NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.780 |
3.809 |
0.029 |
0.8% |
3.872 |
| High |
3.868 |
3.830 |
-0.038 |
-1.0% |
3.901 |
| Low |
3.753 |
3.789 |
0.036 |
1.0% |
3.732 |
| Close |
3.839 |
3.796 |
-0.043 |
-1.1% |
3.796 |
| Range |
0.115 |
0.041 |
-0.074 |
-64.3% |
0.169 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.2% |
0.000 |
| Volume |
2,797 |
5,663 |
2,866 |
102.5% |
15,787 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.928 |
3.903 |
3.819 |
|
| R3 |
3.887 |
3.862 |
3.807 |
|
| R2 |
3.846 |
3.846 |
3.804 |
|
| R1 |
3.821 |
3.821 |
3.800 |
3.813 |
| PP |
3.805 |
3.805 |
3.805 |
3.801 |
| S1 |
3.780 |
3.780 |
3.792 |
3.772 |
| S2 |
3.764 |
3.764 |
3.788 |
|
| S3 |
3.723 |
3.739 |
3.785 |
|
| S4 |
3.682 |
3.698 |
3.773 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.317 |
4.225 |
3.889 |
|
| R3 |
4.148 |
4.056 |
3.842 |
|
| R2 |
3.979 |
3.979 |
3.827 |
|
| R1 |
3.887 |
3.887 |
3.811 |
3.849 |
| PP |
3.810 |
3.810 |
3.810 |
3.790 |
| S1 |
3.718 |
3.718 |
3.781 |
3.680 |
| S2 |
3.641 |
3.641 |
3.765 |
|
| S3 |
3.472 |
3.549 |
3.750 |
|
| S4 |
3.303 |
3.380 |
3.703 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.937 |
|
1.618 |
3.896 |
|
1.000 |
3.871 |
|
0.618 |
3.855 |
|
HIGH |
3.830 |
|
0.618 |
3.814 |
|
0.500 |
3.810 |
|
0.382 |
3.805 |
|
LOW |
3.789 |
|
0.618 |
3.764 |
|
1.000 |
3.748 |
|
1.618 |
3.723 |
|
2.618 |
3.682 |
|
4.250 |
3.615 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.810 |
3.804 |
| PP |
3.805 |
3.801 |
| S1 |
3.801 |
3.799 |
|