NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.928 |
3.892 |
-0.036 |
-0.9% |
4.055 |
| High |
3.955 |
3.892 |
-0.063 |
-1.6% |
4.095 |
| Low |
3.883 |
3.773 |
-0.110 |
-2.8% |
3.872 |
| Close |
3.892 |
3.803 |
-0.089 |
-2.3% |
3.892 |
| Range |
0.072 |
0.119 |
0.047 |
65.3% |
0.223 |
| ATR |
0.105 |
0.106 |
0.001 |
0.9% |
0.000 |
| Volume |
60,716 |
51,573 |
-9,143 |
-15.1% |
257,653 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.110 |
3.868 |
|
| R3 |
4.061 |
3.991 |
3.836 |
|
| R2 |
3.942 |
3.942 |
3.825 |
|
| R1 |
3.872 |
3.872 |
3.814 |
3.848 |
| PP |
3.823 |
3.823 |
3.823 |
3.810 |
| S1 |
3.753 |
3.753 |
3.792 |
3.729 |
| S2 |
3.704 |
3.704 |
3.781 |
|
| S3 |
3.585 |
3.634 |
3.770 |
|
| S4 |
3.466 |
3.515 |
3.738 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.622 |
4.480 |
4.015 |
|
| R3 |
4.399 |
4.257 |
3.953 |
|
| R2 |
4.176 |
4.176 |
3.933 |
|
| R1 |
4.034 |
4.034 |
3.912 |
3.994 |
| PP |
3.953 |
3.953 |
3.953 |
3.933 |
| S1 |
3.811 |
3.811 |
3.872 |
3.771 |
| S2 |
3.730 |
3.730 |
3.851 |
|
| S3 |
3.507 |
3.588 |
3.831 |
|
| S4 |
3.284 |
3.365 |
3.769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.075 |
3.773 |
0.302 |
7.9% |
0.108 |
2.8% |
10% |
False |
True |
48,704 |
| 10 |
4.095 |
3.773 |
0.322 |
8.5% |
0.113 |
3.0% |
9% |
False |
True |
47,571 |
| 20 |
4.143 |
3.773 |
0.370 |
9.7% |
0.109 |
2.9% |
8% |
False |
True |
57,613 |
| 40 |
4.477 |
3.773 |
0.704 |
18.5% |
0.101 |
2.7% |
4% |
False |
True |
48,099 |
| 60 |
4.564 |
3.773 |
0.791 |
20.8% |
0.104 |
2.7% |
4% |
False |
True |
40,078 |
| 80 |
4.962 |
3.773 |
1.189 |
31.3% |
0.103 |
2.7% |
3% |
False |
True |
34,798 |
| 100 |
4.962 |
3.773 |
1.189 |
31.3% |
0.104 |
2.7% |
3% |
False |
True |
30,797 |
| 120 |
5.356 |
3.773 |
1.583 |
41.6% |
0.106 |
2.8% |
2% |
False |
True |
27,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.398 |
|
2.618 |
4.204 |
|
1.618 |
4.085 |
|
1.000 |
4.011 |
|
0.618 |
3.966 |
|
HIGH |
3.892 |
|
0.618 |
3.847 |
|
0.500 |
3.833 |
|
0.382 |
3.818 |
|
LOW |
3.773 |
|
0.618 |
3.699 |
|
1.000 |
3.654 |
|
1.618 |
3.580 |
|
2.618 |
3.461 |
|
4.250 |
3.267 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.833 |
3.875 |
| PP |
3.823 |
3.851 |
| S1 |
3.813 |
3.827 |
|