NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.503 |
3.485 |
-0.018 |
-0.5% |
3.790 |
| High |
3.537 |
3.485 |
-0.052 |
-1.5% |
3.790 |
| Low |
3.475 |
3.413 |
-0.062 |
-1.8% |
3.539 |
| Close |
3.530 |
3.423 |
-0.107 |
-3.0% |
3.547 |
| Range |
0.062 |
0.072 |
0.010 |
16.1% |
0.251 |
| ATR |
0.090 |
0.092 |
0.002 |
2.1% |
0.000 |
| Volume |
4,638 |
3,146 |
-1,492 |
-32.2% |
23,320 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.656 |
3.612 |
3.463 |
|
| R3 |
3.584 |
3.540 |
3.443 |
|
| R2 |
3.512 |
3.512 |
3.436 |
|
| R1 |
3.468 |
3.468 |
3.430 |
3.454 |
| PP |
3.440 |
3.440 |
3.440 |
3.434 |
| S1 |
3.396 |
3.396 |
3.416 |
3.382 |
| S2 |
3.368 |
3.368 |
3.410 |
|
| S3 |
3.296 |
3.324 |
3.403 |
|
| S4 |
3.224 |
3.252 |
3.383 |
|
|
| 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 |
3.791 |
|
2.618 |
3.673 |
|
1.618 |
3.601 |
|
1.000 |
3.557 |
|
0.618 |
3.529 |
|
HIGH |
3.485 |
|
0.618 |
3.457 |
|
0.500 |
3.449 |
|
0.382 |
3.441 |
|
LOW |
3.413 |
|
0.618 |
3.369 |
|
1.000 |
3.341 |
|
1.618 |
3.297 |
|
2.618 |
3.225 |
|
4.250 |
3.107 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.449 |
3.475 |
| PP |
3.440 |
3.458 |
| S1 |
3.432 |
3.440 |
|