NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.230 |
3.259 |
0.029 |
0.9% |
3.370 |
| High |
3.262 |
3.291 |
0.029 |
0.9% |
3.402 |
| Low |
3.191 |
3.227 |
0.036 |
1.1% |
3.230 |
| Close |
3.236 |
3.271 |
0.035 |
1.1% |
3.263 |
| Range |
0.071 |
0.064 |
-0.007 |
-9.9% |
0.172 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.4% |
0.000 |
| Volume |
21,788 |
22,694 |
906 |
4.2% |
173,000 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.427 |
3.306 |
|
| R3 |
3.391 |
3.363 |
3.289 |
|
| R2 |
3.327 |
3.327 |
3.283 |
|
| R1 |
3.299 |
3.299 |
3.277 |
3.313 |
| PP |
3.263 |
3.263 |
3.263 |
3.270 |
| S1 |
3.235 |
3.235 |
3.265 |
3.249 |
| S2 |
3.199 |
3.199 |
3.259 |
|
| S3 |
3.135 |
3.171 |
3.253 |
|
| S4 |
3.071 |
3.107 |
3.236 |
|
|
| 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 |
3.395 |
3.191 |
0.204 |
6.2% |
0.081 |
2.5% |
39% |
False |
False |
28,561 |
| 10 |
3.616 |
3.191 |
0.425 |
13.0% |
0.083 |
2.5% |
19% |
False |
False |
32,714 |
| 20 |
3.765 |
3.191 |
0.574 |
17.5% |
0.096 |
2.9% |
14% |
False |
False |
28,736 |
| 40 |
4.052 |
3.191 |
0.861 |
26.3% |
0.097 |
3.0% |
9% |
False |
False |
24,908 |
| 60 |
4.270 |
3.191 |
1.079 |
33.0% |
0.094 |
2.9% |
7% |
False |
False |
22,585 |
| 80 |
4.500 |
3.191 |
1.309 |
40.0% |
0.094 |
2.9% |
6% |
False |
False |
20,102 |
| 100 |
4.538 |
3.191 |
1.347 |
41.2% |
0.093 |
2.8% |
6% |
False |
False |
17,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.563 |
|
2.618 |
3.459 |
|
1.618 |
3.395 |
|
1.000 |
3.355 |
|
0.618 |
3.331 |
|
HIGH |
3.291 |
|
0.618 |
3.267 |
|
0.500 |
3.259 |
|
0.382 |
3.251 |
|
LOW |
3.227 |
|
0.618 |
3.187 |
|
1.000 |
3.163 |
|
1.618 |
3.123 |
|
2.618 |
3.059 |
|
4.250 |
2.955 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.267 |
3.263 |
| PP |
3.263 |
3.254 |
| S1 |
3.259 |
3.246 |
|