NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.809 |
3.790 |
-0.019 |
-0.5% |
3.872 |
| High |
3.830 |
3.790 |
-0.040 |
-1.0% |
3.901 |
| Low |
3.789 |
3.678 |
-0.111 |
-2.9% |
3.732 |
| Close |
3.796 |
3.685 |
-0.111 |
-2.9% |
3.796 |
| Range |
0.041 |
0.112 |
0.071 |
173.2% |
0.169 |
| ATR |
0.089 |
0.091 |
0.002 |
2.4% |
0.000 |
| Volume |
5,663 |
2,624 |
-3,039 |
-53.7% |
15,787 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
3.981 |
3.747 |
|
| R3 |
3.942 |
3.869 |
3.716 |
|
| R2 |
3.830 |
3.830 |
3.706 |
|
| R1 |
3.757 |
3.757 |
3.695 |
3.738 |
| PP |
3.718 |
3.718 |
3.718 |
3.708 |
| S1 |
3.645 |
3.645 |
3.675 |
3.626 |
| S2 |
3.606 |
3.606 |
3.664 |
|
| S3 |
3.494 |
3.533 |
3.654 |
|
| S4 |
3.382 |
3.421 |
3.623 |
|
|
| 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 |
4.266 |
|
2.618 |
4.083 |
|
1.618 |
3.971 |
|
1.000 |
3.902 |
|
0.618 |
3.859 |
|
HIGH |
3.790 |
|
0.618 |
3.747 |
|
0.500 |
3.734 |
|
0.382 |
3.721 |
|
LOW |
3.678 |
|
0.618 |
3.609 |
|
1.000 |
3.566 |
|
1.618 |
3.497 |
|
2.618 |
3.385 |
|
4.250 |
3.202 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.734 |
3.773 |
| PP |
3.718 |
3.744 |
| S1 |
3.701 |
3.714 |
|