NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.461 |
3.529 |
0.068 |
2.0% |
3.329 |
| High |
3.549 |
3.580 |
0.031 |
0.9% |
3.549 |
| Low |
3.415 |
3.351 |
-0.064 |
-1.9% |
3.285 |
| Close |
3.536 |
3.356 |
-0.180 |
-5.1% |
3.536 |
| Range |
0.134 |
0.229 |
0.095 |
70.9% |
0.264 |
| ATR |
0.122 |
0.130 |
0.008 |
6.3% |
0.000 |
| Volume |
0 |
12,386 |
12,386 |
|
322,264 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.116 |
3.965 |
3.482 |
|
| R3 |
3.887 |
3.736 |
3.419 |
|
| R2 |
3.658 |
3.658 |
3.398 |
|
| R1 |
3.507 |
3.507 |
3.377 |
3.468 |
| PP |
3.429 |
3.429 |
3.429 |
3.410 |
| S1 |
3.278 |
3.278 |
3.335 |
3.239 |
| S2 |
3.200 |
3.200 |
3.314 |
|
| S3 |
2.971 |
3.049 |
3.293 |
|
| S4 |
2.742 |
2.820 |
3.230 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.249 |
4.156 |
3.681 |
|
| R3 |
3.985 |
3.892 |
3.609 |
|
| R2 |
3.721 |
3.721 |
3.584 |
|
| R1 |
3.628 |
3.628 |
3.560 |
3.675 |
| PP |
3.457 |
3.457 |
3.457 |
3.480 |
| S1 |
3.364 |
3.364 |
3.512 |
3.411 |
| S2 |
3.193 |
3.193 |
3.488 |
|
| S3 |
2.929 |
3.100 |
3.463 |
|
| S4 |
2.665 |
2.836 |
3.391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.580 |
3.285 |
0.295 |
8.8% |
0.148 |
4.4% |
24% |
True |
False |
66,930 |
| 10 |
3.580 |
3.285 |
0.295 |
8.8% |
0.137 |
4.1% |
24% |
True |
False |
98,051 |
| 20 |
3.978 |
3.285 |
0.693 |
20.6% |
0.125 |
3.7% |
10% |
False |
False |
101,284 |
| 40 |
4.039 |
3.285 |
0.754 |
22.5% |
0.118 |
3.5% |
9% |
False |
False |
89,778 |
| 60 |
4.385 |
3.285 |
1.100 |
32.8% |
0.114 |
3.4% |
6% |
False |
False |
71,671 |
| 80 |
4.516 |
3.285 |
1.231 |
36.7% |
0.113 |
3.4% |
6% |
False |
False |
59,656 |
| 100 |
4.871 |
3.285 |
1.586 |
47.3% |
0.111 |
3.3% |
4% |
False |
False |
50,367 |
| 120 |
5.283 |
3.285 |
1.998 |
59.5% |
0.114 |
3.4% |
4% |
False |
False |
43,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.553 |
|
2.618 |
4.180 |
|
1.618 |
3.951 |
|
1.000 |
3.809 |
|
0.618 |
3.722 |
|
HIGH |
3.580 |
|
0.618 |
3.493 |
|
0.500 |
3.466 |
|
0.382 |
3.438 |
|
LOW |
3.351 |
|
0.618 |
3.209 |
|
1.000 |
3.122 |
|
1.618 |
2.980 |
|
2.618 |
2.751 |
|
4.250 |
2.378 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.466 |
3.466 |
| PP |
3.429 |
3.429 |
| S1 |
3.393 |
3.393 |
|