NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.310 |
-0.010 |
-0.3% |
3.604 |
| High |
3.322 |
3.356 |
0.034 |
1.0% |
3.607 |
| Low |
3.272 |
3.291 |
0.019 |
0.6% |
3.356 |
| Close |
3.310 |
3.343 |
0.033 |
1.0% |
3.367 |
| Range |
0.050 |
0.065 |
0.015 |
30.0% |
0.251 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.9% |
0.000 |
| Volume |
73,185 |
58,066 |
-15,119 |
-20.7% |
268,539 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.499 |
3.379 |
|
| R3 |
3.460 |
3.434 |
3.361 |
|
| R2 |
3.395 |
3.395 |
3.355 |
|
| R1 |
3.369 |
3.369 |
3.349 |
3.382 |
| PP |
3.330 |
3.330 |
3.330 |
3.337 |
| S1 |
3.304 |
3.304 |
3.337 |
3.317 |
| S2 |
3.265 |
3.265 |
3.331 |
|
| S3 |
3.200 |
3.239 |
3.325 |
|
| S4 |
3.135 |
3.174 |
3.307 |
|
|
| 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% |
0.088 |
2.6% |
23% |
False |
False |
66,663 |
| 10 |
3.711 |
3.272 |
0.439 |
13.1% |
0.097 |
2.9% |
16% |
False |
False |
52,308 |
| 20 |
3.741 |
3.272 |
0.469 |
14.0% |
0.106 |
3.2% |
15% |
False |
False |
39,338 |
| 40 |
4.070 |
3.272 |
0.798 |
23.9% |
0.101 |
3.0% |
9% |
False |
False |
28,658 |
| 60 |
4.333 |
3.272 |
1.061 |
31.7% |
0.096 |
2.9% |
7% |
False |
False |
24,464 |
| 80 |
4.516 |
3.272 |
1.244 |
37.2% |
0.098 |
2.9% |
6% |
False |
False |
20,735 |
| 100 |
4.765 |
3.272 |
1.493 |
44.7% |
0.095 |
2.9% |
5% |
False |
False |
17,885 |
| 120 |
4.912 |
3.272 |
1.640 |
49.1% |
0.096 |
2.9% |
4% |
False |
False |
15,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.632 |
|
2.618 |
3.526 |
|
1.618 |
3.461 |
|
1.000 |
3.421 |
|
0.618 |
3.396 |
|
HIGH |
3.356 |
|
0.618 |
3.331 |
|
0.500 |
3.324 |
|
0.382 |
3.316 |
|
LOW |
3.291 |
|
0.618 |
3.251 |
|
1.000 |
3.226 |
|
1.618 |
3.186 |
|
2.618 |
3.121 |
|
4.250 |
3.015 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.337 |
3.376 |
| PP |
3.330 |
3.365 |
| S1 |
3.324 |
3.354 |
|