NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
3.903 |
0.018 |
0.5% |
4.044 |
| High |
3.954 |
3.933 |
-0.021 |
-0.5% |
4.070 |
| Low |
3.856 |
3.863 |
0.007 |
0.2% |
3.856 |
| Close |
3.882 |
3.874 |
-0.008 |
-0.2% |
3.874 |
| Range |
0.098 |
0.070 |
-0.028 |
-28.6% |
0.214 |
| ATR |
0.099 |
0.097 |
-0.002 |
-2.1% |
0.000 |
| Volume |
19,637 |
27,544 |
7,907 |
40.3% |
107,982 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.057 |
3.913 |
|
| R3 |
4.030 |
3.987 |
3.893 |
|
| R2 |
3.960 |
3.960 |
3.887 |
|
| R1 |
3.917 |
3.917 |
3.880 |
3.904 |
| PP |
3.890 |
3.890 |
3.890 |
3.883 |
| S1 |
3.847 |
3.847 |
3.868 |
3.834 |
| S2 |
3.820 |
3.820 |
3.861 |
|
| S3 |
3.750 |
3.777 |
3.855 |
|
| S4 |
3.680 |
3.707 |
3.836 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.575 |
4.439 |
3.992 |
|
| R3 |
4.361 |
4.225 |
3.933 |
|
| R2 |
4.147 |
4.147 |
3.913 |
|
| R1 |
4.011 |
4.011 |
3.894 |
3.972 |
| PP |
3.933 |
3.933 |
3.933 |
3.914 |
| S1 |
3.797 |
3.797 |
3.854 |
3.758 |
| S2 |
3.719 |
3.719 |
3.835 |
|
| S3 |
3.505 |
3.583 |
3.815 |
|
| S4 |
3.291 |
3.369 |
3.756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.856 |
0.214 |
5.5% |
0.100 |
2.6% |
8% |
False |
False |
21,596 |
| 10 |
4.070 |
3.856 |
0.214 |
5.5% |
0.099 |
2.6% |
8% |
False |
False |
17,412 |
| 20 |
4.114 |
3.856 |
0.258 |
6.7% |
0.098 |
2.5% |
7% |
False |
False |
18,508 |
| 40 |
4.450 |
3.856 |
0.594 |
15.3% |
0.092 |
2.4% |
3% |
False |
False |
15,805 |
| 60 |
4.556 |
3.856 |
0.700 |
18.1% |
0.093 |
2.4% |
3% |
False |
False |
13,426 |
| 80 |
4.912 |
3.856 |
1.056 |
27.3% |
0.093 |
2.4% |
2% |
False |
False |
11,411 |
| 100 |
5.007 |
3.856 |
1.151 |
29.7% |
0.094 |
2.4% |
2% |
False |
False |
10,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.231 |
|
2.618 |
4.116 |
|
1.618 |
4.046 |
|
1.000 |
4.003 |
|
0.618 |
3.976 |
|
HIGH |
3.933 |
|
0.618 |
3.906 |
|
0.500 |
3.898 |
|
0.382 |
3.890 |
|
LOW |
3.863 |
|
0.618 |
3.820 |
|
1.000 |
3.793 |
|
1.618 |
3.750 |
|
2.618 |
3.680 |
|
4.250 |
3.566 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.905 |
| PP |
3.890 |
3.895 |
| S1 |
3.882 |
3.884 |
|