NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.605 |
3.562 |
-0.043 |
-1.2% |
3.900 |
| High |
3.627 |
3.592 |
-0.035 |
-1.0% |
3.900 |
| Low |
3.545 |
3.491 |
-0.054 |
-1.5% |
3.693 |
| Close |
3.558 |
3.502 |
-0.056 |
-1.6% |
3.714 |
| Range |
0.082 |
0.101 |
0.019 |
23.2% |
0.207 |
| ATR |
0.098 |
0.098 |
0.000 |
0.2% |
0.000 |
| Volume |
24,907 |
25,625 |
718 |
2.9% |
91,307 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.831 |
3.768 |
3.558 |
|
| R3 |
3.730 |
3.667 |
3.530 |
|
| R2 |
3.629 |
3.629 |
3.521 |
|
| R1 |
3.566 |
3.566 |
3.511 |
3.547 |
| PP |
3.528 |
3.528 |
3.528 |
3.519 |
| S1 |
3.465 |
3.465 |
3.493 |
3.446 |
| S2 |
3.427 |
3.427 |
3.483 |
|
| S3 |
3.326 |
3.364 |
3.474 |
|
| S4 |
3.225 |
3.263 |
3.446 |
|
|
| 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 |
3.814 |
3.491 |
0.323 |
9.2% |
0.083 |
2.4% |
3% |
False |
True |
21,575 |
| 10 |
3.981 |
3.491 |
0.490 |
14.0% |
0.090 |
2.6% |
2% |
False |
True |
21,214 |
| 20 |
4.107 |
3.491 |
0.616 |
17.6% |
0.099 |
2.8% |
2% |
False |
True |
19,258 |
| 40 |
4.314 |
3.491 |
0.823 |
23.5% |
0.096 |
2.7% |
1% |
False |
True |
17,943 |
| 60 |
4.580 |
3.491 |
1.089 |
31.1% |
0.098 |
2.8% |
1% |
False |
True |
14,315 |
| 80 |
4.753 |
3.491 |
1.262 |
36.0% |
0.096 |
2.7% |
1% |
False |
True |
12,195 |
| 100 |
4.958 |
3.491 |
1.467 |
41.9% |
0.097 |
2.8% |
1% |
False |
True |
10,266 |
| 120 |
5.330 |
3.491 |
1.839 |
52.5% |
0.098 |
2.8% |
1% |
False |
True |
8,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.021 |
|
2.618 |
3.856 |
|
1.618 |
3.755 |
|
1.000 |
3.693 |
|
0.618 |
3.654 |
|
HIGH |
3.592 |
|
0.618 |
3.553 |
|
0.500 |
3.542 |
|
0.382 |
3.530 |
|
LOW |
3.491 |
|
0.618 |
3.429 |
|
1.000 |
3.390 |
|
1.618 |
3.328 |
|
2.618 |
3.227 |
|
4.250 |
3.062 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.542 |
3.585 |
| PP |
3.528 |
3.557 |
| S1 |
3.515 |
3.530 |
|