NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.568 |
3.552 |
-0.016 |
-0.4% |
3.650 |
| High |
3.600 |
3.637 |
0.037 |
1.0% |
3.664 |
| Low |
3.510 |
3.490 |
-0.020 |
-0.6% |
3.463 |
| Close |
3.561 |
3.608 |
0.047 |
1.3% |
3.496 |
| Range |
0.090 |
0.147 |
0.057 |
63.3% |
0.201 |
| ATR |
0.107 |
0.110 |
0.003 |
2.7% |
0.000 |
| Volume |
102,997 |
79,545 |
-23,452 |
-22.8% |
410,500 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.019 |
3.961 |
3.689 |
|
| R3 |
3.872 |
3.814 |
3.648 |
|
| R2 |
3.725 |
3.725 |
3.635 |
|
| R1 |
3.667 |
3.667 |
3.621 |
3.696 |
| PP |
3.578 |
3.578 |
3.578 |
3.593 |
| S1 |
3.520 |
3.520 |
3.595 |
3.549 |
| S2 |
3.431 |
3.431 |
3.581 |
|
| S3 |
3.284 |
3.373 |
3.568 |
|
| S4 |
3.137 |
3.226 |
3.527 |
|
|
| 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 |
3.637 |
3.461 |
0.176 |
4.9% |
0.125 |
3.5% |
84% |
True |
False |
91,070 |
| 10 |
3.800 |
3.461 |
0.339 |
9.4% |
0.106 |
2.9% |
43% |
False |
False |
78,903 |
| 20 |
4.095 |
3.461 |
0.634 |
17.6% |
0.109 |
3.0% |
23% |
False |
False |
65,725 |
| 40 |
4.237 |
3.461 |
0.776 |
21.5% |
0.106 |
2.9% |
19% |
False |
False |
61,405 |
| 60 |
4.564 |
3.461 |
1.103 |
30.6% |
0.106 |
2.9% |
13% |
False |
False |
50,884 |
| 80 |
4.606 |
3.461 |
1.145 |
31.7% |
0.105 |
2.9% |
13% |
False |
False |
43,809 |
| 100 |
4.962 |
3.461 |
1.501 |
41.6% |
0.105 |
2.9% |
10% |
False |
False |
38,281 |
| 120 |
5.356 |
3.461 |
1.895 |
52.5% |
0.106 |
2.9% |
8% |
False |
False |
34,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.262 |
|
2.618 |
4.022 |
|
1.618 |
3.875 |
|
1.000 |
3.784 |
|
0.618 |
3.728 |
|
HIGH |
3.637 |
|
0.618 |
3.581 |
|
0.500 |
3.564 |
|
0.382 |
3.546 |
|
LOW |
3.490 |
|
0.618 |
3.399 |
|
1.000 |
3.343 |
|
1.618 |
3.252 |
|
2.618 |
3.105 |
|
4.250 |
2.865 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.593 |
3.588 |
| PP |
3.578 |
3.569 |
| S1 |
3.564 |
3.549 |
|