NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.354 |
3.395 |
0.041 |
1.2% |
3.636 |
| High |
3.402 |
3.395 |
-0.007 |
-0.2% |
3.638 |
| Low |
3.337 |
3.268 |
-0.069 |
-2.1% |
3.400 |
| Close |
3.392 |
3.279 |
-0.113 |
-3.3% |
3.411 |
| Range |
0.065 |
0.127 |
0.062 |
95.4% |
0.238 |
| ATR |
0.102 |
0.103 |
0.002 |
1.8% |
0.000 |
| Volume |
33,320 |
26,991 |
-6,329 |
-19.0% |
171,347 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.695 |
3.614 |
3.349 |
|
| R3 |
3.568 |
3.487 |
3.314 |
|
| R2 |
3.441 |
3.441 |
3.302 |
|
| R1 |
3.360 |
3.360 |
3.291 |
3.337 |
| PP |
3.314 |
3.314 |
3.314 |
3.303 |
| S1 |
3.233 |
3.233 |
3.267 |
3.210 |
| S2 |
3.187 |
3.187 |
3.256 |
|
| S3 |
3.060 |
3.106 |
3.244 |
|
| S4 |
2.933 |
2.979 |
3.209 |
|
|
| 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 |
3.268 |
0.348 |
10.6% |
0.095 |
2.9% |
3% |
False |
True |
36,192 |
| 10 |
3.740 |
3.268 |
0.472 |
14.4% |
0.095 |
2.9% |
2% |
False |
True |
34,091 |
| 20 |
3.765 |
3.268 |
0.497 |
15.2% |
0.105 |
3.2% |
2% |
False |
True |
28,300 |
| 40 |
4.052 |
3.268 |
0.784 |
23.9% |
0.098 |
3.0% |
1% |
False |
True |
24,053 |
| 60 |
4.270 |
3.268 |
1.002 |
30.6% |
0.094 |
2.9% |
1% |
False |
True |
21,553 |
| 80 |
4.500 |
3.268 |
1.232 |
37.6% |
0.095 |
2.9% |
1% |
False |
True |
19,090 |
| 100 |
4.627 |
3.268 |
1.359 |
41.4% |
0.093 |
2.8% |
1% |
False |
True |
16,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.935 |
|
2.618 |
3.727 |
|
1.618 |
3.600 |
|
1.000 |
3.522 |
|
0.618 |
3.473 |
|
HIGH |
3.395 |
|
0.618 |
3.346 |
|
0.500 |
3.332 |
|
0.382 |
3.317 |
|
LOW |
3.268 |
|
0.618 |
3.190 |
|
1.000 |
3.141 |
|
1.618 |
3.063 |
|
2.618 |
2.936 |
|
4.250 |
2.728 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.332 |
3.335 |
| PP |
3.314 |
3.316 |
| S1 |
3.297 |
3.298 |
|