NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.439 |
3.329 |
-0.110 |
-3.2% |
3.540 |
| High |
3.444 |
3.440 |
-0.004 |
-0.1% |
3.553 |
| Low |
3.285 |
3.285 |
0.000 |
0.0% |
3.285 |
| Close |
3.316 |
3.399 |
0.083 |
2.5% |
3.316 |
| Range |
0.159 |
0.155 |
-0.004 |
-2.5% |
0.268 |
| ATR |
0.120 |
0.122 |
0.003 |
2.1% |
0.000 |
| Volume |
136,005 |
129,866 |
-6,139 |
-4.5% |
645,867 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.840 |
3.774 |
3.484 |
|
| R3 |
3.685 |
3.619 |
3.442 |
|
| R2 |
3.530 |
3.530 |
3.427 |
|
| R1 |
3.464 |
3.464 |
3.413 |
3.497 |
| PP |
3.375 |
3.375 |
3.375 |
3.391 |
| S1 |
3.309 |
3.309 |
3.385 |
3.342 |
| S2 |
3.220 |
3.220 |
3.371 |
|
| S3 |
3.065 |
3.154 |
3.356 |
|
| S4 |
2.910 |
2.999 |
3.314 |
|
|
| 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 |
3.483 |
3.285 |
0.198 |
5.8% |
0.135 |
4.0% |
58% |
False |
True |
131,928 |
| 10 |
3.769 |
3.285 |
0.484 |
14.2% |
0.121 |
3.6% |
24% |
False |
True |
115,878 |
| 20 |
3.978 |
3.285 |
0.693 |
20.4% |
0.122 |
3.6% |
16% |
False |
True |
114,901 |
| 40 |
4.161 |
3.285 |
0.876 |
25.8% |
0.115 |
3.4% |
13% |
False |
True |
88,785 |
| 60 |
4.450 |
3.285 |
1.165 |
34.3% |
0.114 |
3.3% |
10% |
False |
True |
69,809 |
| 80 |
4.537 |
3.285 |
1.252 |
36.8% |
0.111 |
3.3% |
9% |
False |
True |
57,993 |
| 100 |
4.871 |
3.285 |
1.586 |
46.7% |
0.110 |
3.2% |
7% |
False |
True |
48,710 |
| 120 |
5.283 |
3.285 |
1.998 |
58.8% |
0.112 |
3.3% |
6% |
False |
True |
42,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.099 |
|
2.618 |
3.846 |
|
1.618 |
3.691 |
|
1.000 |
3.595 |
|
0.618 |
3.536 |
|
HIGH |
3.440 |
|
0.618 |
3.381 |
|
0.500 |
3.363 |
|
0.382 |
3.344 |
|
LOW |
3.285 |
|
0.618 |
3.189 |
|
1.000 |
3.130 |
|
1.618 |
3.034 |
|
2.618 |
2.879 |
|
4.250 |
2.626 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.387 |
3.393 |
| PP |
3.375 |
3.388 |
| S1 |
3.363 |
3.382 |
|