NYMEX Natural Gas Future August 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 |
3.530 |
3.530 |
0.000 |
0.0% |
3.794 |
| High |
3.560 |
3.530 |
-0.030 |
-0.8% |
3.794 |
| Low |
3.502 |
3.437 |
-0.065 |
-1.9% |
3.563 |
| Close |
3.555 |
3.449 |
-0.106 |
-3.0% |
3.573 |
| Range |
0.058 |
0.093 |
0.035 |
60.3% |
0.231 |
| ATR |
0.086 |
0.088 |
0.002 |
2.7% |
0.000 |
| Volume |
2,716 |
1,021 |
-1,695 |
-62.4% |
19,352 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.693 |
3.500 |
|
| R3 |
3.658 |
3.600 |
3.475 |
|
| R2 |
3.565 |
3.565 |
3.466 |
|
| R1 |
3.507 |
3.507 |
3.458 |
3.490 |
| PP |
3.472 |
3.472 |
3.472 |
3.463 |
| S1 |
3.414 |
3.414 |
3.440 |
3.397 |
| S2 |
3.379 |
3.379 |
3.432 |
|
| S3 |
3.286 |
3.321 |
3.423 |
|
| S4 |
3.193 |
3.228 |
3.398 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.336 |
4.186 |
3.700 |
|
| R3 |
4.105 |
3.955 |
3.637 |
|
| R2 |
3.874 |
3.874 |
3.615 |
|
| R1 |
3.724 |
3.724 |
3.594 |
3.684 |
| PP |
3.643 |
3.643 |
3.643 |
3.623 |
| S1 |
3.493 |
3.493 |
3.552 |
3.453 |
| S2 |
3.412 |
3.412 |
3.531 |
|
| S3 |
3.181 |
3.262 |
3.509 |
|
| S4 |
2.950 |
3.031 |
3.446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.925 |
|
2.618 |
3.773 |
|
1.618 |
3.680 |
|
1.000 |
3.623 |
|
0.618 |
3.587 |
|
HIGH |
3.530 |
|
0.618 |
3.494 |
|
0.500 |
3.484 |
|
0.382 |
3.473 |
|
LOW |
3.437 |
|
0.618 |
3.380 |
|
1.000 |
3.344 |
|
1.618 |
3.287 |
|
2.618 |
3.194 |
|
4.250 |
3.042 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.484 |
3.499 |
| PP |
3.472 |
3.482 |
| S1 |
3.461 |
3.466 |
|