NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.404 |
3.408 |
0.004 |
0.1% |
3.540 |
| High |
3.455 |
3.483 |
0.028 |
0.8% |
3.553 |
| Low |
3.362 |
3.352 |
-0.010 |
-0.3% |
3.285 |
| Close |
3.415 |
3.460 |
0.045 |
1.3% |
3.316 |
| Range |
0.093 |
0.131 |
0.038 |
40.9% |
0.268 |
| ATR |
0.120 |
0.121 |
0.001 |
0.6% |
0.000 |
| Volume |
90,658 |
101,740 |
11,082 |
12.2% |
645,867 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.825 |
3.773 |
3.532 |
|
| R3 |
3.694 |
3.642 |
3.496 |
|
| R2 |
3.563 |
3.563 |
3.484 |
|
| R1 |
3.511 |
3.511 |
3.472 |
3.537 |
| PP |
3.432 |
3.432 |
3.432 |
3.445 |
| S1 |
3.380 |
3.380 |
3.448 |
3.406 |
| S2 |
3.301 |
3.301 |
3.436 |
|
| S3 |
3.170 |
3.249 |
3.424 |
|
| S4 |
3.039 |
3.118 |
3.388 |
|
|
| 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 |
5.7% |
0.138 |
4.0% |
88% |
True |
False |
123,318 |
| 10 |
3.708 |
3.285 |
0.423 |
12.2% |
0.121 |
3.5% |
41% |
False |
False |
115,415 |
| 20 |
3.978 |
3.285 |
0.693 |
20.0% |
0.121 |
3.5% |
25% |
False |
False |
116,120 |
| 40 |
4.100 |
3.285 |
0.815 |
23.6% |
0.116 |
3.4% |
21% |
False |
False |
91,826 |
| 60 |
4.450 |
3.285 |
1.165 |
33.7% |
0.114 |
3.3% |
15% |
False |
False |
72,418 |
| 80 |
4.516 |
3.285 |
1.231 |
35.6% |
0.112 |
3.2% |
14% |
False |
False |
60,023 |
| 100 |
4.871 |
3.285 |
1.586 |
45.8% |
0.110 |
3.2% |
11% |
False |
False |
50,446 |
| 120 |
5.283 |
3.285 |
1.998 |
57.7% |
0.112 |
3.2% |
9% |
False |
False |
43,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.040 |
|
2.618 |
3.826 |
|
1.618 |
3.695 |
|
1.000 |
3.614 |
|
0.618 |
3.564 |
|
HIGH |
3.483 |
|
0.618 |
3.433 |
|
0.500 |
3.418 |
|
0.382 |
3.402 |
|
LOW |
3.352 |
|
0.618 |
3.271 |
|
1.000 |
3.221 |
|
1.618 |
3.140 |
|
2.618 |
3.009 |
|
4.250 |
2.795 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.446 |
3.435 |
| PP |
3.432 |
3.409 |
| S1 |
3.418 |
3.384 |
|