NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.321 |
3.345 |
0.024 |
0.7% |
3.319 |
| High |
3.398 |
3.358 |
-0.040 |
-1.2% |
3.441 |
| Low |
3.321 |
3.304 |
-0.017 |
-0.5% |
3.284 |
| Close |
3.345 |
3.305 |
-0.040 |
-1.2% |
3.351 |
| Range |
0.077 |
0.054 |
-0.023 |
-29.9% |
0.157 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.6% |
0.000 |
| Volume |
3,767 |
2,287 |
-1,480 |
-39.3% |
20,056 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.449 |
3.335 |
|
| R3 |
3.430 |
3.395 |
3.320 |
|
| R2 |
3.376 |
3.376 |
3.315 |
|
| R1 |
3.341 |
3.341 |
3.310 |
3.332 |
| PP |
3.322 |
3.322 |
3.322 |
3.318 |
| S1 |
3.287 |
3.287 |
3.300 |
3.278 |
| S2 |
3.268 |
3.268 |
3.295 |
|
| S3 |
3.214 |
3.233 |
3.290 |
|
| S4 |
3.160 |
3.179 |
3.275 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.830 |
3.747 |
3.437 |
|
| R3 |
3.673 |
3.590 |
3.394 |
|
| R2 |
3.516 |
3.516 |
3.380 |
|
| R1 |
3.433 |
3.433 |
3.365 |
3.475 |
| PP |
3.359 |
3.359 |
3.359 |
3.379 |
| S1 |
3.276 |
3.276 |
3.337 |
3.318 |
| S2 |
3.202 |
3.202 |
3.322 |
|
| S3 |
3.045 |
3.119 |
3.308 |
|
| S4 |
2.888 |
2.962 |
3.265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.441 |
3.304 |
0.137 |
4.1% |
0.072 |
2.2% |
1% |
False |
True |
3,909 |
| 10 |
3.466 |
3.284 |
0.182 |
5.5% |
0.074 |
2.2% |
12% |
False |
False |
4,320 |
| 20 |
3.812 |
3.284 |
0.528 |
16.0% |
0.079 |
2.4% |
4% |
False |
False |
4,967 |
| 40 |
4.118 |
3.284 |
0.834 |
25.2% |
0.084 |
2.5% |
3% |
False |
False |
4,255 |
| 60 |
4.182 |
3.284 |
0.898 |
27.2% |
0.084 |
2.5% |
2% |
False |
False |
3,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.499 |
|
1.618 |
3.445 |
|
1.000 |
3.412 |
|
0.618 |
3.391 |
|
HIGH |
3.358 |
|
0.618 |
3.337 |
|
0.500 |
3.331 |
|
0.382 |
3.325 |
|
LOW |
3.304 |
|
0.618 |
3.271 |
|
1.000 |
3.250 |
|
1.618 |
3.217 |
|
2.618 |
3.163 |
|
4.250 |
3.075 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.331 |
3.351 |
| PP |
3.322 |
3.336 |
| S1 |
3.314 |
3.320 |
|