NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.479 |
0.080 |
2.4% |
3.510 |
| High |
3.489 |
3.496 |
0.007 |
0.2% |
3.537 |
| Low |
3.395 |
3.403 |
0.008 |
0.2% |
3.377 |
| Close |
3.454 |
3.458 |
0.004 |
0.1% |
3.407 |
| Range |
0.094 |
0.093 |
-0.001 |
-1.1% |
0.160 |
| ATR |
0.085 |
0.085 |
0.001 |
0.7% |
0.000 |
| Volume |
3,031 |
4,670 |
1,639 |
54.1% |
20,843 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.731 |
3.688 |
3.509 |
|
| R3 |
3.638 |
3.595 |
3.484 |
|
| R2 |
3.545 |
3.545 |
3.475 |
|
| R1 |
3.502 |
3.502 |
3.467 |
3.477 |
| PP |
3.452 |
3.452 |
3.452 |
3.440 |
| S1 |
3.409 |
3.409 |
3.449 |
3.384 |
| S2 |
3.359 |
3.359 |
3.441 |
|
| S3 |
3.266 |
3.316 |
3.432 |
|
| S4 |
3.173 |
3.223 |
3.407 |
|
|
| 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 |
3.891 |
|
2.618 |
3.739 |
|
1.618 |
3.646 |
|
1.000 |
3.589 |
|
0.618 |
3.553 |
|
HIGH |
3.496 |
|
0.618 |
3.460 |
|
0.500 |
3.450 |
|
0.382 |
3.439 |
|
LOW |
3.403 |
|
0.618 |
3.346 |
|
1.000 |
3.310 |
|
1.618 |
3.253 |
|
2.618 |
3.160 |
|
4.250 |
3.008 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.451 |
| PP |
3.452 |
3.443 |
| S1 |
3.450 |
3.436 |
|