NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.809 |
3.856 |
0.047 |
1.2% |
4.055 |
| High |
3.865 |
3.863 |
-0.002 |
-0.1% |
4.095 |
| Low |
3.760 |
3.746 |
-0.014 |
-0.4% |
3.872 |
| Close |
3.843 |
3.749 |
-0.094 |
-2.4% |
3.892 |
| Range |
0.105 |
0.117 |
0.012 |
11.4% |
0.223 |
| ATR |
0.106 |
0.107 |
0.001 |
0.7% |
0.000 |
| Volume |
61,435 |
50,826 |
-10,609 |
-17.3% |
257,653 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.137 |
4.060 |
3.813 |
|
| R3 |
4.020 |
3.943 |
3.781 |
|
| R2 |
3.903 |
3.903 |
3.770 |
|
| R1 |
3.826 |
3.826 |
3.760 |
3.806 |
| PP |
3.786 |
3.786 |
3.786 |
3.776 |
| S1 |
3.709 |
3.709 |
3.738 |
3.689 |
| S2 |
3.669 |
3.669 |
3.728 |
|
| S3 |
3.552 |
3.592 |
3.717 |
|
| S4 |
3.435 |
3.475 |
3.685 |
|
|
| 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 |
3.746 |
0.231 |
6.2% |
0.103 |
2.8% |
1% |
False |
True |
51,204 |
| 10 |
4.095 |
3.746 |
0.349 |
9.3% |
0.113 |
3.0% |
1% |
False |
True |
52,546 |
| 20 |
4.143 |
3.746 |
0.397 |
10.6% |
0.111 |
3.0% |
1% |
False |
True |
53,045 |
| 40 |
4.461 |
3.746 |
0.715 |
19.1% |
0.100 |
2.7% |
0% |
False |
True |
49,566 |
| 60 |
4.564 |
3.746 |
0.818 |
21.8% |
0.104 |
2.8% |
0% |
False |
True |
41,293 |
| 80 |
4.949 |
3.746 |
1.203 |
32.1% |
0.104 |
2.8% |
0% |
False |
True |
35,667 |
| 100 |
4.962 |
3.746 |
1.216 |
32.4% |
0.104 |
2.8% |
0% |
False |
True |
31,630 |
| 120 |
5.356 |
3.746 |
1.610 |
42.9% |
0.106 |
2.8% |
0% |
False |
True |
28,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.360 |
|
2.618 |
4.169 |
|
1.618 |
4.052 |
|
1.000 |
3.980 |
|
0.618 |
3.935 |
|
HIGH |
3.863 |
|
0.618 |
3.818 |
|
0.500 |
3.805 |
|
0.382 |
3.791 |
|
LOW |
3.746 |
|
0.618 |
3.674 |
|
1.000 |
3.629 |
|
1.618 |
3.557 |
|
2.618 |
3.440 |
|
4.250 |
3.249 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.819 |
| PP |
3.786 |
3.796 |
| S1 |
3.768 |
3.772 |
|