NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.658 |
3.631 |
-0.027 |
-0.7% |
3.764 |
| High |
3.708 |
3.659 |
-0.049 |
-1.3% |
3.769 |
| Low |
3.612 |
3.557 |
-0.055 |
-1.5% |
3.557 |
| Close |
3.649 |
3.584 |
-0.065 |
-1.8% |
3.584 |
| Range |
0.096 |
0.102 |
0.006 |
6.3% |
0.212 |
| ATR |
0.115 |
0.114 |
-0.001 |
-0.8% |
0.000 |
| Volume |
95,425 |
90,594 |
-4,831 |
-5.1% |
497,215 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.906 |
3.847 |
3.640 |
|
| R3 |
3.804 |
3.745 |
3.612 |
|
| R2 |
3.702 |
3.702 |
3.603 |
|
| R1 |
3.643 |
3.643 |
3.593 |
3.622 |
| PP |
3.600 |
3.600 |
3.600 |
3.589 |
| S1 |
3.541 |
3.541 |
3.575 |
3.520 |
| S2 |
3.498 |
3.498 |
3.565 |
|
| S3 |
3.396 |
3.439 |
3.556 |
|
| S4 |
3.294 |
3.337 |
3.528 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.273 |
4.140 |
3.701 |
|
| R3 |
4.061 |
3.928 |
3.642 |
|
| R2 |
3.849 |
3.849 |
3.623 |
|
| R1 |
3.716 |
3.716 |
3.603 |
3.677 |
| PP |
3.637 |
3.637 |
3.637 |
3.617 |
| S1 |
3.504 |
3.504 |
3.565 |
3.465 |
| S2 |
3.425 |
3.425 |
3.545 |
|
| S3 |
3.213 |
3.292 |
3.526 |
|
| S4 |
3.001 |
3.080 |
3.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.769 |
3.557 |
0.212 |
5.9% |
0.107 |
3.0% |
13% |
False |
True |
99,443 |
| 10 |
3.978 |
3.557 |
0.421 |
11.7% |
0.113 |
3.2% |
6% |
False |
True |
104,517 |
| 20 |
4.039 |
3.557 |
0.482 |
13.4% |
0.117 |
3.3% |
6% |
False |
True |
96,277 |
| 40 |
4.205 |
3.557 |
0.648 |
18.1% |
0.107 |
3.0% |
4% |
False |
True |
74,777 |
| 60 |
4.450 |
3.557 |
0.893 |
24.9% |
0.110 |
3.1% |
3% |
False |
True |
58,938 |
| 80 |
4.726 |
3.557 |
1.169 |
32.6% |
0.107 |
3.0% |
2% |
False |
True |
48,975 |
| 100 |
4.871 |
3.557 |
1.314 |
36.7% |
0.109 |
3.0% |
2% |
False |
True |
41,332 |
| 120 |
5.283 |
3.557 |
1.726 |
48.2% |
0.111 |
3.1% |
2% |
False |
True |
36,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.093 |
|
2.618 |
3.926 |
|
1.618 |
3.824 |
|
1.000 |
3.761 |
|
0.618 |
3.722 |
|
HIGH |
3.659 |
|
0.618 |
3.620 |
|
0.500 |
3.608 |
|
0.382 |
3.596 |
|
LOW |
3.557 |
|
0.618 |
3.494 |
|
1.000 |
3.455 |
|
1.618 |
3.392 |
|
2.618 |
3.290 |
|
4.250 |
3.124 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.608 |
3.660 |
| PP |
3.600 |
3.635 |
| S1 |
3.592 |
3.609 |
|