NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.367 |
3.430 |
0.063 |
1.9% |
3.467 |
| High |
3.434 |
3.441 |
0.007 |
0.2% |
3.485 |
| Low |
3.340 |
3.344 |
0.004 |
0.1% |
3.321 |
| Close |
3.399 |
3.400 |
0.001 |
0.0% |
3.353 |
| Range |
0.094 |
0.097 |
0.003 |
3.2% |
0.164 |
| ATR |
0.087 |
0.088 |
0.001 |
0.8% |
0.000 |
| Volume |
4,101 |
4,416 |
315 |
7.7% |
30,647 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.640 |
3.453 |
|
| R3 |
3.589 |
3.543 |
3.427 |
|
| R2 |
3.492 |
3.492 |
3.418 |
|
| R1 |
3.446 |
3.446 |
3.409 |
3.421 |
| PP |
3.395 |
3.395 |
3.395 |
3.382 |
| S1 |
3.349 |
3.349 |
3.391 |
3.324 |
| S2 |
3.298 |
3.298 |
3.382 |
|
| S3 |
3.201 |
3.252 |
3.373 |
|
| S4 |
3.104 |
3.155 |
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 |
3.441 |
3.284 |
0.157 |
4.6% |
0.076 |
2.2% |
74% |
True |
False |
3,963 |
| 10 |
3.606 |
3.284 |
0.322 |
9.5% |
0.081 |
2.4% |
36% |
False |
False |
5,316 |
| 20 |
3.851 |
3.284 |
0.567 |
16.7% |
0.087 |
2.6% |
20% |
False |
False |
4,815 |
| 40 |
4.118 |
3.284 |
0.834 |
24.5% |
0.087 |
2.5% |
14% |
False |
False |
4,165 |
| 60 |
4.274 |
3.284 |
0.990 |
29.1% |
0.086 |
2.5% |
12% |
False |
False |
3,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.853 |
|
2.618 |
3.695 |
|
1.618 |
3.598 |
|
1.000 |
3.538 |
|
0.618 |
3.501 |
|
HIGH |
3.441 |
|
0.618 |
3.404 |
|
0.500 |
3.393 |
|
0.382 |
3.381 |
|
LOW |
3.344 |
|
0.618 |
3.284 |
|
1.000 |
3.247 |
|
1.618 |
3.187 |
|
2.618 |
3.090 |
|
4.250 |
2.932 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.398 |
3.394 |
| PP |
3.395 |
3.387 |
| S1 |
3.393 |
3.381 |
|