NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.819 |
3.863 |
0.044 |
1.2% |
4.069 |
| High |
3.881 |
3.875 |
-0.006 |
-0.2% |
4.107 |
| Low |
3.780 |
3.764 |
-0.016 |
-0.4% |
3.882 |
| Close |
3.859 |
3.767 |
-0.092 |
-2.4% |
3.900 |
| Range |
0.101 |
0.111 |
0.010 |
9.9% |
0.225 |
| ATR |
0.101 |
0.102 |
0.001 |
0.7% |
0.000 |
| Volume |
20,948 |
19,700 |
-1,248 |
-6.0% |
112,537 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.135 |
4.062 |
3.828 |
|
| R3 |
4.024 |
3.951 |
3.798 |
|
| R2 |
3.913 |
3.913 |
3.787 |
|
| R1 |
3.840 |
3.840 |
3.777 |
3.821 |
| PP |
3.802 |
3.802 |
3.802 |
3.793 |
| S1 |
3.729 |
3.729 |
3.757 |
3.710 |
| S2 |
3.691 |
3.691 |
3.747 |
|
| S3 |
3.580 |
3.618 |
3.736 |
|
| S4 |
3.469 |
3.507 |
3.706 |
|
|
| 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 |
3.764 |
0.217 |
5.8% |
0.098 |
2.6% |
1% |
False |
True |
20,853 |
| 10 |
4.107 |
3.764 |
0.343 |
9.1% |
0.108 |
2.9% |
1% |
False |
True |
20,563 |
| 20 |
4.153 |
3.764 |
0.389 |
10.3% |
0.106 |
2.8% |
1% |
False |
True |
18,788 |
| 40 |
4.472 |
3.764 |
0.708 |
18.8% |
0.095 |
2.5% |
0% |
False |
True |
16,228 |
| 60 |
4.580 |
3.764 |
0.816 |
21.7% |
0.099 |
2.6% |
0% |
False |
True |
13,068 |
| 80 |
4.944 |
3.764 |
1.180 |
31.3% |
0.098 |
2.6% |
0% |
False |
True |
11,005 |
| 100 |
4.958 |
3.764 |
1.194 |
31.7% |
0.098 |
2.6% |
0% |
False |
True |
9,250 |
| 120 |
5.330 |
3.764 |
1.566 |
41.6% |
0.099 |
2.6% |
0% |
False |
True |
8,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.347 |
|
2.618 |
4.166 |
|
1.618 |
4.055 |
|
1.000 |
3.986 |
|
0.618 |
3.944 |
|
HIGH |
3.875 |
|
0.618 |
3.833 |
|
0.500 |
3.820 |
|
0.382 |
3.806 |
|
LOW |
3.764 |
|
0.618 |
3.695 |
|
1.000 |
3.653 |
|
1.618 |
3.584 |
|
2.618 |
3.473 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.820 |
3.832 |
| PP |
3.802 |
3.810 |
| S1 |
3.785 |
3.789 |
|