NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.407 |
3.343 |
-0.064 |
-1.9% |
3.764 |
| High |
3.439 |
3.479 |
0.040 |
1.2% |
3.769 |
| Low |
3.326 |
3.325 |
-0.001 |
0.0% |
3.557 |
| Close |
3.344 |
3.410 |
0.066 |
2.0% |
3.584 |
| Range |
0.113 |
0.154 |
0.041 |
36.3% |
0.212 |
| ATR |
0.114 |
0.117 |
0.003 |
2.5% |
0.000 |
| Volume |
113,430 |
158,324 |
44,894 |
39.6% |
497,215 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.867 |
3.792 |
3.495 |
|
| R3 |
3.713 |
3.638 |
3.452 |
|
| R2 |
3.559 |
3.559 |
3.438 |
|
| R1 |
3.484 |
3.484 |
3.424 |
3.522 |
| PP |
3.405 |
3.405 |
3.405 |
3.423 |
| S1 |
3.330 |
3.330 |
3.396 |
3.368 |
| S2 |
3.251 |
3.251 |
3.382 |
|
| S3 |
3.097 |
3.176 |
3.368 |
|
| S4 |
2.943 |
3.022 |
3.325 |
|
|
| 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 |
3.659 |
3.325 |
0.334 |
9.8% |
0.115 |
3.4% |
25% |
False |
True |
120,091 |
| 10 |
3.847 |
3.325 |
0.522 |
15.3% |
0.109 |
3.2% |
16% |
False |
True |
111,174 |
| 20 |
3.978 |
3.325 |
0.653 |
19.1% |
0.115 |
3.4% |
13% |
False |
True |
106,814 |
| 40 |
4.161 |
3.325 |
0.836 |
24.5% |
0.112 |
3.3% |
10% |
False |
True |
83,761 |
| 60 |
4.450 |
3.325 |
1.125 |
33.0% |
0.112 |
3.3% |
8% |
False |
True |
66,187 |
| 80 |
4.630 |
3.325 |
1.305 |
38.3% |
0.109 |
3.2% |
7% |
False |
True |
54,946 |
| 100 |
4.871 |
3.325 |
1.546 |
45.3% |
0.110 |
3.2% |
5% |
False |
True |
46,202 |
| 120 |
5.283 |
3.325 |
1.958 |
57.4% |
0.111 |
3.3% |
4% |
False |
True |
40,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.134 |
|
2.618 |
3.882 |
|
1.618 |
3.728 |
|
1.000 |
3.633 |
|
0.618 |
3.574 |
|
HIGH |
3.479 |
|
0.618 |
3.420 |
|
0.500 |
3.402 |
|
0.382 |
3.384 |
|
LOW |
3.325 |
|
0.618 |
3.230 |
|
1.000 |
3.171 |
|
1.618 |
3.076 |
|
2.618 |
2.922 |
|
4.250 |
2.671 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.408 |
| PP |
3.405 |
3.406 |
| S1 |
3.402 |
3.404 |
|