NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.623 |
3.659 |
0.036 |
1.0% |
3.505 |
| High |
3.675 |
3.720 |
0.045 |
1.2% |
3.675 |
| Low |
3.554 |
3.521 |
-0.033 |
-0.9% |
3.461 |
| Close |
3.665 |
3.525 |
-0.140 |
-3.8% |
3.665 |
| Range |
0.121 |
0.199 |
0.078 |
64.5% |
0.214 |
| ATR |
0.111 |
0.117 |
0.006 |
5.7% |
0.000 |
| Volume |
103,893 |
119,889 |
15,996 |
15.4% |
385,026 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.186 |
4.054 |
3.634 |
|
| R3 |
3.987 |
3.855 |
3.580 |
|
| R2 |
3.788 |
3.788 |
3.561 |
|
| R1 |
3.656 |
3.656 |
3.543 |
3.623 |
| PP |
3.589 |
3.589 |
3.589 |
3.572 |
| S1 |
3.457 |
3.457 |
3.507 |
3.424 |
| S2 |
3.390 |
3.390 |
3.489 |
|
| S3 |
3.191 |
3.258 |
3.470 |
|
| S4 |
2.992 |
3.059 |
3.416 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.242 |
4.168 |
3.783 |
|
| R3 |
4.028 |
3.954 |
3.724 |
|
| R2 |
3.814 |
3.814 |
3.704 |
|
| R1 |
3.740 |
3.740 |
3.685 |
3.777 |
| PP |
3.600 |
3.600 |
3.600 |
3.619 |
| S1 |
3.526 |
3.526 |
3.645 |
3.563 |
| S2 |
3.386 |
3.386 |
3.626 |
|
| S3 |
3.172 |
3.312 |
3.606 |
|
| S4 |
2.958 |
3.098 |
3.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.720 |
3.461 |
0.259 |
7.3% |
0.137 |
3.9% |
25% |
True |
False |
100,983 |
| 10 |
3.720 |
3.461 |
0.259 |
7.3% |
0.121 |
3.4% |
25% |
True |
False |
91,541 |
| 20 |
4.095 |
3.461 |
0.634 |
18.0% |
0.113 |
3.2% |
10% |
False |
False |
71,715 |
| 40 |
4.165 |
3.461 |
0.704 |
20.0% |
0.108 |
3.1% |
9% |
False |
False |
65,178 |
| 60 |
4.500 |
3.461 |
1.039 |
29.5% |
0.105 |
3.0% |
6% |
False |
False |
53,881 |
| 80 |
4.606 |
3.461 |
1.145 |
32.5% |
0.106 |
3.0% |
6% |
False |
False |
46,189 |
| 100 |
4.962 |
3.461 |
1.501 |
42.6% |
0.105 |
3.0% |
4% |
False |
False |
40,161 |
| 120 |
5.356 |
3.461 |
1.895 |
53.8% |
0.107 |
3.0% |
3% |
False |
False |
35,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.566 |
|
2.618 |
4.241 |
|
1.618 |
4.042 |
|
1.000 |
3.919 |
|
0.618 |
3.843 |
|
HIGH |
3.720 |
|
0.618 |
3.644 |
|
0.500 |
3.621 |
|
0.382 |
3.597 |
|
LOW |
3.521 |
|
0.618 |
3.398 |
|
1.000 |
3.322 |
|
1.618 |
3.199 |
|
2.618 |
3.000 |
|
4.250 |
2.675 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.621 |
3.605 |
| PP |
3.589 |
3.578 |
| S1 |
3.557 |
3.552 |
|