NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.410 |
3.430 |
0.020 |
0.6% |
3.681 |
| High |
3.410 |
3.444 |
0.034 |
1.0% |
3.681 |
| Low |
3.360 |
3.380 |
0.020 |
0.6% |
3.446 |
| Close |
3.399 |
3.436 |
0.037 |
1.1% |
3.455 |
| Range |
0.050 |
0.064 |
0.014 |
28.0% |
0.235 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.4% |
0.000 |
| Volume |
14,577 |
11,813 |
-2,764 |
-19.0% |
59,126 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.612 |
3.588 |
3.471 |
|
| R3 |
3.548 |
3.524 |
3.454 |
|
| R2 |
3.484 |
3.484 |
3.448 |
|
| R1 |
3.460 |
3.460 |
3.442 |
3.472 |
| PP |
3.420 |
3.420 |
3.420 |
3.426 |
| S1 |
3.396 |
3.396 |
3.430 |
3.408 |
| S2 |
3.356 |
3.356 |
3.424 |
|
| S3 |
3.292 |
3.332 |
3.418 |
|
| S4 |
3.228 |
3.268 |
3.401 |
|
|
| 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 |
8.6% |
0.082 |
2.4% |
26% |
False |
False |
13,806 |
| 10 |
3.777 |
3.360 |
0.417 |
12.1% |
0.084 |
2.5% |
18% |
False |
False |
11,721 |
| 20 |
3.804 |
3.360 |
0.444 |
12.9% |
0.092 |
2.7% |
17% |
False |
False |
9,069 |
| 40 |
4.080 |
3.360 |
0.720 |
21.0% |
0.090 |
2.6% |
11% |
False |
False |
7,391 |
| 60 |
4.342 |
3.360 |
0.982 |
28.6% |
0.087 |
2.5% |
8% |
False |
False |
6,051 |
| 80 |
4.525 |
3.360 |
1.165 |
33.9% |
0.089 |
2.6% |
7% |
False |
False |
4,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.716 |
|
2.618 |
3.612 |
|
1.618 |
3.548 |
|
1.000 |
3.508 |
|
0.618 |
3.484 |
|
HIGH |
3.444 |
|
0.618 |
3.420 |
|
0.500 |
3.412 |
|
0.382 |
3.404 |
|
LOW |
3.380 |
|
0.618 |
3.340 |
|
1.000 |
3.316 |
|
1.618 |
3.276 |
|
2.618 |
3.212 |
|
4.250 |
3.108 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.428 |
3.461 |
| PP |
3.420 |
3.452 |
| S1 |
3.412 |
3.444 |
|