NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.481 |
3.576 |
0.095 |
2.7% |
3.650 |
| High |
3.609 |
3.582 |
-0.027 |
-0.7% |
3.664 |
| Low |
3.470 |
3.463 |
-0.007 |
-0.2% |
3.463 |
| Close |
3.546 |
3.496 |
-0.050 |
-1.4% |
3.496 |
| Range |
0.139 |
0.119 |
-0.020 |
-14.4% |
0.201 |
| ATR |
0.106 |
0.107 |
0.001 |
0.9% |
0.000 |
| Volume |
84,000 |
90,217 |
6,217 |
7.4% |
410,500 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.802 |
3.561 |
|
| R3 |
3.752 |
3.683 |
3.529 |
|
| R2 |
3.633 |
3.633 |
3.518 |
|
| R1 |
3.564 |
3.564 |
3.507 |
3.539 |
| PP |
3.514 |
3.514 |
3.514 |
3.501 |
| S1 |
3.445 |
3.445 |
3.485 |
3.420 |
| S2 |
3.395 |
3.395 |
3.474 |
|
| S3 |
3.276 |
3.326 |
3.463 |
|
| S4 |
3.157 |
3.207 |
3.431 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.144 |
4.021 |
3.607 |
|
| R3 |
3.943 |
3.820 |
3.551 |
|
| R2 |
3.742 |
3.742 |
3.533 |
|
| R1 |
3.619 |
3.619 |
3.514 |
3.580 |
| PP |
3.541 |
3.541 |
3.541 |
3.522 |
| S1 |
3.418 |
3.418 |
3.478 |
3.379 |
| S2 |
3.340 |
3.340 |
3.459 |
|
| S3 |
3.139 |
3.217 |
3.441 |
|
| S4 |
2.938 |
3.016 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.664 |
3.463 |
0.201 |
5.7% |
0.105 |
3.0% |
16% |
False |
True |
82,100 |
| 10 |
3.892 |
3.463 |
0.429 |
12.3% |
0.104 |
3.0% |
8% |
False |
True |
67,173 |
| 20 |
4.095 |
3.463 |
0.632 |
18.1% |
0.107 |
3.1% |
5% |
False |
True |
56,591 |
| 40 |
4.300 |
3.463 |
0.837 |
23.9% |
0.103 |
2.9% |
4% |
False |
True |
56,603 |
| 60 |
4.564 |
3.463 |
1.101 |
31.5% |
0.104 |
3.0% |
3% |
False |
True |
47,335 |
| 80 |
4.636 |
3.463 |
1.173 |
33.6% |
0.103 |
2.9% |
3% |
False |
True |
40,945 |
| 100 |
4.962 |
3.463 |
1.499 |
42.9% |
0.105 |
3.0% |
2% |
False |
True |
35,920 |
| 120 |
5.356 |
3.463 |
1.893 |
54.1% |
0.105 |
3.0% |
2% |
False |
True |
32,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.088 |
|
2.618 |
3.894 |
|
1.618 |
3.775 |
|
1.000 |
3.701 |
|
0.618 |
3.656 |
|
HIGH |
3.582 |
|
0.618 |
3.537 |
|
0.500 |
3.523 |
|
0.382 |
3.508 |
|
LOW |
3.463 |
|
0.618 |
3.389 |
|
1.000 |
3.344 |
|
1.618 |
3.270 |
|
2.618 |
3.151 |
|
4.250 |
2.957 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.523 |
3.536 |
| PP |
3.514 |
3.523 |
| S1 |
3.505 |
3.509 |
|