NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.510 |
3.370 |
-0.140 |
-4.0% |
3.636 |
| High |
3.523 |
3.370 |
-0.153 |
-4.3% |
3.638 |
| Low |
3.400 |
3.310 |
-0.090 |
-2.6% |
3.400 |
| Close |
3.411 |
3.354 |
-0.057 |
-1.7% |
3.411 |
| Range |
0.123 |
0.060 |
-0.063 |
-51.2% |
0.238 |
| ATR |
0.105 |
0.105 |
0.000 |
-0.3% |
0.000 |
| Volume |
43,140 |
41,354 |
-1,786 |
-4.1% |
171,347 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.499 |
3.387 |
|
| R3 |
3.465 |
3.439 |
3.371 |
|
| R2 |
3.405 |
3.405 |
3.365 |
|
| R1 |
3.379 |
3.379 |
3.360 |
3.362 |
| PP |
3.345 |
3.345 |
3.345 |
3.336 |
| S1 |
3.319 |
3.319 |
3.349 |
3.302 |
| S2 |
3.285 |
3.285 |
3.343 |
|
| S3 |
3.225 |
3.259 |
3.338 |
|
| S4 |
3.165 |
3.199 |
3.321 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.042 |
3.542 |
|
| R3 |
3.959 |
3.804 |
3.476 |
|
| R2 |
3.721 |
3.721 |
3.455 |
|
| R1 |
3.566 |
3.566 |
3.433 |
3.525 |
| PP |
3.483 |
3.483 |
3.483 |
3.462 |
| S1 |
3.328 |
3.328 |
3.389 |
3.287 |
| S2 |
3.245 |
3.245 |
3.367 |
|
| S3 |
3.007 |
3.090 |
3.346 |
|
| S4 |
2.769 |
2.852 |
3.280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.616 |
3.310 |
0.306 |
9.1% |
0.092 |
2.7% |
14% |
False |
True |
36,722 |
| 10 |
3.740 |
3.310 |
0.430 |
12.8% |
0.094 |
2.8% |
10% |
False |
True |
32,289 |
| 20 |
3.765 |
3.310 |
0.455 |
13.6% |
0.102 |
3.0% |
10% |
False |
True |
27,494 |
| 40 |
4.092 |
3.310 |
0.782 |
23.3% |
0.099 |
3.0% |
6% |
False |
True |
23,783 |
| 60 |
4.315 |
3.310 |
1.005 |
30.0% |
0.093 |
2.8% |
4% |
False |
True |
20,830 |
| 80 |
4.500 |
3.310 |
1.190 |
35.5% |
0.095 |
2.8% |
4% |
False |
True |
18,520 |
| 100 |
4.701 |
3.310 |
1.391 |
41.5% |
0.092 |
2.8% |
3% |
False |
True |
16,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.625 |
|
2.618 |
3.527 |
|
1.618 |
3.467 |
|
1.000 |
3.430 |
|
0.618 |
3.407 |
|
HIGH |
3.370 |
|
0.618 |
3.347 |
|
0.500 |
3.340 |
|
0.382 |
3.333 |
|
LOW |
3.310 |
|
0.618 |
3.273 |
|
1.000 |
3.250 |
|
1.618 |
3.213 |
|
2.618 |
3.153 |
|
4.250 |
3.055 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.349 |
3.463 |
| PP |
3.345 |
3.427 |
| S1 |
3.340 |
3.390 |
|