NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.636 |
3.530 |
-0.106 |
-2.9% |
3.700 |
| High |
3.638 |
3.585 |
-0.053 |
-1.5% |
3.765 |
| Low |
3.531 |
3.491 |
-0.040 |
-1.1% |
3.590 |
| Close |
3.542 |
3.577 |
0.035 |
1.0% |
3.660 |
| Range |
0.107 |
0.094 |
-0.013 |
-12.1% |
0.175 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.7% |
0.000 |
| Volume |
29,091 |
32,596 |
3,505 |
12.0% |
115,150 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.833 |
3.799 |
3.629 |
|
| R3 |
3.739 |
3.705 |
3.603 |
|
| R2 |
3.645 |
3.645 |
3.594 |
|
| R1 |
3.611 |
3.611 |
3.586 |
3.628 |
| PP |
3.551 |
3.551 |
3.551 |
3.560 |
| S1 |
3.517 |
3.517 |
3.568 |
3.534 |
| S2 |
3.457 |
3.457 |
3.560 |
|
| S3 |
3.363 |
3.423 |
3.551 |
|
| S4 |
3.269 |
3.329 |
3.525 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.103 |
3.756 |
|
| R3 |
4.022 |
3.928 |
3.708 |
|
| R2 |
3.847 |
3.847 |
3.692 |
|
| R1 |
3.753 |
3.753 |
3.676 |
3.713 |
| PP |
3.672 |
3.672 |
3.672 |
3.651 |
| S1 |
3.578 |
3.578 |
3.644 |
3.538 |
| S2 |
3.497 |
3.497 |
3.628 |
|
| S3 |
3.322 |
3.403 |
3.612 |
|
| S4 |
3.147 |
3.228 |
3.564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.740 |
3.491 |
0.249 |
7.0% |
0.096 |
2.7% |
35% |
False |
True |
30,335 |
| 10 |
3.765 |
3.491 |
0.274 |
7.7% |
0.109 |
3.0% |
31% |
False |
True |
24,759 |
| 20 |
3.851 |
3.491 |
0.360 |
10.1% |
0.102 |
2.9% |
24% |
False |
True |
23,786 |
| 40 |
4.092 |
3.491 |
0.601 |
16.8% |
0.100 |
2.8% |
14% |
False |
True |
21,683 |
| 60 |
4.414 |
3.491 |
0.923 |
25.8% |
0.094 |
2.6% |
9% |
False |
True |
19,299 |
| 80 |
4.500 |
3.491 |
1.009 |
28.2% |
0.094 |
2.6% |
9% |
False |
True |
17,100 |
| 100 |
4.817 |
3.491 |
1.326 |
37.1% |
0.093 |
2.6% |
6% |
False |
True |
15,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.985 |
|
2.618 |
3.831 |
|
1.618 |
3.737 |
|
1.000 |
3.679 |
|
0.618 |
3.643 |
|
HIGH |
3.585 |
|
0.618 |
3.549 |
|
0.500 |
3.538 |
|
0.382 |
3.527 |
|
LOW |
3.491 |
|
0.618 |
3.433 |
|
1.000 |
3.397 |
|
1.618 |
3.339 |
|
2.618 |
3.245 |
|
4.250 |
3.092 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.564 |
3.602 |
| PP |
3.551 |
3.593 |
| S1 |
3.538 |
3.585 |
|