NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.863 |
3.780 |
-0.083 |
-2.1% |
4.069 |
| High |
3.875 |
3.814 |
-0.061 |
-1.6% |
4.107 |
| Low |
3.764 |
3.728 |
-0.036 |
-1.0% |
3.882 |
| Close |
3.767 |
3.764 |
-0.003 |
-0.1% |
3.900 |
| Range |
0.111 |
0.086 |
-0.025 |
-22.5% |
0.225 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.1% |
0.000 |
| Volume |
19,700 |
17,096 |
-2,604 |
-13.2% |
112,537 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.981 |
3.811 |
|
| R3 |
3.941 |
3.895 |
3.788 |
|
| R2 |
3.855 |
3.855 |
3.780 |
|
| R1 |
3.809 |
3.809 |
3.772 |
3.789 |
| PP |
3.769 |
3.769 |
3.769 |
3.759 |
| S1 |
3.723 |
3.723 |
3.756 |
3.703 |
| S2 |
3.683 |
3.683 |
3.748 |
|
| S3 |
3.597 |
3.637 |
3.740 |
|
| S4 |
3.511 |
3.551 |
3.717 |
|
|
| 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 |
3.961 |
3.728 |
0.233 |
6.2% |
0.095 |
2.5% |
15% |
False |
True |
20,770 |
| 10 |
4.107 |
3.728 |
0.379 |
10.1% |
0.108 |
2.9% |
9% |
False |
True |
21,103 |
| 20 |
4.153 |
3.728 |
0.425 |
11.3% |
0.107 |
2.8% |
8% |
False |
True |
18,688 |
| 40 |
4.360 |
3.728 |
0.632 |
16.8% |
0.094 |
2.5% |
6% |
False |
True |
16,369 |
| 60 |
4.580 |
3.728 |
0.852 |
22.6% |
0.099 |
2.6% |
4% |
False |
True |
13,172 |
| 80 |
4.920 |
3.728 |
1.192 |
31.7% |
0.097 |
2.6% |
3% |
False |
True |
11,202 |
| 100 |
4.958 |
3.728 |
1.230 |
32.7% |
0.098 |
2.6% |
3% |
False |
True |
9,405 |
| 120 |
5.330 |
3.728 |
1.602 |
42.6% |
0.099 |
2.6% |
2% |
False |
True |
8,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
4.039 |
|
1.618 |
3.953 |
|
1.000 |
3.900 |
|
0.618 |
3.867 |
|
HIGH |
3.814 |
|
0.618 |
3.781 |
|
0.500 |
3.771 |
|
0.382 |
3.761 |
|
LOW |
3.728 |
|
0.618 |
3.675 |
|
1.000 |
3.642 |
|
1.618 |
3.589 |
|
2.618 |
3.503 |
|
4.250 |
3.363 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.771 |
3.805 |
| PP |
3.769 |
3.791 |
| S1 |
3.766 |
3.778 |
|