NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.545 |
3.481 |
-0.064 |
-1.8% |
3.892 |
| High |
3.576 |
3.609 |
0.033 |
0.9% |
3.892 |
| Low |
3.469 |
3.470 |
0.001 |
0.0% |
3.674 |
| Close |
3.483 |
3.546 |
0.063 |
1.8% |
3.696 |
| Range |
0.107 |
0.139 |
0.032 |
29.9% |
0.218 |
| ATR |
0.103 |
0.106 |
0.003 |
2.5% |
0.000 |
| Volume |
92,921 |
84,000 |
-8,921 |
-9.6% |
261,238 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.891 |
3.622 |
|
| R3 |
3.820 |
3.752 |
3.584 |
|
| R2 |
3.681 |
3.681 |
3.571 |
|
| R1 |
3.613 |
3.613 |
3.559 |
3.647 |
| PP |
3.542 |
3.542 |
3.542 |
3.559 |
| S1 |
3.474 |
3.474 |
3.533 |
3.508 |
| S2 |
3.403 |
3.403 |
3.521 |
|
| S3 |
3.264 |
3.335 |
3.508 |
|
| S4 |
3.125 |
3.196 |
3.470 |
|
|
| 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 |
3.758 |
3.469 |
0.289 |
8.2% |
0.098 |
2.8% |
27% |
False |
False |
73,340 |
| 10 |
3.955 |
3.469 |
0.486 |
13.7% |
0.099 |
2.8% |
16% |
False |
False |
64,223 |
| 20 |
4.095 |
3.469 |
0.626 |
17.7% |
0.105 |
3.0% |
12% |
False |
False |
55,138 |
| 40 |
4.300 |
3.469 |
0.831 |
23.4% |
0.101 |
2.9% |
9% |
False |
False |
55,517 |
| 60 |
4.564 |
3.469 |
1.095 |
30.9% |
0.104 |
2.9% |
7% |
False |
False |
46,093 |
| 80 |
4.727 |
3.469 |
1.258 |
35.5% |
0.103 |
2.9% |
6% |
False |
False |
39,966 |
| 100 |
4.962 |
3.469 |
1.493 |
42.1% |
0.104 |
2.9% |
5% |
False |
False |
35,187 |
| 120 |
5.356 |
3.469 |
1.887 |
53.2% |
0.105 |
3.0% |
4% |
False |
False |
31,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.200 |
|
2.618 |
3.973 |
|
1.618 |
3.834 |
|
1.000 |
3.748 |
|
0.618 |
3.695 |
|
HIGH |
3.609 |
|
0.618 |
3.556 |
|
0.500 |
3.540 |
|
0.382 |
3.523 |
|
LOW |
3.470 |
|
0.618 |
3.384 |
|
1.000 |
3.331 |
|
1.618 |
3.245 |
|
2.618 |
3.106 |
|
4.250 |
2.879 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.544 |
3.544 |
| PP |
3.542 |
3.543 |
| S1 |
3.540 |
3.541 |
|