NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.245 |
3.223 |
-0.022 |
-0.7% |
3.230 |
| High |
3.265 |
3.231 |
-0.034 |
-1.0% |
3.340 |
| Low |
3.200 |
3.102 |
-0.098 |
-3.1% |
3.191 |
| Close |
3.208 |
3.120 |
-0.088 |
-2.7% |
3.249 |
| Range |
0.065 |
0.129 |
0.064 |
98.5% |
0.149 |
| ATR |
0.090 |
0.093 |
0.003 |
3.1% |
0.000 |
| Volume |
8,745 |
14,911 |
6,166 |
70.5% |
137,396 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.538 |
3.458 |
3.191 |
|
| R3 |
3.409 |
3.329 |
3.155 |
|
| R2 |
3.280 |
3.280 |
3.144 |
|
| R1 |
3.200 |
3.200 |
3.132 |
3.176 |
| PP |
3.151 |
3.151 |
3.151 |
3.139 |
| S1 |
3.071 |
3.071 |
3.108 |
3.047 |
| S2 |
3.022 |
3.022 |
3.096 |
|
| S3 |
2.893 |
2.942 |
3.085 |
|
| S4 |
2.764 |
2.813 |
3.049 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.707 |
3.627 |
3.331 |
|
| R3 |
3.558 |
3.478 |
3.290 |
|
| R2 |
3.409 |
3.409 |
3.276 |
|
| R1 |
3.329 |
3.329 |
3.263 |
3.369 |
| PP |
3.260 |
3.260 |
3.260 |
3.280 |
| S1 |
3.180 |
3.180 |
3.235 |
3.220 |
| S2 |
3.111 |
3.111 |
3.222 |
|
| S3 |
2.962 |
3.031 |
3.208 |
|
| S4 |
2.813 |
2.882 |
3.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.340 |
3.102 |
0.238 |
7.6% |
0.087 |
2.8% |
8% |
False |
True |
20,129 |
| 10 |
3.340 |
3.102 |
0.238 |
7.6% |
0.081 |
2.6% |
8% |
False |
True |
24,273 |
| 20 |
3.740 |
3.102 |
0.638 |
20.4% |
0.088 |
2.8% |
3% |
False |
True |
29,182 |
| 40 |
3.947 |
3.102 |
0.845 |
27.1% |
0.094 |
3.0% |
2% |
False |
True |
25,240 |
| 60 |
4.117 |
3.102 |
1.015 |
32.5% |
0.095 |
3.1% |
2% |
False |
True |
23,320 |
| 80 |
4.414 |
3.102 |
1.312 |
42.1% |
0.091 |
2.9% |
1% |
False |
True |
20,875 |
| 100 |
4.508 |
3.102 |
1.406 |
45.1% |
0.093 |
3.0% |
1% |
False |
True |
18,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.779 |
|
2.618 |
3.569 |
|
1.618 |
3.440 |
|
1.000 |
3.360 |
|
0.618 |
3.311 |
|
HIGH |
3.231 |
|
0.618 |
3.182 |
|
0.500 |
3.167 |
|
0.382 |
3.151 |
|
LOW |
3.102 |
|
0.618 |
3.022 |
|
1.000 |
2.973 |
|
1.618 |
2.893 |
|
2.618 |
2.764 |
|
4.250 |
2.554 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.167 |
3.204 |
| PP |
3.151 |
3.176 |
| S1 |
3.136 |
3.148 |
|