NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.819 |
-0.081 |
-2.1% |
4.069 |
| High |
3.900 |
3.881 |
-0.019 |
-0.5% |
4.107 |
| Low |
3.794 |
3.780 |
-0.014 |
-0.4% |
3.882 |
| Close |
3.816 |
3.859 |
0.043 |
1.1% |
3.900 |
| Range |
0.106 |
0.101 |
-0.005 |
-4.7% |
0.225 |
| ATR |
0.101 |
0.101 |
0.000 |
0.0% |
0.000 |
| Volume |
19,846 |
20,948 |
1,102 |
5.6% |
112,537 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.102 |
3.915 |
|
| R3 |
4.042 |
4.001 |
3.887 |
|
| R2 |
3.941 |
3.941 |
3.878 |
|
| R1 |
3.900 |
3.900 |
3.868 |
3.921 |
| PP |
3.840 |
3.840 |
3.840 |
3.850 |
| S1 |
3.799 |
3.799 |
3.850 |
3.820 |
| S2 |
3.739 |
3.739 |
3.840 |
|
| S3 |
3.638 |
3.698 |
3.831 |
|
| S4 |
3.537 |
3.597 |
3.803 |
|
|
| 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 |
3.981 |
3.780 |
0.201 |
5.2% |
0.089 |
2.3% |
39% |
False |
True |
21,915 |
| 10 |
4.107 |
3.780 |
0.327 |
8.5% |
0.107 |
2.8% |
24% |
False |
True |
19,777 |
| 20 |
4.153 |
3.780 |
0.373 |
9.7% |
0.105 |
2.7% |
21% |
False |
True |
19,063 |
| 40 |
4.500 |
3.780 |
0.720 |
18.7% |
0.095 |
2.5% |
11% |
False |
True |
15,967 |
| 60 |
4.580 |
3.780 |
0.800 |
20.7% |
0.098 |
2.5% |
10% |
False |
True |
12,872 |
| 80 |
4.944 |
3.780 |
1.164 |
30.2% |
0.097 |
2.5% |
7% |
False |
True |
10,798 |
| 100 |
4.958 |
3.780 |
1.178 |
30.5% |
0.098 |
2.5% |
7% |
False |
True |
9,068 |
| 120 |
5.330 |
3.780 |
1.550 |
40.2% |
0.100 |
2.6% |
5% |
False |
True |
7,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.310 |
|
2.618 |
4.145 |
|
1.618 |
4.044 |
|
1.000 |
3.982 |
|
0.618 |
3.943 |
|
HIGH |
3.881 |
|
0.618 |
3.842 |
|
0.500 |
3.831 |
|
0.382 |
3.819 |
|
LOW |
3.780 |
|
0.618 |
3.718 |
|
1.000 |
3.679 |
|
1.618 |
3.617 |
|
2.618 |
3.516 |
|
4.250 |
3.351 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.850 |
3.871 |
| PP |
3.840 |
3.867 |
| S1 |
3.831 |
3.863 |
|