |
3.2% |
8% |
False |
True |
37,442 |
| 40 |
4.114 |
3.272 |
0.842 |
25.4% |
0.102 |
3.1% |
5% |
False |
True |
27,914 |
| 60 |
4.333 |
3.272 |
1.061 |
32.1% |
0.096 |
2.9% |
4% |
False |
True |
23,585 |
| 80 |
4.516 |
3.272 |
1.244 |
37.6% |
0.098 |
3.0% |
3% |
False |
True |
20,162 |
| 100 |
4.780 |
3.272 |
1.508 |
45.6% |
0.095 |
2.9% |
3% |
False |
True |
17,357 |
| 120 |
4.912 |
3.272 |
1.640 |
49.5% |
0.096 |
2.9% |
2% |
False |
True |
15,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.453 |
|
1.618 |
3.403 |
|
1.000 |
3.372 |
|
0.618 |
3.353 |
|
HIGH |
3.322 |
|
0.618 |
3.303 |
|
0.500 |
3.297 |
|
0.382 |
3.291 |
|
LOW |
3.272 |
|
0.618 |
3.241 |
|
1.000 |
3.222 |
|
1.618 |
3.191 |
|
2.618 |
3.141 |
|
4.250 |
3.060 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.306 |
3.425 |
| PP |
3.301 |
3.387 |
| S1 |
3.297 |
3.348 |
|