NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.745 |
3.675 |
-0.070 |
-1.9% |
3.900 |
| High |
3.767 |
3.679 |
-0.088 |
-2.3% |
3.900 |
| Low |
3.693 |
3.609 |
-0.084 |
-2.3% |
3.693 |
| Close |
3.714 |
3.618 |
-0.096 |
-2.6% |
3.714 |
| Range |
0.074 |
0.070 |
-0.004 |
-5.4% |
0.207 |
| ATR |
0.099 |
0.099 |
0.000 |
0.4% |
0.000 |
| Volume |
13,717 |
26,534 |
12,817 |
93.4% |
91,307 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.845 |
3.802 |
3.657 |
|
| R3 |
3.775 |
3.732 |
3.637 |
|
| R2 |
3.705 |
3.705 |
3.631 |
|
| R1 |
3.662 |
3.662 |
3.624 |
3.649 |
| PP |
3.635 |
3.635 |
3.635 |
3.629 |
| S1 |
3.592 |
3.592 |
3.612 |
3.579 |
| S2 |
3.565 |
3.565 |
3.605 |
|
| S3 |
3.495 |
3.522 |
3.599 |
|
| S4 |
3.425 |
3.452 |
3.580 |
|
|
| 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 |
3.881 |
3.609 |
0.272 |
7.5% |
0.088 |
2.4% |
3% |
False |
True |
19,599 |
| 10 |
4.082 |
3.609 |
0.473 |
13.1% |
0.095 |
2.6% |
2% |
False |
True |
20,411 |
| 20 |
4.107 |
3.609 |
0.498 |
13.8% |
0.098 |
2.7% |
2% |
False |
True |
18,109 |
| 40 |
4.357 |
3.609 |
0.748 |
20.7% |
0.094 |
2.6% |
1% |
False |
True |
16,991 |
| 60 |
4.580 |
3.609 |
0.971 |
26.8% |
0.098 |
2.7% |
1% |
False |
True |
13,598 |
| 80 |
4.809 |
3.609 |
1.200 |
33.2% |
0.096 |
2.7% |
1% |
False |
True |
11,630 |
| 100 |
4.958 |
3.609 |
1.349 |
37.3% |
0.097 |
2.7% |
1% |
False |
True |
9,785 |
| 120 |
5.330 |
3.609 |
1.721 |
47.6% |
0.099 |
2.7% |
1% |
False |
True |
8,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.977 |
|
2.618 |
3.862 |
|
1.618 |
3.792 |
|
1.000 |
3.749 |
|
0.618 |
3.722 |
|
HIGH |
3.679 |
|
0.618 |
3.652 |
|
0.500 |
3.644 |
|
0.382 |
3.636 |
|
LOW |
3.609 |
|
0.618 |
3.566 |
|
1.000 |
3.539 |
|
1.618 |
3.496 |
|
2.618 |
3.426 |
|
4.250 |
3.312 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.712 |
| PP |
3.635 |
3.680 |
| S1 |
3.627 |
3.649 |
|