NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.445 |
3.407 |
-0.038 |
-1.1% |
3.764 |
| High |
3.483 |
3.439 |
-0.044 |
-1.3% |
3.769 |
| Low |
3.390 |
3.326 |
-0.064 |
-1.9% |
3.557 |
| Close |
3.404 |
3.344 |
-0.060 |
-1.8% |
3.584 |
| Range |
0.093 |
0.113 |
0.020 |
21.5% |
0.212 |
| ATR |
0.114 |
0.114 |
0.000 |
-0.1% |
0.000 |
| Volume |
122,018 |
113,430 |
-8,588 |
-7.0% |
497,215 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.639 |
3.406 |
|
| R3 |
3.596 |
3.526 |
3.375 |
|
| R2 |
3.483 |
3.483 |
3.365 |
|
| R1 |
3.413 |
3.413 |
3.354 |
3.392 |
| PP |
3.370 |
3.370 |
3.370 |
3.359 |
| S1 |
3.300 |
3.300 |
3.334 |
3.279 |
| S2 |
3.257 |
3.257 |
3.323 |
|
| S3 |
3.144 |
3.187 |
3.313 |
|
| S4 |
3.031 |
3.074 |
3.282 |
|
|
| 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 |
3.708 |
3.326 |
0.382 |
11.4% |
0.103 |
3.1% |
5% |
False |
True |
107,511 |
| 10 |
3.863 |
3.326 |
0.537 |
16.1% |
0.106 |
3.2% |
3% |
False |
True |
110,330 |
| 20 |
3.978 |
3.326 |
0.652 |
19.5% |
0.114 |
3.4% |
3% |
False |
True |
103,974 |
| 40 |
4.161 |
3.326 |
0.835 |
25.0% |
0.110 |
3.3% |
2% |
False |
True |
81,159 |
| 60 |
4.450 |
3.326 |
1.124 |
33.6% |
0.111 |
3.3% |
2% |
False |
True |
63,960 |
| 80 |
4.659 |
3.326 |
1.333 |
39.9% |
0.108 |
3.2% |
1% |
False |
True |
53,057 |
| 100 |
4.871 |
3.326 |
1.545 |
46.2% |
0.109 |
3.3% |
1% |
False |
True |
44,665 |
| 120 |
5.283 |
3.326 |
1.957 |
58.5% |
0.110 |
3.3% |
1% |
False |
True |
38,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.919 |
|
2.618 |
3.735 |
|
1.618 |
3.622 |
|
1.000 |
3.552 |
|
0.618 |
3.509 |
|
HIGH |
3.439 |
|
0.618 |
3.396 |
|
0.500 |
3.383 |
|
0.382 |
3.369 |
|
LOW |
3.326 |
|
0.618 |
3.256 |
|
1.000 |
3.213 |
|
1.618 |
3.143 |
|
2.618 |
3.030 |
|
4.250 |
2.846 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.383 |
3.440 |
| PP |
3.370 |
3.408 |
| S1 |
3.357 |
3.376 |
|