NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.856 |
3.759 |
-0.097 |
-2.5% |
4.055 |
| High |
3.863 |
3.800 |
-0.063 |
-1.6% |
4.095 |
| Low |
3.746 |
3.710 |
-0.036 |
-1.0% |
3.872 |
| Close |
3.749 |
3.747 |
-0.002 |
-0.1% |
3.892 |
| Range |
0.117 |
0.090 |
-0.027 |
-23.1% |
0.223 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.1% |
0.000 |
| Volume |
50,826 |
50,985 |
159 |
0.3% |
257,653 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.975 |
3.797 |
|
| R3 |
3.932 |
3.885 |
3.772 |
|
| R2 |
3.842 |
3.842 |
3.764 |
|
| R1 |
3.795 |
3.795 |
3.755 |
3.774 |
| PP |
3.752 |
3.752 |
3.752 |
3.742 |
| S1 |
3.705 |
3.705 |
3.739 |
3.684 |
| S2 |
3.662 |
3.662 |
3.731 |
|
| S3 |
3.572 |
3.615 |
3.722 |
|
| S4 |
3.482 |
3.525 |
3.698 |
|
|
| 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 |
3.955 |
3.710 |
0.245 |
6.5% |
0.101 |
2.7% |
15% |
False |
True |
55,107 |
| 10 |
4.095 |
3.710 |
0.385 |
10.3% |
0.113 |
3.0% |
10% |
False |
True |
54,076 |
| 20 |
4.143 |
3.710 |
0.433 |
11.6% |
0.112 |
3.0% |
9% |
False |
True |
50,963 |
| 40 |
4.350 |
3.710 |
0.640 |
17.1% |
0.098 |
2.6% |
6% |
False |
True |
50,123 |
| 60 |
4.564 |
3.710 |
0.854 |
22.8% |
0.104 |
2.8% |
4% |
False |
True |
41,686 |
| 80 |
4.934 |
3.710 |
1.224 |
32.7% |
0.103 |
2.8% |
3% |
False |
True |
36,177 |
| 100 |
4.962 |
3.710 |
1.252 |
33.4% |
0.104 |
2.8% |
3% |
False |
True |
32,030 |
| 120 |
5.356 |
3.710 |
1.646 |
43.9% |
0.106 |
2.8% |
2% |
False |
True |
28,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.183 |
|
2.618 |
4.036 |
|
1.618 |
3.946 |
|
1.000 |
3.890 |
|
0.618 |
3.856 |
|
HIGH |
3.800 |
|
0.618 |
3.766 |
|
0.500 |
3.755 |
|
0.382 |
3.744 |
|
LOW |
3.710 |
|
0.618 |
3.654 |
|
1.000 |
3.620 |
|
1.618 |
3.564 |
|
2.618 |
3.474 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.788 |
| PP |
3.752 |
3.774 |
| S1 |
3.750 |
3.761 |
|