NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.410 |
3.401 |
-0.009 |
-0.3% |
3.510 |
| High |
3.461 |
3.429 |
-0.032 |
-0.9% |
3.560 |
| Low |
3.410 |
3.366 |
-0.044 |
-1.3% |
3.410 |
| Close |
3.434 |
3.407 |
-0.027 |
-0.8% |
3.434 |
| Range |
0.051 |
0.063 |
0.012 |
23.5% |
0.150 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.3% |
0.000 |
| Volume |
1,857 |
1,098 |
-759 |
-40.9% |
10,614 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.590 |
3.561 |
3.442 |
|
| R3 |
3.527 |
3.498 |
3.424 |
|
| R2 |
3.464 |
3.464 |
3.419 |
|
| R1 |
3.435 |
3.435 |
3.413 |
3.450 |
| PP |
3.401 |
3.401 |
3.401 |
3.408 |
| S1 |
3.372 |
3.372 |
3.401 |
3.387 |
| S2 |
3.338 |
3.338 |
3.395 |
|
| S3 |
3.275 |
3.309 |
3.390 |
|
| S4 |
3.212 |
3.246 |
3.372 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.826 |
3.517 |
|
| R3 |
3.768 |
3.676 |
3.475 |
|
| R2 |
3.618 |
3.618 |
3.462 |
|
| R1 |
3.526 |
3.526 |
3.448 |
3.497 |
| PP |
3.468 |
3.468 |
3.468 |
3.454 |
| S1 |
3.376 |
3.376 |
3.420 |
3.347 |
| S2 |
3.318 |
3.318 |
3.407 |
|
| S3 |
3.168 |
3.226 |
3.393 |
|
| S4 |
3.018 |
3.076 |
3.352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.697 |
|
2.618 |
3.594 |
|
1.618 |
3.531 |
|
1.000 |
3.492 |
|
0.618 |
3.468 |
|
HIGH |
3.429 |
|
0.618 |
3.405 |
|
0.500 |
3.398 |
|
0.382 |
3.390 |
|
LOW |
3.366 |
|
0.618 |
3.327 |
|
1.000 |
3.303 |
|
1.618 |
3.264 |
|
2.618 |
3.201 |
|
4.250 |
3.098 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.404 |
3.423 |
| PP |
3.401 |
3.417 |
| S1 |
3.398 |
3.412 |
|