NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.562 |
3.490 |
-0.072 |
-2.0% |
3.900 |
| High |
3.592 |
3.623 |
0.031 |
0.9% |
3.900 |
| Low |
3.491 |
3.490 |
-0.001 |
0.0% |
3.693 |
| Close |
3.502 |
3.562 |
0.060 |
1.7% |
3.714 |
| Range |
0.101 |
0.133 |
0.032 |
31.7% |
0.207 |
| ATR |
0.098 |
0.101 |
0.002 |
2.5% |
0.000 |
| Volume |
25,625 |
21,942 |
-3,683 |
-14.4% |
91,307 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.957 |
3.893 |
3.635 |
|
| R3 |
3.824 |
3.760 |
3.599 |
|
| R2 |
3.691 |
3.691 |
3.586 |
|
| R1 |
3.627 |
3.627 |
3.574 |
3.659 |
| PP |
3.558 |
3.558 |
3.558 |
3.575 |
| S1 |
3.494 |
3.494 |
3.550 |
3.526 |
| S2 |
3.425 |
3.425 |
3.538 |
|
| S3 |
3.292 |
3.361 |
3.525 |
|
| S4 |
3.159 |
3.228 |
3.489 |
|
|
| 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 |
3.767 |
3.490 |
0.277 |
7.8% |
0.092 |
2.6% |
26% |
False |
True |
22,545 |
| 10 |
3.961 |
3.490 |
0.471 |
13.2% |
0.094 |
2.6% |
15% |
False |
True |
21,657 |
| 20 |
4.107 |
3.490 |
0.617 |
17.3% |
0.100 |
2.8% |
12% |
False |
True |
19,654 |
| 40 |
4.314 |
3.490 |
0.824 |
23.1% |
0.097 |
2.7% |
9% |
False |
True |
18,275 |
| 60 |
4.580 |
3.490 |
1.090 |
30.6% |
0.099 |
2.8% |
7% |
False |
True |
14,553 |
| 80 |
4.726 |
3.490 |
1.236 |
34.7% |
0.097 |
2.7% |
6% |
False |
True |
12,425 |
| 100 |
4.958 |
3.490 |
1.468 |
41.2% |
0.098 |
2.7% |
5% |
False |
True |
10,465 |
| 120 |
5.330 |
3.490 |
1.840 |
51.7% |
0.098 |
2.8% |
4% |
False |
True |
9,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.188 |
|
2.618 |
3.971 |
|
1.618 |
3.838 |
|
1.000 |
3.756 |
|
0.618 |
3.705 |
|
HIGH |
3.623 |
|
0.618 |
3.572 |
|
0.500 |
3.557 |
|
0.382 |
3.541 |
|
LOW |
3.490 |
|
0.618 |
3.408 |
|
1.000 |
3.357 |
|
1.618 |
3.275 |
|
2.618 |
3.142 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.561 |
| PP |
3.558 |
3.560 |
| S1 |
3.557 |
3.559 |
|