NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
3.561 |
3.410 |
-0.151 |
-4.2% |
3.681 |
High |
3.561 |
3.410 |
-0.151 |
-4.2% |
3.681 |
Low |
3.446 |
3.360 |
-0.086 |
-2.5% |
3.446 |
Close |
3.455 |
3.399 |
-0.056 |
-1.6% |
3.455 |
Range |
0.115 |
0.050 |
-0.065 |
-56.5% |
0.235 |
ATR |
0.097 |
0.097 |
0.000 |
-0.2% |
0.000 |
Volume |
20,986 |
14,577 |
-6,409 |
-30.5% |
59,126 |
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.540 |
3.519 |
3.427 |
|
R3 |
3.490 |
3.469 |
3.413 |
|
R2 |
3.440 |
3.440 |
3.408 |
|
R1 |
3.419 |
3.419 |
3.404 |
3.405 |
PP |
3.390 |
3.390 |
3.390 |
3.382 |
S1 |
3.369 |
3.369 |
3.394 |
3.355 |
S2 |
3.340 |
3.340 |
3.390 |
|
S3 |
3.290 |
3.319 |
3.385 |
|
S4 |
3.240 |
3.269 |
3.372 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.232 |
4.079 |
3.584 |
|
R3 |
3.997 |
3.844 |
3.520 |
|
R2 |
3.762 |
3.762 |
3.498 |
|
R1 |
3.609 |
3.609 |
3.477 |
3.568 |
PP |
3.527 |
3.527 |
3.527 |
3.507 |
S1 |
3.374 |
3.374 |
3.433 |
3.333 |
S2 |
3.292 |
3.292 |
3.412 |
|
S3 |
3.057 |
3.139 |
3.390 |
|
S4 |
2.822 |
2.904 |
3.326 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.655 |
3.360 |
0.295 |
8.7% |
0.086 |
2.5% |
13% |
False |
True |
13,387 |
10 |
3.777 |
3.360 |
0.417 |
12.3% |
0.087 |
2.6% |
9% |
False |
True |
11,146 |
20 |
3.804 |
3.360 |
0.444 |
13.1% |
0.092 |
2.7% |
9% |
False |
True |
8,936 |
40 |
4.121 |
3.360 |
0.761 |
22.4% |
0.092 |
2.7% |
5% |
False |
True |
7,264 |
60 |
4.342 |
3.360 |
0.982 |
28.9% |
0.086 |
2.5% |
4% |
False |
True |
5,879 |
80 |
4.525 |
3.360 |
1.165 |
34.3% |
0.089 |
2.6% |
3% |
False |
True |
4,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.623 |
2.618 |
3.541 |
1.618 |
3.491 |
1.000 |
3.460 |
0.618 |
3.441 |
HIGH |
3.410 |
0.618 |
3.391 |
0.500 |
3.385 |
0.382 |
3.379 |
LOW |
3.360 |
0.618 |
3.329 |
1.000 |
3.310 |
1.618 |
3.279 |
2.618 |
3.229 |
4.250 |
3.148 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
3.394 |
3.508 |
PP |
3.390 |
3.471 |
S1 |
3.385 |
3.435 |
|