NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.337 |
3.324 |
-0.013 |
-0.4% |
3.410 |
| High |
3.367 |
3.343 |
-0.024 |
-0.7% |
3.444 |
| Low |
3.300 |
3.276 |
-0.024 |
-0.7% |
3.276 |
| Close |
3.311 |
3.308 |
-0.003 |
-0.1% |
3.308 |
| Range |
0.067 |
0.067 |
0.000 |
0.0% |
0.168 |
| ATR |
0.094 |
0.093 |
-0.002 |
-2.1% |
0.000 |
| Volume |
14,637 |
9,945 |
-4,692 |
-32.1% |
59,630 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.476 |
3.345 |
|
| R3 |
3.443 |
3.409 |
3.326 |
|
| R2 |
3.376 |
3.376 |
3.320 |
|
| R1 |
3.342 |
3.342 |
3.314 |
3.326 |
| PP |
3.309 |
3.309 |
3.309 |
3.301 |
| S1 |
3.275 |
3.275 |
3.302 |
3.259 |
| S2 |
3.242 |
3.242 |
3.296 |
|
| S3 |
3.175 |
3.208 |
3.290 |
|
| S4 |
3.108 |
3.141 |
3.271 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.847 |
3.745 |
3.400 |
|
| R3 |
3.679 |
3.577 |
3.354 |
|
| R2 |
3.511 |
3.511 |
3.339 |
|
| R1 |
3.409 |
3.409 |
3.323 |
3.376 |
| PP |
3.343 |
3.343 |
3.343 |
3.326 |
| S1 |
3.241 |
3.241 |
3.293 |
3.208 |
| S2 |
3.175 |
3.175 |
3.277 |
|
| S3 |
3.007 |
3.073 |
3.262 |
|
| S4 |
2.839 |
2.905 |
3.216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.444 |
3.276 |
0.168 |
5.1% |
0.074 |
2.2% |
19% |
False |
True |
11,926 |
| 10 |
3.681 |
3.276 |
0.405 |
12.2% |
0.085 |
2.6% |
8% |
False |
True |
11,875 |
| 20 |
3.804 |
3.276 |
0.528 |
16.0% |
0.092 |
2.8% |
6% |
False |
True |
9,662 |
| 40 |
4.080 |
3.276 |
0.804 |
24.3% |
0.090 |
2.7% |
4% |
False |
True |
7,944 |
| 60 |
4.303 |
3.276 |
1.027 |
31.0% |
0.088 |
2.6% |
3% |
False |
True |
6,510 |
| 80 |
4.525 |
3.276 |
1.249 |
37.8% |
0.089 |
2.7% |
3% |
False |
True |
5,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.628 |
|
2.618 |
3.518 |
|
1.618 |
3.451 |
|
1.000 |
3.410 |
|
0.618 |
3.384 |
|
HIGH |
3.343 |
|
0.618 |
3.317 |
|
0.500 |
3.310 |
|
0.382 |
3.302 |
|
LOW |
3.276 |
|
0.618 |
3.235 |
|
1.000 |
3.209 |
|
1.618 |
3.168 |
|
2.618 |
3.101 |
|
4.250 |
2.991 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.310 |
3.356 |
| PP |
3.309 |
3.340 |
| S1 |
3.309 |
3.324 |
|