NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.411 |
3.425 |
0.014 |
0.4% |
3.510 |
| High |
3.450 |
3.443 |
-0.007 |
-0.2% |
3.537 |
| Low |
3.400 |
3.377 |
-0.023 |
-0.7% |
3.377 |
| Close |
3.409 |
3.407 |
-0.002 |
-0.1% |
3.407 |
| Range |
0.050 |
0.066 |
0.016 |
32.0% |
0.160 |
| ATR |
0.089 |
0.087 |
-0.002 |
-1.9% |
0.000 |
| Volume |
4,016 |
3,480 |
-536 |
-13.3% |
20,843 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.607 |
3.573 |
3.443 |
|
| R3 |
3.541 |
3.507 |
3.425 |
|
| R2 |
3.475 |
3.475 |
3.419 |
|
| R1 |
3.441 |
3.441 |
3.413 |
3.425 |
| PP |
3.409 |
3.409 |
3.409 |
3.401 |
| S1 |
3.375 |
3.375 |
3.401 |
3.359 |
| S2 |
3.343 |
3.343 |
3.395 |
|
| S3 |
3.277 |
3.309 |
3.389 |
|
| S4 |
3.211 |
3.243 |
3.371 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.920 |
3.824 |
3.495 |
|
| R3 |
3.760 |
3.664 |
3.451 |
|
| R2 |
3.600 |
3.600 |
3.436 |
|
| R1 |
3.504 |
3.504 |
3.422 |
3.472 |
| PP |
3.440 |
3.440 |
3.440 |
3.425 |
| S1 |
3.344 |
3.344 |
3.392 |
3.312 |
| S2 |
3.280 |
3.280 |
3.378 |
|
| S3 |
3.120 |
3.184 |
3.363 |
|
| S4 |
2.960 |
3.024 |
3.319 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.724 |
|
2.618 |
3.616 |
|
1.618 |
3.550 |
|
1.000 |
3.509 |
|
0.618 |
3.484 |
|
HIGH |
3.443 |
|
0.618 |
3.418 |
|
0.500 |
3.410 |
|
0.382 |
3.402 |
|
LOW |
3.377 |
|
0.618 |
3.336 |
|
1.000 |
3.311 |
|
1.618 |
3.270 |
|
2.618 |
3.204 |
|
4.250 |
3.097 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.410 |
3.431 |
| PP |
3.409 |
3.423 |
| S1 |
3.408 |
3.415 |
|