NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.576 |
3.505 |
-0.071 |
-2.0% |
3.650 |
| High |
3.582 |
3.589 |
0.007 |
0.2% |
3.664 |
| Low |
3.463 |
3.461 |
-0.002 |
-0.1% |
3.463 |
| Close |
3.496 |
3.558 |
0.062 |
1.8% |
3.496 |
| Range |
0.119 |
0.128 |
0.009 |
7.6% |
0.201 |
| ATR |
0.107 |
0.108 |
0.002 |
1.4% |
0.000 |
| Volume |
90,217 |
98,591 |
8,374 |
9.3% |
410,500 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.920 |
3.867 |
3.628 |
|
| R3 |
3.792 |
3.739 |
3.593 |
|
| R2 |
3.664 |
3.664 |
3.581 |
|
| R1 |
3.611 |
3.611 |
3.570 |
3.638 |
| PP |
3.536 |
3.536 |
3.536 |
3.549 |
| S1 |
3.483 |
3.483 |
3.546 |
3.510 |
| S2 |
3.408 |
3.408 |
3.535 |
|
| S3 |
3.280 |
3.355 |
3.523 |
|
| S4 |
3.152 |
3.227 |
3.488 |
|
|
| 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 |
3.613 |
3.461 |
0.152 |
4.3% |
0.115 |
3.2% |
64% |
False |
True |
88,356 |
| 10 |
3.865 |
3.461 |
0.404 |
11.4% |
0.105 |
2.9% |
24% |
False |
True |
71,875 |
| 20 |
4.095 |
3.461 |
0.634 |
17.8% |
0.109 |
3.1% |
15% |
False |
True |
59,723 |
| 40 |
4.300 |
3.461 |
0.839 |
23.6% |
0.104 |
2.9% |
12% |
False |
True |
58,373 |
| 60 |
4.564 |
3.461 |
1.103 |
31.0% |
0.105 |
2.9% |
9% |
False |
True |
48,547 |
| 80 |
4.636 |
3.461 |
1.175 |
33.0% |
0.104 |
2.9% |
8% |
False |
True |
41,874 |
| 100 |
4.962 |
3.461 |
1.501 |
42.2% |
0.104 |
2.9% |
6% |
False |
True |
36,778 |
| 120 |
5.356 |
3.461 |
1.895 |
53.3% |
0.105 |
3.0% |
5% |
False |
True |
32,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.133 |
|
2.618 |
3.924 |
|
1.618 |
3.796 |
|
1.000 |
3.717 |
|
0.618 |
3.668 |
|
HIGH |
3.589 |
|
0.618 |
3.540 |
|
0.500 |
3.525 |
|
0.382 |
3.510 |
|
LOW |
3.461 |
|
0.618 |
3.382 |
|
1.000 |
3.333 |
|
1.618 |
3.254 |
|
2.618 |
3.126 |
|
4.250 |
2.917 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.547 |
3.550 |
| PP |
3.536 |
3.543 |
| S1 |
3.525 |
3.535 |
|