NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.578 |
3.648 |
0.070 |
2.0% |
3.511 |
| High |
3.658 |
3.657 |
-0.001 |
0.0% |
3.699 |
| Low |
3.552 |
3.565 |
0.013 |
0.4% |
3.478 |
| Close |
3.653 |
3.578 |
-0.075 |
-2.1% |
3.693 |
| Range |
0.106 |
0.092 |
-0.014 |
-13.2% |
0.221 |
| ATR |
0.111 |
0.110 |
-0.001 |
-1.2% |
0.000 |
| Volume |
32,923 |
35,217 |
2,294 |
7.0% |
132,823 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.819 |
3.629 |
|
| R3 |
3.784 |
3.727 |
3.603 |
|
| R2 |
3.692 |
3.692 |
3.595 |
|
| R1 |
3.635 |
3.635 |
3.586 |
3.618 |
| PP |
3.600 |
3.600 |
3.600 |
3.591 |
| S1 |
3.543 |
3.543 |
3.570 |
3.526 |
| S2 |
3.508 |
3.508 |
3.561 |
|
| S3 |
3.416 |
3.451 |
3.553 |
|
| S4 |
3.324 |
3.359 |
3.527 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.286 |
4.211 |
3.815 |
|
| R3 |
4.065 |
3.990 |
3.754 |
|
| R2 |
3.844 |
3.844 |
3.734 |
|
| R1 |
3.769 |
3.769 |
3.713 |
3.807 |
| PP |
3.623 |
3.623 |
3.623 |
3.642 |
| S1 |
3.548 |
3.548 |
3.673 |
3.586 |
| S2 |
3.402 |
3.402 |
3.652 |
|
| S3 |
3.181 |
3.327 |
3.632 |
|
| S4 |
2.960 |
3.106 |
3.571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.741 |
3.510 |
0.231 |
6.5% |
0.130 |
3.6% |
29% |
False |
False |
27,497 |
| 10 |
3.741 |
3.478 |
0.263 |
7.4% |
0.120 |
3.4% |
38% |
False |
False |
28,381 |
| 20 |
3.981 |
3.478 |
0.503 |
14.1% |
0.104 |
2.9% |
20% |
False |
False |
24,767 |
| 40 |
4.166 |
3.478 |
0.688 |
19.2% |
0.104 |
2.9% |
15% |
False |
False |
22,028 |
| 60 |
4.500 |
3.478 |
1.022 |
28.6% |
0.098 |
2.7% |
10% |
False |
False |
17,699 |
| 80 |
4.599 |
3.478 |
1.121 |
31.3% |
0.100 |
2.8% |
9% |
False |
False |
14,814 |
| 100 |
4.958 |
3.478 |
1.480 |
41.4% |
0.099 |
2.8% |
7% |
False |
False |
12,606 |
| 120 |
5.227 |
3.478 |
1.749 |
48.9% |
0.100 |
2.8% |
6% |
False |
False |
10,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.048 |
|
2.618 |
3.898 |
|
1.618 |
3.806 |
|
1.000 |
3.749 |
|
0.618 |
3.714 |
|
HIGH |
3.657 |
|
0.618 |
3.622 |
|
0.500 |
3.611 |
|
0.382 |
3.600 |
|
LOW |
3.565 |
|
0.618 |
3.508 |
|
1.000 |
3.473 |
|
1.618 |
3.416 |
|
2.618 |
3.324 |
|
4.250 |
3.174 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.611 |
3.645 |
| PP |
3.600 |
3.623 |
| S1 |
3.589 |
3.600 |
|