NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.874 |
3.792 |
-0.082 |
-2.1% |
4.044 |
| High |
3.874 |
3.852 |
-0.022 |
-0.6% |
4.070 |
| Low |
3.760 |
3.748 |
-0.012 |
-0.3% |
3.856 |
| Close |
3.792 |
3.832 |
0.040 |
1.1% |
3.874 |
| Range |
0.114 |
0.104 |
-0.010 |
-8.8% |
0.214 |
| ATR |
0.098 |
0.098 |
0.000 |
0.5% |
0.000 |
| Volume |
24,935 |
21,142 |
-3,793 |
-15.2% |
107,982 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.123 |
4.081 |
3.889 |
|
| R3 |
4.019 |
3.977 |
3.861 |
|
| R2 |
3.915 |
3.915 |
3.851 |
|
| R1 |
3.873 |
3.873 |
3.842 |
3.894 |
| PP |
3.811 |
3.811 |
3.811 |
3.821 |
| S1 |
3.769 |
3.769 |
3.822 |
3.790 |
| S2 |
3.707 |
3.707 |
3.813 |
|
| S3 |
3.603 |
3.665 |
3.803 |
|
| S4 |
3.499 |
3.561 |
3.775 |
|
|
| 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 |
3.954 |
3.748 |
0.206 |
5.4% |
0.089 |
2.3% |
41% |
False |
True |
22,363 |
| 10 |
4.070 |
3.748 |
0.322 |
8.4% |
0.103 |
2.7% |
26% |
False |
True |
19,775 |
| 20 |
4.114 |
3.748 |
0.366 |
9.6% |
0.101 |
2.6% |
23% |
False |
True |
18,998 |
| 40 |
4.450 |
3.748 |
0.702 |
18.3% |
0.092 |
2.4% |
12% |
False |
True |
16,291 |
| 60 |
4.516 |
3.748 |
0.768 |
20.0% |
0.094 |
2.5% |
11% |
False |
True |
13,946 |
| 80 |
4.896 |
3.748 |
1.148 |
30.0% |
0.094 |
2.4% |
7% |
False |
True |
11,844 |
| 100 |
4.912 |
3.748 |
1.164 |
30.4% |
0.094 |
2.5% |
7% |
False |
True |
10,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.294 |
|
2.618 |
4.124 |
|
1.618 |
4.020 |
|
1.000 |
3.956 |
|
0.618 |
3.916 |
|
HIGH |
3.852 |
|
0.618 |
3.812 |
|
0.500 |
3.800 |
|
0.382 |
3.788 |
|
LOW |
3.748 |
|
0.618 |
3.684 |
|
1.000 |
3.644 |
|
1.618 |
3.580 |
|
2.618 |
3.476 |
|
4.250 |
3.306 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.821 |
3.841 |
| PP |
3.811 |
3.838 |
| S1 |
3.800 |
3.835 |
|