NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.587 |
3.511 |
-0.076 |
-2.1% |
3.675 |
| High |
3.593 |
3.602 |
0.009 |
0.3% |
3.679 |
| Low |
3.483 |
3.478 |
-0.005 |
-0.1% |
3.483 |
| Close |
3.512 |
3.573 |
0.061 |
1.7% |
3.512 |
| Range |
0.110 |
0.124 |
0.014 |
12.7% |
0.196 |
| ATR |
0.102 |
0.103 |
0.002 |
1.6% |
0.000 |
| Volume |
24,516 |
33,653 |
9,137 |
37.3% |
123,524 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.872 |
3.641 |
|
| R3 |
3.799 |
3.748 |
3.607 |
|
| R2 |
3.675 |
3.675 |
3.596 |
|
| R1 |
3.624 |
3.624 |
3.584 |
3.650 |
| PP |
3.551 |
3.551 |
3.551 |
3.564 |
| S1 |
3.500 |
3.500 |
3.562 |
3.526 |
| S2 |
3.427 |
3.427 |
3.550 |
|
| S3 |
3.303 |
3.376 |
3.539 |
|
| S4 |
3.179 |
3.252 |
3.505 |
|
|
| 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 |
3.627 |
3.478 |
0.149 |
4.2% |
0.110 |
3.1% |
64% |
False |
True |
26,128 |
| 10 |
3.881 |
3.478 |
0.403 |
11.3% |
0.099 |
2.8% |
24% |
False |
True |
22,863 |
| 20 |
4.107 |
3.478 |
0.629 |
17.6% |
0.104 |
2.9% |
15% |
False |
True |
20,741 |
| 40 |
4.314 |
3.478 |
0.836 |
23.4% |
0.099 |
2.8% |
11% |
False |
True |
19,330 |
| 60 |
4.580 |
3.478 |
1.102 |
30.8% |
0.099 |
2.8% |
9% |
False |
True |
15,372 |
| 80 |
4.636 |
3.478 |
1.158 |
32.4% |
0.098 |
2.7% |
8% |
False |
True |
13,042 |
| 100 |
4.958 |
3.478 |
1.480 |
41.4% |
0.097 |
2.7% |
6% |
False |
True |
10,986 |
| 120 |
5.330 |
3.478 |
1.852 |
51.8% |
0.099 |
2.8% |
5% |
False |
True |
9,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.129 |
|
2.618 |
3.927 |
|
1.618 |
3.803 |
|
1.000 |
3.726 |
|
0.618 |
3.679 |
|
HIGH |
3.602 |
|
0.618 |
3.555 |
|
0.500 |
3.540 |
|
0.382 |
3.525 |
|
LOW |
3.478 |
|
0.618 |
3.401 |
|
1.000 |
3.354 |
|
1.618 |
3.277 |
|
2.618 |
3.153 |
|
4.250 |
2.951 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.562 |
3.566 |
| PP |
3.551 |
3.558 |
| S1 |
3.540 |
3.551 |
|