NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.290 |
3.280 |
-0.010 |
-0.3% |
3.370 |
| High |
3.319 |
3.300 |
-0.019 |
-0.6% |
3.402 |
| Low |
3.246 |
3.230 |
-0.016 |
-0.5% |
3.230 |
| Close |
3.266 |
3.263 |
-0.003 |
-0.1% |
3.263 |
| Range |
0.073 |
0.070 |
-0.003 |
-4.1% |
0.172 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.2% |
0.000 |
| Volume |
39,197 |
32,138 |
-7,059 |
-18.0% |
173,000 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.474 |
3.439 |
3.302 |
|
| R3 |
3.404 |
3.369 |
3.282 |
|
| R2 |
3.334 |
3.334 |
3.276 |
|
| R1 |
3.299 |
3.299 |
3.269 |
3.282 |
| PP |
3.264 |
3.264 |
3.264 |
3.256 |
| S1 |
3.229 |
3.229 |
3.257 |
3.212 |
| S2 |
3.194 |
3.194 |
3.250 |
|
| S3 |
3.124 |
3.159 |
3.244 |
|
| S4 |
3.054 |
3.089 |
3.225 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.711 |
3.358 |
|
| R3 |
3.642 |
3.539 |
3.310 |
|
| R2 |
3.470 |
3.470 |
3.295 |
|
| R1 |
3.367 |
3.367 |
3.279 |
3.333 |
| PP |
3.298 |
3.298 |
3.298 |
3.281 |
| S1 |
3.195 |
3.195 |
3.247 |
3.161 |
| S2 |
3.126 |
3.126 |
3.231 |
|
| S3 |
2.954 |
3.023 |
3.216 |
|
| S4 |
2.782 |
2.851 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.402 |
3.230 |
0.172 |
5.3% |
0.079 |
2.4% |
19% |
False |
True |
34,600 |
| 10 |
3.638 |
3.230 |
0.408 |
12.5% |
0.090 |
2.8% |
8% |
False |
True |
34,434 |
| 20 |
3.765 |
3.230 |
0.535 |
16.4% |
0.101 |
3.1% |
6% |
False |
True |
29,195 |
| 40 |
4.052 |
3.230 |
0.822 |
25.2% |
0.098 |
3.0% |
4% |
False |
True |
25,009 |
| 60 |
4.270 |
3.230 |
1.040 |
31.9% |
0.094 |
2.9% |
3% |
False |
True |
22,289 |
| 80 |
4.500 |
3.230 |
1.270 |
38.9% |
0.095 |
2.9% |
3% |
False |
True |
19,766 |
| 100 |
4.605 |
3.230 |
1.375 |
42.1% |
0.093 |
2.9% |
2% |
False |
True |
17,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.598 |
|
2.618 |
3.483 |
|
1.618 |
3.413 |
|
1.000 |
3.370 |
|
0.618 |
3.343 |
|
HIGH |
3.300 |
|
0.618 |
3.273 |
|
0.500 |
3.265 |
|
0.382 |
3.257 |
|
LOW |
3.230 |
|
0.618 |
3.187 |
|
1.000 |
3.160 |
|
1.618 |
3.117 |
|
2.618 |
3.047 |
|
4.250 |
2.933 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.265 |
3.313 |
| PP |
3.264 |
3.296 |
| S1 |
3.264 |
3.280 |
|