NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.187 |
3.200 |
0.013 |
0.4% |
3.320 |
| High |
3.203 |
3.229 |
0.026 |
0.8% |
3.356 |
| Low |
3.131 |
3.165 |
0.034 |
1.1% |
3.172 |
| Close |
3.177 |
3.208 |
0.031 |
1.0% |
3.204 |
| Range |
0.072 |
0.064 |
-0.008 |
-11.1% |
0.184 |
| ATR |
0.102 |
0.099 |
-0.003 |
-2.6% |
0.000 |
| Volume |
30,399 |
27,006 |
-3,393 |
-11.2% |
271,818 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.364 |
3.243 |
|
| R3 |
3.329 |
3.300 |
3.226 |
|
| R2 |
3.265 |
3.265 |
3.220 |
|
| R1 |
3.236 |
3.236 |
3.214 |
3.251 |
| PP |
3.201 |
3.201 |
3.201 |
3.208 |
| S1 |
3.172 |
3.172 |
3.202 |
3.187 |
| S2 |
3.137 |
3.137 |
3.196 |
|
| S3 |
3.073 |
3.108 |
3.190 |
|
| S4 |
3.009 |
3.044 |
3.173 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.684 |
3.305 |
|
| R3 |
3.612 |
3.500 |
3.255 |
|
| R2 |
3.428 |
3.428 |
3.238 |
|
| R1 |
3.316 |
3.316 |
3.221 |
3.280 |
| PP |
3.244 |
3.244 |
3.244 |
3.226 |
| S1 |
3.132 |
3.132 |
3.187 |
3.096 |
| S2 |
3.060 |
3.060 |
3.170 |
|
| S3 |
2.876 |
2.948 |
3.153 |
|
| S4 |
2.692 |
2.764 |
3.103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.347 |
3.131 |
0.216 |
6.7% |
0.087 |
2.7% |
36% |
False |
False |
39,594 |
| 10 |
3.578 |
3.131 |
0.447 |
13.9% |
0.087 |
2.7% |
17% |
False |
False |
53,129 |
| 20 |
3.741 |
3.131 |
0.610 |
19.0% |
0.102 |
3.2% |
13% |
False |
False |
43,189 |
| 40 |
4.070 |
3.131 |
0.939 |
29.3% |
0.101 |
3.1% |
8% |
False |
False |
31,698 |
| 60 |
4.281 |
3.131 |
1.150 |
35.8% |
0.097 |
3.0% |
7% |
False |
False |
26,834 |
| 80 |
4.516 |
3.131 |
1.385 |
43.2% |
0.097 |
3.0% |
6% |
False |
False |
22,830 |
| 100 |
4.602 |
3.131 |
1.471 |
45.9% |
0.096 |
3.0% |
5% |
False |
False |
19,663 |
| 120 |
4.912 |
3.131 |
1.781 |
55.5% |
0.095 |
3.0% |
4% |
False |
False |
17,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.501 |
|
2.618 |
3.397 |
|
1.618 |
3.333 |
|
1.000 |
3.293 |
|
0.618 |
3.269 |
|
HIGH |
3.229 |
|
0.618 |
3.205 |
|
0.500 |
3.197 |
|
0.382 |
3.189 |
|
LOW |
3.165 |
|
0.618 |
3.125 |
|
1.000 |
3.101 |
|
1.618 |
3.061 |
|
2.618 |
2.997 |
|
4.250 |
2.893 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.204 |
3.202 |
| PP |
3.201 |
3.196 |
| S1 |
3.197 |
3.190 |
|