NYMEX Natural Gas Future June 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 |
3.467 |
3.453 |
-0.014 |
-0.4% |
3.734 |
| High |
3.467 |
3.485 |
0.018 |
0.5% |
3.734 |
| Low |
3.407 |
3.425 |
0.018 |
0.5% |
3.490 |
| Close |
3.441 |
3.478 |
0.037 |
1.1% |
3.497 |
| Range |
0.060 |
0.060 |
0.000 |
0.0% |
0.244 |
| ATR |
0.093 |
0.091 |
-0.002 |
-2.5% |
0.000 |
| Volume |
7,877 |
5,672 |
-2,205 |
-28.0% |
26,125 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.620 |
3.511 |
|
| R3 |
3.583 |
3.560 |
3.495 |
|
| R2 |
3.523 |
3.523 |
3.489 |
|
| R1 |
3.500 |
3.500 |
3.484 |
3.512 |
| PP |
3.463 |
3.463 |
3.463 |
3.468 |
| S1 |
3.440 |
3.440 |
3.473 |
3.452 |
| S2 |
3.403 |
3.403 |
3.467 |
|
| S3 |
3.343 |
3.380 |
3.462 |
|
| S4 |
3.283 |
3.320 |
3.445 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.306 |
4.145 |
3.631 |
|
| R3 |
4.062 |
3.901 |
3.564 |
|
| R2 |
3.818 |
3.818 |
3.542 |
|
| R1 |
3.657 |
3.657 |
3.519 |
3.616 |
| PP |
3.574 |
3.574 |
3.574 |
3.553 |
| S1 |
3.413 |
3.413 |
3.475 |
3.372 |
| S2 |
3.330 |
3.330 |
3.452 |
|
| S3 |
3.086 |
3.169 |
3.430 |
|
| S4 |
2.842 |
2.925 |
3.363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.686 |
3.407 |
0.279 |
8.0% |
0.082 |
2.3% |
25% |
False |
False |
6,164 |
| 10 |
3.812 |
3.407 |
0.405 |
11.6% |
0.084 |
2.4% |
18% |
False |
False |
5,614 |
| 20 |
3.851 |
3.407 |
0.444 |
12.8% |
0.090 |
2.6% |
16% |
False |
False |
4,847 |
| 40 |
4.118 |
3.407 |
0.711 |
20.4% |
0.086 |
2.5% |
10% |
False |
False |
3,640 |
| 60 |
4.384 |
3.407 |
0.977 |
28.1% |
0.084 |
2.4% |
7% |
False |
False |
2,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.740 |
|
2.618 |
3.642 |
|
1.618 |
3.582 |
|
1.000 |
3.545 |
|
0.618 |
3.522 |
|
HIGH |
3.485 |
|
0.618 |
3.462 |
|
0.500 |
3.455 |
|
0.382 |
3.448 |
|
LOW |
3.425 |
|
0.618 |
3.388 |
|
1.000 |
3.365 |
|
1.618 |
3.328 |
|
2.618 |
3.268 |
|
4.250 |
3.170 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.470 |
3.507 |
| PP |
3.463 |
3.497 |
| S1 |
3.455 |
3.488 |
|