NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.510 |
3.503 |
-0.007 |
-0.2% |
3.790 |
| High |
3.510 |
3.537 |
0.027 |
0.8% |
3.790 |
| Low |
3.459 |
3.475 |
0.016 |
0.5% |
3.539 |
| Close |
3.492 |
3.530 |
0.038 |
1.1% |
3.547 |
| Range |
0.051 |
0.062 |
0.011 |
21.6% |
0.251 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.3% |
0.000 |
| Volume |
5,563 |
4,638 |
-925 |
-16.6% |
23,320 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.700 |
3.677 |
3.564 |
|
| R3 |
3.638 |
3.615 |
3.547 |
|
| R2 |
3.576 |
3.576 |
3.541 |
|
| R1 |
3.553 |
3.553 |
3.536 |
3.565 |
| PP |
3.514 |
3.514 |
3.514 |
3.520 |
| S1 |
3.491 |
3.491 |
3.524 |
3.503 |
| S2 |
3.452 |
3.452 |
3.519 |
|
| S3 |
3.390 |
3.429 |
3.513 |
|
| S4 |
3.328 |
3.367 |
3.496 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.378 |
4.214 |
3.685 |
|
| R3 |
4.127 |
3.963 |
3.616 |
|
| R2 |
3.876 |
3.876 |
3.593 |
|
| R1 |
3.712 |
3.712 |
3.570 |
3.669 |
| PP |
3.625 |
3.625 |
3.625 |
3.604 |
| S1 |
3.461 |
3.461 |
3.524 |
3.418 |
| S2 |
3.374 |
3.374 |
3.501 |
|
| S3 |
3.123 |
3.210 |
3.478 |
|
| S4 |
2.872 |
2.959 |
3.409 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.801 |
|
2.618 |
3.699 |
|
1.618 |
3.637 |
|
1.000 |
3.599 |
|
0.618 |
3.575 |
|
HIGH |
3.537 |
|
0.618 |
3.513 |
|
0.500 |
3.506 |
|
0.382 |
3.499 |
|
LOW |
3.475 |
|
0.618 |
3.437 |
|
1.000 |
3.413 |
|
1.618 |
3.375 |
|
2.618 |
3.313 |
|
4.250 |
3.212 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.522 |
3.555 |
| PP |
3.514 |
3.547 |
| S1 |
3.506 |
3.538 |
|