NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.228 |
3.175 |
-0.053 |
-1.6% |
3.187 |
| High |
3.240 |
3.245 |
0.005 |
0.2% |
3.278 |
| Low |
3.176 |
3.147 |
-0.029 |
-0.9% |
3.131 |
| Close |
3.184 |
3.180 |
-0.004 |
-0.1% |
3.184 |
| Range |
0.064 |
0.098 |
0.034 |
53.1% |
0.147 |
| ATR |
0.096 |
0.097 |
0.000 |
0.1% |
0.000 |
| Volume |
34,840 |
14,110 |
-20,730 |
-59.5% |
167,395 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.430 |
3.234 |
|
| R3 |
3.387 |
3.332 |
3.207 |
|
| R2 |
3.289 |
3.289 |
3.198 |
|
| R1 |
3.234 |
3.234 |
3.189 |
3.262 |
| PP |
3.191 |
3.191 |
3.191 |
3.204 |
| S1 |
3.136 |
3.136 |
3.171 |
3.164 |
| S2 |
3.093 |
3.093 |
3.162 |
|
| S3 |
2.995 |
3.038 |
3.153 |
|
| S4 |
2.897 |
2.940 |
3.126 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.558 |
3.265 |
|
| R3 |
3.492 |
3.411 |
3.224 |
|
| R2 |
3.345 |
3.345 |
3.211 |
|
| R1 |
3.264 |
3.264 |
3.197 |
3.231 |
| PP |
3.198 |
3.198 |
3.198 |
3.181 |
| S1 |
3.117 |
3.117 |
3.171 |
3.084 |
| S2 |
3.051 |
3.051 |
3.157 |
|
| S3 |
2.904 |
2.970 |
3.144 |
|
| S4 |
2.757 |
2.823 |
3.103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.147 |
0.131 |
4.1% |
0.085 |
2.7% |
25% |
False |
True |
30,221 |
| 10 |
3.356 |
3.131 |
0.225 |
7.1% |
0.086 |
2.7% |
22% |
False |
False |
38,013 |
| 20 |
3.711 |
3.131 |
0.580 |
18.2% |
0.093 |
2.9% |
8% |
False |
False |
43,772 |
| 40 |
4.070 |
3.131 |
0.939 |
29.5% |
0.099 |
3.1% |
5% |
False |
False |
33,410 |
| 60 |
4.144 |
3.131 |
1.013 |
31.9% |
0.098 |
3.1% |
5% |
False |
False |
28,080 |
| 80 |
4.455 |
3.131 |
1.324 |
41.6% |
0.096 |
3.0% |
4% |
False |
False |
24,022 |
| 100 |
4.558 |
3.131 |
1.427 |
44.9% |
0.096 |
3.0% |
3% |
False |
False |
20,724 |
| 120 |
4.912 |
3.131 |
1.781 |
56.0% |
0.095 |
3.0% |
3% |
False |
False |
18,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.662 |
|
2.618 |
3.502 |
|
1.618 |
3.404 |
|
1.000 |
3.343 |
|
0.618 |
3.306 |
|
HIGH |
3.245 |
|
0.618 |
3.208 |
|
0.500 |
3.196 |
|
0.382 |
3.184 |
|
LOW |
3.147 |
|
0.618 |
3.086 |
|
1.000 |
3.049 |
|
1.618 |
2.988 |
|
2.618 |
2.890 |
|
4.250 |
2.731 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.196 |
3.213 |
| PP |
3.191 |
3.202 |
| S1 |
3.185 |
3.191 |
|