NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.337 |
3.367 |
0.030 |
0.9% |
3.467 |
| High |
3.385 |
3.434 |
0.049 |
1.4% |
3.485 |
| Low |
3.321 |
3.340 |
0.019 |
0.6% |
3.321 |
| Close |
3.365 |
3.399 |
0.034 |
1.0% |
3.353 |
| Range |
0.064 |
0.094 |
0.030 |
46.9% |
0.164 |
| ATR |
0.087 |
0.087 |
0.001 |
0.6% |
0.000 |
| Volume |
3,395 |
4,101 |
706 |
20.8% |
30,647 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.630 |
3.451 |
|
| R3 |
3.579 |
3.536 |
3.425 |
|
| R2 |
3.485 |
3.485 |
3.416 |
|
| R1 |
3.442 |
3.442 |
3.408 |
3.464 |
| PP |
3.391 |
3.391 |
3.391 |
3.402 |
| S1 |
3.348 |
3.348 |
3.390 |
3.370 |
| S2 |
3.297 |
3.297 |
3.382 |
|
| S3 |
3.203 |
3.254 |
3.373 |
|
| S4 |
3.109 |
3.160 |
3.347 |
|
|
| 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 |
3.434 |
3.284 |
0.150 |
4.4% |
0.074 |
2.2% |
77% |
True |
False |
4,749 |
| 10 |
3.686 |
3.284 |
0.402 |
11.8% |
0.080 |
2.3% |
29% |
False |
False |
5,266 |
| 20 |
3.851 |
3.284 |
0.567 |
16.7% |
0.088 |
2.6% |
20% |
False |
False |
4,747 |
| 40 |
4.118 |
3.284 |
0.834 |
24.5% |
0.087 |
2.5% |
14% |
False |
False |
4,081 |
| 60 |
4.285 |
3.284 |
1.001 |
29.4% |
0.085 |
2.5% |
11% |
False |
False |
3,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.834 |
|
2.618 |
3.680 |
|
1.618 |
3.586 |
|
1.000 |
3.528 |
|
0.618 |
3.492 |
|
HIGH |
3.434 |
|
0.618 |
3.398 |
|
0.500 |
3.387 |
|
0.382 |
3.376 |
|
LOW |
3.340 |
|
0.618 |
3.282 |
|
1.000 |
3.246 |
|
1.618 |
3.188 |
|
2.618 |
3.094 |
|
4.250 |
2.941 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.395 |
3.386 |
| PP |
3.391 |
3.372 |
| S1 |
3.387 |
3.359 |
|