NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.725 |
3.650 |
-0.075 |
-2.0% |
3.892 |
| High |
3.758 |
3.664 |
-0.094 |
-2.5% |
3.892 |
| Low |
3.674 |
3.589 |
-0.085 |
-2.3% |
3.674 |
| Close |
3.696 |
3.600 |
-0.096 |
-2.6% |
3.696 |
| Range |
0.084 |
0.075 |
-0.009 |
-10.7% |
0.218 |
| ATR |
0.104 |
0.104 |
0.000 |
0.2% |
0.000 |
| Volume |
46,419 |
67,309 |
20,890 |
45.0% |
261,238 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.843 |
3.796 |
3.641 |
|
| R3 |
3.768 |
3.721 |
3.621 |
|
| R2 |
3.693 |
3.693 |
3.614 |
|
| R1 |
3.646 |
3.646 |
3.607 |
3.632 |
| PP |
3.618 |
3.618 |
3.618 |
3.611 |
| S1 |
3.571 |
3.571 |
3.593 |
3.557 |
| S2 |
3.543 |
3.543 |
3.586 |
|
| S3 |
3.468 |
3.496 |
3.579 |
|
| S4 |
3.393 |
3.421 |
3.559 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.408 |
4.270 |
3.816 |
|
| R3 |
4.190 |
4.052 |
3.756 |
|
| R2 |
3.972 |
3.972 |
3.736 |
|
| R1 |
3.834 |
3.834 |
3.716 |
3.794 |
| PP |
3.754 |
3.754 |
3.754 |
3.734 |
| S1 |
3.616 |
3.616 |
3.676 |
3.576 |
| S2 |
3.536 |
3.536 |
3.656 |
|
| S3 |
3.318 |
3.398 |
3.636 |
|
| S4 |
3.100 |
3.180 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.865 |
3.589 |
0.276 |
7.7% |
0.094 |
2.6% |
4% |
False |
True |
55,394 |
| 10 |
4.075 |
3.589 |
0.486 |
13.5% |
0.101 |
2.8% |
2% |
False |
True |
52,049 |
| 20 |
4.095 |
3.589 |
0.506 |
14.1% |
0.103 |
2.9% |
2% |
False |
True |
48,876 |
| 40 |
4.350 |
3.589 |
0.761 |
21.1% |
0.099 |
2.7% |
1% |
False |
True |
51,360 |
| 60 |
4.564 |
3.589 |
0.975 |
27.1% |
0.104 |
2.9% |
1% |
False |
True |
42,891 |
| 80 |
4.810 |
3.589 |
1.221 |
33.9% |
0.102 |
2.8% |
1% |
False |
True |
37,205 |
| 100 |
4.962 |
3.589 |
1.373 |
38.1% |
0.103 |
2.9% |
1% |
False |
True |
32,963 |
| 120 |
5.356 |
3.589 |
1.767 |
49.1% |
0.106 |
2.9% |
1% |
False |
True |
29,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.983 |
|
2.618 |
3.860 |
|
1.618 |
3.785 |
|
1.000 |
3.739 |
|
0.618 |
3.710 |
|
HIGH |
3.664 |
|
0.618 |
3.635 |
|
0.500 |
3.627 |
|
0.382 |
3.618 |
|
LOW |
3.589 |
|
0.618 |
3.543 |
|
1.000 |
3.514 |
|
1.618 |
3.468 |
|
2.618 |
3.393 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.627 |
3.695 |
| PP |
3.618 |
3.663 |
| S1 |
3.609 |
3.632 |
|