NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.490 |
3.587 |
0.097 |
2.8% |
3.675 |
| High |
3.623 |
3.593 |
-0.030 |
-0.8% |
3.679 |
| Low |
3.490 |
3.483 |
-0.007 |
-0.2% |
3.483 |
| Close |
3.562 |
3.512 |
-0.050 |
-1.4% |
3.512 |
| Range |
0.133 |
0.110 |
-0.023 |
-17.3% |
0.196 |
| ATR |
0.101 |
0.102 |
0.001 |
0.6% |
0.000 |
| Volume |
21,942 |
24,516 |
2,574 |
11.7% |
123,524 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.796 |
3.573 |
|
| R3 |
3.749 |
3.686 |
3.542 |
|
| R2 |
3.639 |
3.639 |
3.532 |
|
| R1 |
3.576 |
3.576 |
3.522 |
3.553 |
| PP |
3.529 |
3.529 |
3.529 |
3.518 |
| S1 |
3.466 |
3.466 |
3.502 |
3.443 |
| S2 |
3.419 |
3.419 |
3.492 |
|
| S3 |
3.309 |
3.356 |
3.482 |
|
| S4 |
3.199 |
3.246 |
3.452 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.025 |
3.620 |
|
| R3 |
3.950 |
3.829 |
3.566 |
|
| R2 |
3.754 |
3.754 |
3.548 |
|
| R1 |
3.633 |
3.633 |
3.530 |
3.596 |
| PP |
3.558 |
3.558 |
3.558 |
3.539 |
| S1 |
3.437 |
3.437 |
3.494 |
3.400 |
| S2 |
3.362 |
3.362 |
3.476 |
|
| S3 |
3.166 |
3.241 |
3.458 |
|
| S4 |
2.970 |
3.045 |
3.404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.679 |
3.483 |
0.196 |
5.6% |
0.099 |
2.8% |
15% |
False |
True |
24,704 |
| 10 |
3.900 |
3.483 |
0.417 |
11.9% |
0.097 |
2.8% |
7% |
False |
True |
21,483 |
| 20 |
4.107 |
3.483 |
0.624 |
17.8% |
0.102 |
2.9% |
5% |
False |
True |
19,674 |
| 40 |
4.314 |
3.483 |
0.831 |
23.7% |
0.098 |
2.8% |
3% |
False |
True |
18,639 |
| 60 |
4.580 |
3.483 |
1.097 |
31.2% |
0.099 |
2.8% |
3% |
False |
True |
14,896 |
| 80 |
4.636 |
3.483 |
1.153 |
32.8% |
0.097 |
2.8% |
3% |
False |
True |
12,700 |
| 100 |
4.958 |
3.483 |
1.475 |
42.0% |
0.098 |
2.8% |
2% |
False |
True |
10,686 |
| 120 |
5.330 |
3.483 |
1.847 |
52.6% |
0.099 |
2.8% |
2% |
False |
True |
9,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.061 |
|
2.618 |
3.881 |
|
1.618 |
3.771 |
|
1.000 |
3.703 |
|
0.618 |
3.661 |
|
HIGH |
3.593 |
|
0.618 |
3.551 |
|
0.500 |
3.538 |
|
0.382 |
3.525 |
|
LOW |
3.483 |
|
0.618 |
3.415 |
|
1.000 |
3.373 |
|
1.618 |
3.305 |
|
2.618 |
3.195 |
|
4.250 |
3.016 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.538 |
3.553 |
| PP |
3.529 |
3.539 |
| S1 |
3.521 |
3.526 |
|