NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.401 |
3.426 |
0.025 |
0.7% |
3.510 |
| High |
3.429 |
3.457 |
0.028 |
0.8% |
3.560 |
| Low |
3.366 |
3.403 |
0.037 |
1.1% |
3.410 |
| Close |
3.407 |
3.446 |
0.039 |
1.1% |
3.434 |
| Range |
0.063 |
0.054 |
-0.009 |
-14.3% |
0.150 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.000 |
| Volume |
1,098 |
1,415 |
317 |
28.9% |
10,614 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.597 |
3.576 |
3.476 |
|
| R3 |
3.543 |
3.522 |
3.461 |
|
| R2 |
3.489 |
3.489 |
3.456 |
|
| R1 |
3.468 |
3.468 |
3.451 |
3.479 |
| PP |
3.435 |
3.435 |
3.435 |
3.441 |
| S1 |
3.414 |
3.414 |
3.441 |
3.425 |
| S2 |
3.381 |
3.381 |
3.436 |
|
| S3 |
3.327 |
3.360 |
3.431 |
|
| S4 |
3.273 |
3.306 |
3.416 |
|
|
| 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 |
3.687 |
|
2.618 |
3.598 |
|
1.618 |
3.544 |
|
1.000 |
3.511 |
|
0.618 |
3.490 |
|
HIGH |
3.457 |
|
0.618 |
3.436 |
|
0.500 |
3.430 |
|
0.382 |
3.424 |
|
LOW |
3.403 |
|
0.618 |
3.370 |
|
1.000 |
3.349 |
|
1.618 |
3.316 |
|
2.618 |
3.262 |
|
4.250 |
3.174 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.441 |
3.435 |
| PP |
3.435 |
3.424 |
| S1 |
3.430 |
3.414 |
|