NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.937 |
3.900 |
-0.037 |
-0.9% |
4.069 |
| High |
3.961 |
3.900 |
-0.061 |
-1.5% |
4.107 |
| Low |
3.890 |
3.794 |
-0.096 |
-2.5% |
3.882 |
| Close |
3.900 |
3.816 |
-0.084 |
-2.2% |
3.900 |
| Range |
0.071 |
0.106 |
0.035 |
49.3% |
0.225 |
| ATR |
0.101 |
0.101 |
0.000 |
0.3% |
0.000 |
| Volume |
26,260 |
19,846 |
-6,414 |
-24.4% |
112,537 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.155 |
4.091 |
3.874 |
|
| R3 |
4.049 |
3.985 |
3.845 |
|
| R2 |
3.943 |
3.943 |
3.835 |
|
| R1 |
3.879 |
3.879 |
3.826 |
3.858 |
| PP |
3.837 |
3.837 |
3.837 |
3.826 |
| S1 |
3.773 |
3.773 |
3.806 |
3.752 |
| S2 |
3.731 |
3.731 |
3.797 |
|
| S3 |
3.625 |
3.667 |
3.787 |
|
| S4 |
3.519 |
3.561 |
3.758 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.638 |
4.494 |
4.024 |
|
| R3 |
4.413 |
4.269 |
3.962 |
|
| R2 |
4.188 |
4.188 |
3.941 |
|
| R1 |
4.044 |
4.044 |
3.921 |
4.004 |
| PP |
3.963 |
3.963 |
3.963 |
3.943 |
| S1 |
3.819 |
3.819 |
3.879 |
3.779 |
| S2 |
3.738 |
3.738 |
3.859 |
|
| S3 |
3.513 |
3.594 |
3.838 |
|
| S4 |
3.288 |
3.369 |
3.776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.082 |
3.794 |
0.288 |
7.5% |
0.102 |
2.7% |
8% |
False |
True |
21,223 |
| 10 |
4.107 |
3.794 |
0.313 |
8.2% |
0.108 |
2.8% |
7% |
False |
True |
18,619 |
| 20 |
4.153 |
3.794 |
0.359 |
9.4% |
0.104 |
2.7% |
6% |
False |
True |
19,055 |
| 40 |
4.500 |
3.794 |
0.706 |
18.5% |
0.096 |
2.5% |
3% |
False |
True |
15,609 |
| 60 |
4.580 |
3.794 |
0.786 |
20.6% |
0.098 |
2.6% |
3% |
False |
True |
12,577 |
| 80 |
4.958 |
3.794 |
1.164 |
30.5% |
0.097 |
2.5% |
2% |
False |
True |
10,571 |
| 100 |
4.958 |
3.794 |
1.164 |
30.5% |
0.098 |
2.6% |
2% |
False |
True |
8,882 |
| 120 |
5.330 |
3.794 |
1.536 |
40.3% |
0.100 |
2.6% |
1% |
False |
True |
7,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.178 |
|
1.618 |
4.072 |
|
1.000 |
4.006 |
|
0.618 |
3.966 |
|
HIGH |
3.900 |
|
0.618 |
3.860 |
|
0.500 |
3.847 |
|
0.382 |
3.834 |
|
LOW |
3.794 |
|
0.618 |
3.728 |
|
1.000 |
3.688 |
|
1.618 |
3.622 |
|
2.618 |
3.516 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.847 |
3.888 |
| PP |
3.837 |
3.864 |
| S1 |
3.826 |
3.840 |
|