NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.568 |
0.063 |
1.8% |
3.650 |
| High |
3.589 |
3.600 |
0.011 |
0.3% |
3.664 |
| Low |
3.461 |
3.510 |
0.049 |
1.4% |
3.463 |
| Close |
3.558 |
3.561 |
0.003 |
0.1% |
3.496 |
| Range |
0.128 |
0.090 |
-0.038 |
-29.7% |
0.201 |
| ATR |
0.108 |
0.107 |
-0.001 |
-1.2% |
0.000 |
| Volume |
98,591 |
102,997 |
4,406 |
4.5% |
410,500 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.784 |
3.611 |
|
| R3 |
3.737 |
3.694 |
3.586 |
|
| R2 |
3.647 |
3.647 |
3.578 |
|
| R1 |
3.604 |
3.604 |
3.569 |
3.581 |
| PP |
3.557 |
3.557 |
3.557 |
3.545 |
| S1 |
3.514 |
3.514 |
3.553 |
3.491 |
| S2 |
3.467 |
3.467 |
3.545 |
|
| S3 |
3.377 |
3.424 |
3.536 |
|
| S4 |
3.287 |
3.334 |
3.512 |
|
|
| 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 |
3.609 |
3.461 |
0.148 |
4.2% |
0.117 |
3.3% |
68% |
False |
False |
93,745 |
| 10 |
3.863 |
3.461 |
0.402 |
11.3% |
0.103 |
2.9% |
25% |
False |
False |
76,031 |
| 20 |
4.095 |
3.461 |
0.634 |
17.8% |
0.108 |
3.0% |
16% |
False |
False |
63,574 |
| 40 |
4.239 |
3.461 |
0.778 |
21.8% |
0.104 |
2.9% |
13% |
False |
False |
60,262 |
| 60 |
4.564 |
3.461 |
1.103 |
31.0% |
0.105 |
2.9% |
9% |
False |
False |
49,834 |
| 80 |
4.636 |
3.461 |
1.175 |
33.0% |
0.104 |
2.9% |
9% |
False |
False |
42,985 |
| 100 |
4.962 |
3.461 |
1.501 |
42.2% |
0.104 |
2.9% |
7% |
False |
False |
37,607 |
| 120 |
5.356 |
3.461 |
1.895 |
53.2% |
0.105 |
3.0% |
5% |
False |
False |
33,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.983 |
|
2.618 |
3.836 |
|
1.618 |
3.746 |
|
1.000 |
3.690 |
|
0.618 |
3.656 |
|
HIGH |
3.600 |
|
0.618 |
3.566 |
|
0.500 |
3.555 |
|
0.382 |
3.544 |
|
LOW |
3.510 |
|
0.618 |
3.454 |
|
1.000 |
3.420 |
|
1.618 |
3.364 |
|
2.618 |
3.274 |
|
4.250 |
3.128 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.559 |
3.551 |
| PP |
3.557 |
3.541 |
| S1 |
3.555 |
3.531 |
|