NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.760 |
3.807 |
0.047 |
1.3% |
3.930 |
| High |
3.863 |
3.847 |
-0.016 |
-0.4% |
3.978 |
| Low |
3.741 |
3.769 |
0.028 |
0.7% |
3.730 |
| Close |
3.778 |
3.783 |
0.005 |
0.1% |
3.783 |
| Range |
0.122 |
0.078 |
-0.044 |
-36.1% |
0.248 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.4% |
0.000 |
| Volume |
149,889 |
104,664 |
-45,225 |
-30.2% |
547,961 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.034 |
3.986 |
3.826 |
|
| R3 |
3.956 |
3.908 |
3.804 |
|
| R2 |
3.878 |
3.878 |
3.797 |
|
| R1 |
3.830 |
3.830 |
3.790 |
3.815 |
| PP |
3.800 |
3.800 |
3.800 |
3.792 |
| S1 |
3.752 |
3.752 |
3.776 |
3.737 |
| S2 |
3.722 |
3.722 |
3.769 |
|
| S3 |
3.644 |
3.674 |
3.762 |
|
| S4 |
3.566 |
3.596 |
3.740 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.574 |
4.427 |
3.919 |
|
| R3 |
4.326 |
4.179 |
3.851 |
|
| R2 |
4.078 |
4.078 |
3.828 |
|
| R1 |
3.931 |
3.931 |
3.806 |
3.881 |
| PP |
3.830 |
3.830 |
3.830 |
3.805 |
| S1 |
3.683 |
3.683 |
3.760 |
3.633 |
| S2 |
3.582 |
3.582 |
3.738 |
|
| S3 |
3.334 |
3.435 |
3.715 |
|
| S4 |
3.086 |
3.187 |
3.647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.978 |
3.730 |
0.248 |
6.6% |
0.119 |
3.1% |
21% |
False |
False |
109,592 |
| 10 |
3.978 |
3.724 |
0.254 |
6.7% |
0.120 |
3.2% |
23% |
False |
False |
107,660 |
| 20 |
4.039 |
3.724 |
0.315 |
8.3% |
0.118 |
3.1% |
19% |
False |
False |
92,149 |
| 40 |
4.370 |
3.724 |
0.646 |
17.1% |
0.108 |
2.9% |
9% |
False |
False |
66,186 |
| 60 |
4.515 |
3.724 |
0.791 |
20.9% |
0.109 |
2.9% |
7% |
False |
False |
52,522 |
| 80 |
4.871 |
3.724 |
1.147 |
30.3% |
0.108 |
2.9% |
5% |
False |
False |
43,634 |
| 100 |
4.985 |
3.724 |
1.261 |
33.3% |
0.110 |
2.9% |
5% |
False |
False |
36,747 |
| 120 |
5.283 |
3.724 |
1.559 |
41.2% |
0.111 |
2.9% |
4% |
False |
False |
32,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.179 |
|
2.618 |
4.051 |
|
1.618 |
3.973 |
|
1.000 |
3.925 |
|
0.618 |
3.895 |
|
HIGH |
3.847 |
|
0.618 |
3.817 |
|
0.500 |
3.808 |
|
0.382 |
3.799 |
|
LOW |
3.769 |
|
0.618 |
3.721 |
|
1.000 |
3.691 |
|
1.618 |
3.643 |
|
2.618 |
3.565 |
|
4.250 |
3.438 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.797 |
| PP |
3.800 |
3.792 |
| S1 |
3.791 |
3.788 |
|