NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.347 |
3.233 |
-0.114 |
-3.4% |
3.604 |
| High |
3.347 |
3.270 |
-0.077 |
-2.3% |
3.607 |
| Low |
3.210 |
3.186 |
-0.024 |
-0.7% |
3.356 |
| Close |
3.223 |
3.208 |
-0.015 |
-0.5% |
3.367 |
| Range |
0.137 |
0.084 |
-0.053 |
-38.7% |
0.251 |
| ATR |
0.108 |
0.106 |
-0.002 |
-1.6% |
0.000 |
| Volume |
54,787 |
44,566 |
-10,221 |
-18.7% |
268,539 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.473 |
3.425 |
3.254 |
|
| R3 |
3.389 |
3.341 |
3.231 |
|
| R2 |
3.305 |
3.305 |
3.223 |
|
| R1 |
3.257 |
3.257 |
3.216 |
3.239 |
| PP |
3.221 |
3.221 |
3.221 |
3.213 |
| S1 |
3.173 |
3.173 |
3.200 |
3.155 |
| S2 |
3.137 |
3.137 |
3.193 |
|
| S3 |
3.053 |
3.089 |
3.185 |
|
| S4 |
2.969 |
3.005 |
3.162 |
|
|
| 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 |
3.479 |
3.186 |
0.293 |
9.1% |
0.092 |
2.9% |
8% |
False |
True |
63,090 |
| 10 |
3.694 |
3.186 |
0.508 |
15.8% |
0.096 |
3.0% |
4% |
False |
True |
55,107 |
| 20 |
3.741 |
3.186 |
0.555 |
17.3% |
0.109 |
3.4% |
4% |
False |
True |
41,829 |
| 40 |
4.070 |
3.186 |
0.884 |
27.6% |
0.102 |
3.2% |
2% |
False |
True |
30,334 |
| 60 |
4.281 |
3.186 |
1.095 |
34.1% |
0.098 |
3.0% |
2% |
False |
True |
25,803 |
| 80 |
4.516 |
3.186 |
1.330 |
41.5% |
0.098 |
3.1% |
2% |
False |
True |
21,846 |
| 100 |
4.710 |
3.186 |
1.524 |
47.5% |
0.096 |
3.0% |
1% |
False |
True |
18,799 |
| 120 |
4.912 |
3.186 |
1.726 |
53.8% |
0.097 |
3.0% |
1% |
False |
True |
16,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.490 |
|
1.618 |
3.406 |
|
1.000 |
3.354 |
|
0.618 |
3.322 |
|
HIGH |
3.270 |
|
0.618 |
3.238 |
|
0.500 |
3.228 |
|
0.382 |
3.218 |
|
LOW |
3.186 |
|
0.618 |
3.134 |
|
1.000 |
3.102 |
|
1.618 |
3.050 |
|
2.618 |
2.966 |
|
4.250 |
2.829 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.228 |
3.271 |
| PP |
3.221 |
3.250 |
| S1 |
3.215 |
3.229 |
|