NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.892 |
3.809 |
-0.083 |
-2.1% |
4.055 |
| High |
3.892 |
3.865 |
-0.027 |
-0.7% |
4.095 |
| Low |
3.773 |
3.760 |
-0.013 |
-0.3% |
3.872 |
| Close |
3.803 |
3.843 |
0.040 |
1.1% |
3.892 |
| Range |
0.119 |
0.105 |
-0.014 |
-11.8% |
0.223 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.1% |
0.000 |
| Volume |
51,573 |
61,435 |
9,862 |
19.1% |
257,653 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.138 |
4.095 |
3.901 |
|
| R3 |
4.033 |
3.990 |
3.872 |
|
| R2 |
3.928 |
3.928 |
3.862 |
|
| R1 |
3.885 |
3.885 |
3.853 |
3.907 |
| PP |
3.823 |
3.823 |
3.823 |
3.833 |
| S1 |
3.780 |
3.780 |
3.833 |
3.802 |
| S2 |
3.718 |
3.718 |
3.824 |
|
| S3 |
3.613 |
3.675 |
3.814 |
|
| S4 |
3.508 |
3.570 |
3.785 |
|
|
| 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 |
3.977 |
3.760 |
0.217 |
5.6% |
0.094 |
2.4% |
38% |
False |
True |
52,614 |
| 10 |
4.095 |
3.760 |
0.335 |
8.7% |
0.112 |
2.9% |
25% |
False |
True |
51,116 |
| 20 |
4.143 |
3.760 |
0.383 |
10.0% |
0.110 |
2.9% |
22% |
False |
True |
56,429 |
| 40 |
4.477 |
3.760 |
0.717 |
18.7% |
0.100 |
2.6% |
12% |
False |
True |
49,075 |
| 60 |
4.564 |
3.760 |
0.804 |
20.9% |
0.104 |
2.7% |
10% |
False |
True |
40,872 |
| 80 |
4.949 |
3.760 |
1.189 |
30.9% |
0.103 |
2.7% |
7% |
False |
True |
35,243 |
| 100 |
4.962 |
3.760 |
1.202 |
31.3% |
0.104 |
2.7% |
7% |
False |
True |
31,241 |
| 120 |
5.356 |
3.760 |
1.596 |
41.5% |
0.106 |
2.8% |
5% |
False |
True |
28,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.311 |
|
2.618 |
4.140 |
|
1.618 |
4.035 |
|
1.000 |
3.970 |
|
0.618 |
3.930 |
|
HIGH |
3.865 |
|
0.618 |
3.825 |
|
0.500 |
3.813 |
|
0.382 |
3.800 |
|
LOW |
3.760 |
|
0.618 |
3.695 |
|
1.000 |
3.655 |
|
1.618 |
3.590 |
|
2.618 |
3.485 |
|
4.250 |
3.314 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.833 |
3.858 |
| PP |
3.823 |
3.853 |
| S1 |
3.813 |
3.848 |
|