NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.540 |
3.445 |
-0.095 |
-2.7% |
3.764 |
| High |
3.553 |
3.483 |
-0.070 |
-2.0% |
3.769 |
| Low |
3.441 |
3.390 |
-0.051 |
-1.5% |
3.557 |
| Close |
3.458 |
3.404 |
-0.054 |
-1.6% |
3.584 |
| Range |
0.112 |
0.093 |
-0.019 |
-17.0% |
0.212 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.4% |
0.000 |
| Volume |
116,090 |
122,018 |
5,928 |
5.1% |
497,215 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.705 |
3.647 |
3.455 |
|
| R3 |
3.612 |
3.554 |
3.430 |
|
| R2 |
3.519 |
3.519 |
3.421 |
|
| R1 |
3.461 |
3.461 |
3.413 |
3.444 |
| PP |
3.426 |
3.426 |
3.426 |
3.417 |
| S1 |
3.368 |
3.368 |
3.395 |
3.351 |
| S2 |
3.333 |
3.333 |
3.387 |
|
| S3 |
3.240 |
3.275 |
3.378 |
|
| S4 |
3.147 |
3.182 |
3.353 |
|
|
| 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 |
3.763 |
3.390 |
0.373 |
11.0% |
0.104 |
3.0% |
4% |
False |
True |
106,530 |
| 10 |
3.863 |
3.390 |
0.473 |
13.9% |
0.102 |
3.0% |
3% |
False |
True |
106,585 |
| 20 |
3.978 |
3.390 |
0.588 |
17.3% |
0.111 |
3.3% |
2% |
False |
True |
101,733 |
| 40 |
4.161 |
3.390 |
0.771 |
22.6% |
0.109 |
3.2% |
2% |
False |
True |
79,343 |
| 60 |
4.450 |
3.390 |
1.060 |
31.1% |
0.111 |
3.3% |
1% |
False |
True |
62,331 |
| 80 |
4.659 |
3.390 |
1.269 |
37.3% |
0.108 |
3.2% |
1% |
False |
True |
51,743 |
| 100 |
4.871 |
3.390 |
1.481 |
43.5% |
0.109 |
3.2% |
1% |
False |
True |
43,575 |
| 120 |
5.283 |
3.390 |
1.893 |
55.6% |
0.111 |
3.3% |
1% |
False |
True |
37,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.878 |
|
2.618 |
3.726 |
|
1.618 |
3.633 |
|
1.000 |
3.576 |
|
0.618 |
3.540 |
|
HIGH |
3.483 |
|
0.618 |
3.447 |
|
0.500 |
3.437 |
|
0.382 |
3.426 |
|
LOW |
3.390 |
|
0.618 |
3.333 |
|
1.000 |
3.297 |
|
1.618 |
3.240 |
|
2.618 |
3.147 |
|
4.250 |
2.995 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.437 |
3.525 |
| PP |
3.426 |
3.484 |
| S1 |
3.415 |
3.444 |
|