NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.780 |
3.745 |
-0.035 |
-0.9% |
3.900 |
| High |
3.814 |
3.767 |
-0.047 |
-1.2% |
3.900 |
| Low |
3.728 |
3.693 |
-0.035 |
-0.9% |
3.693 |
| Close |
3.764 |
3.714 |
-0.050 |
-1.3% |
3.714 |
| Range |
0.086 |
0.074 |
-0.012 |
-14.0% |
0.207 |
| ATR |
0.101 |
0.099 |
-0.002 |
-1.9% |
0.000 |
| Volume |
17,096 |
13,717 |
-3,379 |
-19.8% |
91,307 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.947 |
3.904 |
3.755 |
|
| R3 |
3.873 |
3.830 |
3.734 |
|
| R2 |
3.799 |
3.799 |
3.728 |
|
| R1 |
3.756 |
3.756 |
3.721 |
3.741 |
| PP |
3.725 |
3.725 |
3.725 |
3.717 |
| S1 |
3.682 |
3.682 |
3.707 |
3.667 |
| S2 |
3.651 |
3.651 |
3.700 |
|
| S3 |
3.577 |
3.608 |
3.694 |
|
| S4 |
3.503 |
3.534 |
3.673 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.259 |
3.828 |
|
| R3 |
4.183 |
4.052 |
3.771 |
|
| R2 |
3.976 |
3.976 |
3.752 |
|
| R1 |
3.845 |
3.845 |
3.733 |
3.807 |
| PP |
3.769 |
3.769 |
3.769 |
3.750 |
| S1 |
3.638 |
3.638 |
3.695 |
3.600 |
| S2 |
3.562 |
3.562 |
3.676 |
|
| S3 |
3.355 |
3.431 |
3.657 |
|
| S4 |
3.148 |
3.224 |
3.600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.900 |
3.693 |
0.207 |
5.6% |
0.096 |
2.6% |
10% |
False |
True |
18,261 |
| 10 |
4.107 |
3.693 |
0.414 |
11.1% |
0.100 |
2.7% |
5% |
False |
True |
20,384 |
| 20 |
4.153 |
3.693 |
0.460 |
12.4% |
0.102 |
2.7% |
5% |
False |
True |
18,160 |
| 40 |
4.357 |
3.693 |
0.664 |
17.9% |
0.094 |
2.5% |
3% |
False |
True |
16,455 |
| 60 |
4.580 |
3.693 |
0.887 |
23.9% |
0.098 |
2.6% |
2% |
False |
True |
13,300 |
| 80 |
4.826 |
3.693 |
1.133 |
30.5% |
0.096 |
2.6% |
2% |
False |
True |
11,334 |
| 100 |
4.958 |
3.693 |
1.265 |
34.1% |
0.098 |
2.6% |
2% |
False |
True |
9,531 |
| 120 |
5.330 |
3.693 |
1.637 |
44.1% |
0.099 |
2.7% |
1% |
False |
True |
8,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.082 |
|
2.618 |
3.961 |
|
1.618 |
3.887 |
|
1.000 |
3.841 |
|
0.618 |
3.813 |
|
HIGH |
3.767 |
|
0.618 |
3.739 |
|
0.500 |
3.730 |
|
0.382 |
3.721 |
|
LOW |
3.693 |
|
0.618 |
3.647 |
|
1.000 |
3.619 |
|
1.618 |
3.573 |
|
2.618 |
3.499 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.784 |
| PP |
3.725 |
3.761 |
| S1 |
3.719 |
3.737 |
|