NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.319 |
3.337 |
0.018 |
0.5% |
3.467 |
| High |
3.347 |
3.385 |
0.038 |
1.1% |
3.485 |
| Low |
3.284 |
3.321 |
0.037 |
1.1% |
3.321 |
| Close |
3.326 |
3.365 |
0.039 |
1.2% |
3.353 |
| Range |
0.063 |
0.064 |
0.001 |
1.6% |
0.164 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.0% |
0.000 |
| Volume |
3,167 |
3,395 |
228 |
7.2% |
30,647 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.549 |
3.521 |
3.400 |
|
| R3 |
3.485 |
3.457 |
3.383 |
|
| R2 |
3.421 |
3.421 |
3.377 |
|
| R1 |
3.393 |
3.393 |
3.371 |
3.407 |
| PP |
3.357 |
3.357 |
3.357 |
3.364 |
| S1 |
3.329 |
3.329 |
3.359 |
3.343 |
| S2 |
3.293 |
3.293 |
3.353 |
|
| S3 |
3.229 |
3.265 |
3.347 |
|
| S4 |
3.165 |
3.201 |
3.330 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.878 |
3.780 |
3.443 |
|
| R3 |
3.714 |
3.616 |
3.398 |
|
| R2 |
3.550 |
3.550 |
3.383 |
|
| R1 |
3.452 |
3.452 |
3.368 |
3.419 |
| PP |
3.386 |
3.386 |
3.386 |
3.370 |
| S1 |
3.288 |
3.288 |
3.338 |
3.255 |
| S2 |
3.222 |
3.222 |
3.323 |
|
| S3 |
3.058 |
3.124 |
3.308 |
|
| S4 |
2.894 |
2.960 |
3.263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.466 |
3.284 |
0.182 |
5.4% |
0.076 |
2.3% |
45% |
False |
False |
4,732 |
| 10 |
3.686 |
3.284 |
0.402 |
11.9% |
0.079 |
2.3% |
20% |
False |
False |
5,448 |
| 20 |
3.851 |
3.284 |
0.567 |
16.8% |
0.087 |
2.6% |
14% |
False |
False |
4,875 |
| 40 |
4.118 |
3.284 |
0.834 |
24.8% |
0.086 |
2.6% |
10% |
False |
False |
3,993 |
| 60 |
4.344 |
3.284 |
1.060 |
31.5% |
0.085 |
2.5% |
8% |
False |
False |
3,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.657 |
|
2.618 |
3.553 |
|
1.618 |
3.489 |
|
1.000 |
3.449 |
|
0.618 |
3.425 |
|
HIGH |
3.385 |
|
0.618 |
3.361 |
|
0.500 |
3.353 |
|
0.382 |
3.345 |
|
LOW |
3.321 |
|
0.618 |
3.281 |
|
1.000 |
3.257 |
|
1.618 |
3.217 |
|
2.618 |
3.153 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.361 |
3.355 |
| PP |
3.357 |
3.345 |
| S1 |
3.353 |
3.335 |
|