NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.310 |
3.347 |
0.037 |
1.1% |
3.604 |
| High |
3.356 |
3.347 |
-0.009 |
-0.3% |
3.607 |
| Low |
3.291 |
3.210 |
-0.081 |
-2.5% |
3.356 |
| Close |
3.343 |
3.223 |
-0.120 |
-3.6% |
3.367 |
| Range |
0.065 |
0.137 |
0.072 |
110.8% |
0.251 |
| ATR |
0.105 |
0.108 |
0.002 |
2.1% |
0.000 |
| Volume |
58,066 |
54,787 |
-3,279 |
-5.6% |
268,539 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.671 |
3.584 |
3.298 |
|
| R3 |
3.534 |
3.447 |
3.261 |
|
| R2 |
3.397 |
3.397 |
3.248 |
|
| R1 |
3.310 |
3.310 |
3.236 |
3.285 |
| PP |
3.260 |
3.260 |
3.260 |
3.248 |
| S1 |
3.173 |
3.173 |
3.210 |
3.148 |
| S2 |
3.123 |
3.123 |
3.198 |
|
| S3 |
2.986 |
3.036 |
3.185 |
|
| S4 |
2.849 |
2.899 |
3.148 |
|
|
| 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 |
3.210 |
0.368 |
11.4% |
0.098 |
3.0% |
4% |
False |
True |
68,933 |
| 10 |
3.711 |
3.210 |
0.501 |
15.5% |
0.101 |
3.1% |
3% |
False |
True |
54,300 |
| 20 |
3.741 |
3.210 |
0.531 |
16.5% |
0.110 |
3.4% |
2% |
False |
True |
40,900 |
| 40 |
4.070 |
3.210 |
0.860 |
26.7% |
0.101 |
3.1% |
2% |
False |
True |
29,577 |
| 60 |
4.281 |
3.210 |
1.071 |
33.2% |
0.097 |
3.0% |
1% |
False |
True |
25,206 |
| 80 |
4.516 |
3.210 |
1.306 |
40.5% |
0.099 |
3.1% |
1% |
False |
True |
21,357 |
| 100 |
4.710 |
3.210 |
1.500 |
46.5% |
0.096 |
3.0% |
1% |
False |
True |
18,397 |
| 120 |
4.912 |
3.210 |
1.702 |
52.8% |
0.096 |
3.0% |
1% |
False |
True |
16,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.929 |
|
2.618 |
3.706 |
|
1.618 |
3.569 |
|
1.000 |
3.484 |
|
0.618 |
3.432 |
|
HIGH |
3.347 |
|
0.618 |
3.295 |
|
0.500 |
3.279 |
|
0.382 |
3.262 |
|
LOW |
3.210 |
|
0.618 |
3.125 |
|
1.000 |
3.073 |
|
1.618 |
2.988 |
|
2.618 |
2.851 |
|
4.250 |
2.628 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.279 |
3.283 |
| PP |
3.260 |
3.263 |
| S1 |
3.242 |
3.243 |
|