NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.223 |
3.110 |
-0.113 |
-3.5% |
3.223 |
| High |
3.231 |
3.126 |
-0.105 |
-3.2% |
3.306 |
| Low |
3.102 |
3.050 |
-0.052 |
-1.7% |
3.050 |
| Close |
3.120 |
3.079 |
-0.041 |
-1.3% |
3.079 |
| Range |
0.129 |
0.076 |
-0.053 |
-41.1% |
0.256 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.3% |
0.000 |
| Volume |
14,911 |
26,569 |
11,658 |
78.2% |
60,572 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.272 |
3.121 |
|
| R3 |
3.237 |
3.196 |
3.100 |
|
| R2 |
3.161 |
3.161 |
3.093 |
|
| R1 |
3.120 |
3.120 |
3.086 |
3.103 |
| PP |
3.085 |
3.085 |
3.085 |
3.076 |
| S1 |
3.044 |
3.044 |
3.072 |
3.027 |
| S2 |
3.009 |
3.009 |
3.065 |
|
| S3 |
2.933 |
2.968 |
3.058 |
|
| S4 |
2.857 |
2.892 |
3.037 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.752 |
3.220 |
|
| R3 |
3.657 |
3.496 |
3.149 |
|
| R2 |
3.401 |
3.401 |
3.126 |
|
| R1 |
3.240 |
3.240 |
3.102 |
3.193 |
| PP |
3.145 |
3.145 |
3.145 |
3.121 |
| S1 |
2.984 |
2.984 |
3.056 |
2.937 |
| S2 |
2.889 |
2.889 |
3.032 |
|
| S3 |
2.633 |
2.728 |
3.009 |
|
| S4 |
2.377 |
2.472 |
2.938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.306 |
3.050 |
0.256 |
8.3% |
0.083 |
2.7% |
11% |
False |
True |
18,455 |
| 10 |
3.340 |
3.050 |
0.290 |
9.4% |
0.081 |
2.6% |
10% |
False |
True |
23,010 |
| 20 |
3.712 |
3.050 |
0.662 |
21.5% |
0.085 |
2.8% |
4% |
False |
True |
29,255 |
| 40 |
3.947 |
3.050 |
0.897 |
29.1% |
0.094 |
3.1% |
3% |
False |
True |
25,314 |
| 60 |
4.092 |
3.050 |
1.042 |
33.8% |
0.095 |
3.1% |
3% |
False |
True |
23,529 |
| 80 |
4.414 |
3.050 |
1.364 |
44.3% |
0.091 |
3.0% |
2% |
False |
True |
21,005 |
| 100 |
4.508 |
3.050 |
1.458 |
47.4% |
0.092 |
3.0% |
2% |
False |
True |
18,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.449 |
|
2.618 |
3.325 |
|
1.618 |
3.249 |
|
1.000 |
3.202 |
|
0.618 |
3.173 |
|
HIGH |
3.126 |
|
0.618 |
3.097 |
|
0.500 |
3.088 |
|
0.382 |
3.079 |
|
LOW |
3.050 |
|
0.618 |
3.003 |
|
1.000 |
2.974 |
|
1.618 |
2.927 |
|
2.618 |
2.851 |
|
4.250 |
2.727 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.088 |
3.158 |
| PP |
3.085 |
3.131 |
| S1 |
3.082 |
3.105 |
|