NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.807 |
3.764 |
-0.043 |
-1.1% |
3.930 |
| High |
3.847 |
3.765 |
-0.082 |
-2.1% |
3.978 |
| Low |
3.769 |
3.652 |
-0.117 |
-3.1% |
3.730 |
| Close |
3.783 |
3.696 |
-0.087 |
-2.3% |
3.783 |
| Range |
0.078 |
0.113 |
0.035 |
44.9% |
0.248 |
| ATR |
0.115 |
0.117 |
0.001 |
1.0% |
0.000 |
| Volume |
104,664 |
114,168 |
9,504 |
9.1% |
547,961 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.043 |
3.983 |
3.758 |
|
| R3 |
3.930 |
3.870 |
3.727 |
|
| R2 |
3.817 |
3.817 |
3.717 |
|
| R1 |
3.757 |
3.757 |
3.706 |
3.731 |
| PP |
3.704 |
3.704 |
3.704 |
3.691 |
| S1 |
3.644 |
3.644 |
3.686 |
3.618 |
| S2 |
3.591 |
3.591 |
3.675 |
|
| S3 |
3.478 |
3.531 |
3.665 |
|
| S4 |
3.365 |
3.418 |
3.634 |
|
|
| 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 |
3.955 |
3.652 |
0.303 |
8.2% |
0.116 |
3.1% |
15% |
False |
True |
115,772 |
| 10 |
3.978 |
3.652 |
0.326 |
8.8% |
0.122 |
3.3% |
13% |
False |
True |
113,924 |
| 20 |
4.039 |
3.652 |
0.387 |
10.5% |
0.119 |
3.2% |
11% |
False |
True |
94,556 |
| 40 |
4.370 |
3.652 |
0.718 |
19.4% |
0.109 |
3.0% |
6% |
False |
True |
68,366 |
| 60 |
4.450 |
3.652 |
0.798 |
21.6% |
0.110 |
3.0% |
6% |
False |
True |
53,907 |
| 80 |
4.871 |
3.652 |
1.219 |
33.0% |
0.108 |
2.9% |
4% |
False |
True |
44,854 |
| 100 |
4.871 |
3.652 |
1.219 |
33.0% |
0.109 |
3.0% |
4% |
False |
True |
37,827 |
| 120 |
5.283 |
3.652 |
1.631 |
44.1% |
0.112 |
3.0% |
3% |
False |
True |
33,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.245 |
|
2.618 |
4.061 |
|
1.618 |
3.948 |
|
1.000 |
3.878 |
|
0.618 |
3.835 |
|
HIGH |
3.765 |
|
0.618 |
3.722 |
|
0.500 |
3.709 |
|
0.382 |
3.695 |
|
LOW |
3.652 |
|
0.618 |
3.582 |
|
1.000 |
3.539 |
|
1.618 |
3.469 |
|
2.618 |
3.356 |
|
4.250 |
3.172 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.758 |
| PP |
3.704 |
3.737 |
| S1 |
3.700 |
3.717 |
|