NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.552 |
3.627 |
0.075 |
2.1% |
3.505 |
| High |
3.640 |
3.639 |
-0.001 |
0.0% |
3.675 |
| Low |
3.525 |
3.540 |
0.015 |
0.4% |
3.461 |
| Close |
3.633 |
3.550 |
-0.083 |
-2.3% |
3.665 |
| Range |
0.115 |
0.099 |
-0.016 |
-13.9% |
0.214 |
| ATR |
0.117 |
0.116 |
-0.001 |
-1.1% |
0.000 |
| Volume |
118,647 |
113,025 |
-5,622 |
-4.7% |
385,026 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.873 |
3.811 |
3.604 |
|
| R3 |
3.774 |
3.712 |
3.577 |
|
| R2 |
3.675 |
3.675 |
3.568 |
|
| R1 |
3.613 |
3.613 |
3.559 |
3.595 |
| PP |
3.576 |
3.576 |
3.576 |
3.567 |
| S1 |
3.514 |
3.514 |
3.541 |
3.496 |
| S2 |
3.477 |
3.477 |
3.532 |
|
| S3 |
3.378 |
3.415 |
3.523 |
|
| S4 |
3.279 |
3.316 |
3.496 |
|
|
| 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 |
3.490 |
0.230 |
6.5% |
0.136 |
3.8% |
26% |
False |
False |
106,999 |
| 10 |
3.720 |
3.461 |
0.259 |
7.3% |
0.126 |
3.6% |
34% |
False |
False |
100,372 |
| 20 |
3.977 |
3.461 |
0.516 |
14.5% |
0.109 |
3.1% |
17% |
False |
False |
77,919 |
| 40 |
4.146 |
3.461 |
0.685 |
19.3% |
0.109 |
3.1% |
13% |
False |
False |
68,766 |
| 60 |
4.477 |
3.461 |
1.016 |
28.6% |
0.104 |
2.9% |
9% |
False |
False |
56,828 |
| 80 |
4.606 |
3.461 |
1.145 |
32.3% |
0.106 |
3.0% |
8% |
False |
False |
48,361 |
| 100 |
4.962 |
3.461 |
1.501 |
42.3% |
0.105 |
3.0% |
6% |
False |
False |
42,129 |
| 120 |
5.242 |
3.461 |
1.781 |
50.2% |
0.106 |
3.0% |
5% |
False |
False |
37,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.060 |
|
2.618 |
3.898 |
|
1.618 |
3.799 |
|
1.000 |
3.738 |
|
0.618 |
3.700 |
|
HIGH |
3.639 |
|
0.618 |
3.601 |
|
0.500 |
3.590 |
|
0.382 |
3.578 |
|
LOW |
3.540 |
|
0.618 |
3.479 |
|
1.000 |
3.441 |
|
1.618 |
3.380 |
|
2.618 |
3.281 |
|
4.250 |
3.119 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.590 |
3.621 |
| PP |
3.576 |
3.597 |
| S1 |
3.563 |
3.574 |
|