NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.343 |
3.439 |
0.096 |
2.9% |
3.540 |
| High |
3.479 |
3.444 |
-0.035 |
-1.0% |
3.553 |
| Low |
3.325 |
3.285 |
-0.040 |
-1.2% |
3.285 |
| Close |
3.410 |
3.316 |
-0.094 |
-2.8% |
3.316 |
| Range |
0.154 |
0.159 |
0.005 |
3.2% |
0.268 |
| ATR |
0.117 |
0.120 |
0.003 |
2.6% |
0.000 |
| Volume |
158,324 |
136,005 |
-22,319 |
-14.1% |
645,867 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.825 |
3.730 |
3.403 |
|
| R3 |
3.666 |
3.571 |
3.360 |
|
| R2 |
3.507 |
3.507 |
3.345 |
|
| R1 |
3.412 |
3.412 |
3.331 |
3.380 |
| PP |
3.348 |
3.348 |
3.348 |
3.333 |
| S1 |
3.253 |
3.253 |
3.301 |
3.221 |
| S2 |
3.189 |
3.189 |
3.287 |
|
| S3 |
3.030 |
3.094 |
3.272 |
|
| S4 |
2.871 |
2.935 |
3.229 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.020 |
3.463 |
|
| R3 |
3.921 |
3.752 |
3.390 |
|
| R2 |
3.653 |
3.653 |
3.365 |
|
| R1 |
3.484 |
3.484 |
3.341 |
3.435 |
| PP |
3.385 |
3.385 |
3.385 |
3.360 |
| S1 |
3.216 |
3.216 |
3.291 |
3.167 |
| S2 |
3.117 |
3.117 |
3.267 |
|
| S3 |
2.849 |
2.948 |
3.242 |
|
| S4 |
2.581 |
2.680 |
3.169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.553 |
3.285 |
0.268 |
8.1% |
0.126 |
3.8% |
12% |
False |
True |
129,173 |
| 10 |
3.769 |
3.285 |
0.484 |
14.6% |
0.117 |
3.5% |
6% |
False |
True |
114,308 |
| 20 |
3.978 |
3.285 |
0.693 |
20.9% |
0.118 |
3.6% |
4% |
False |
True |
110,984 |
| 40 |
4.161 |
3.285 |
0.876 |
26.4% |
0.114 |
3.4% |
4% |
False |
True |
86,326 |
| 60 |
4.450 |
3.285 |
1.165 |
35.1% |
0.112 |
3.4% |
3% |
False |
True |
68,181 |
| 80 |
4.537 |
3.285 |
1.252 |
37.8% |
0.110 |
3.3% |
2% |
False |
True |
56,543 |
| 100 |
4.871 |
3.285 |
1.586 |
47.8% |
0.110 |
3.3% |
2% |
False |
True |
47,479 |
| 120 |
5.283 |
3.285 |
1.998 |
60.3% |
0.112 |
3.4% |
2% |
False |
True |
41,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.120 |
|
2.618 |
3.860 |
|
1.618 |
3.701 |
|
1.000 |
3.603 |
|
0.618 |
3.542 |
|
HIGH |
3.444 |
|
0.618 |
3.383 |
|
0.500 |
3.365 |
|
0.382 |
3.346 |
|
LOW |
3.285 |
|
0.618 |
3.187 |
|
1.000 |
3.126 |
|
1.618 |
3.028 |
|
2.618 |
2.869 |
|
4.250 |
2.609 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.365 |
3.382 |
| PP |
3.348 |
3.360 |
| S1 |
3.332 |
3.338 |
|