NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.740 |
-0.001 |
0.0% |
3.874 |
| High |
3.787 |
3.740 |
-0.047 |
-1.2% |
3.874 |
| Low |
3.699 |
3.667 |
-0.032 |
-0.9% |
3.667 |
| Close |
3.736 |
3.690 |
-0.046 |
-1.2% |
3.690 |
| Range |
0.088 |
0.073 |
-0.015 |
-17.0% |
0.207 |
| ATR |
0.098 |
0.097 |
-0.002 |
-1.8% |
0.000 |
| Volume |
15,948 |
20,213 |
4,265 |
26.7% |
99,447 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.877 |
3.730 |
|
| R3 |
3.845 |
3.804 |
3.710 |
|
| R2 |
3.772 |
3.772 |
3.703 |
|
| R1 |
3.731 |
3.731 |
3.697 |
3.715 |
| PP |
3.699 |
3.699 |
3.699 |
3.691 |
| S1 |
3.658 |
3.658 |
3.683 |
3.642 |
| S2 |
3.626 |
3.626 |
3.677 |
|
| S3 |
3.553 |
3.585 |
3.670 |
|
| S4 |
3.480 |
3.512 |
3.650 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.365 |
4.234 |
3.804 |
|
| R3 |
4.158 |
4.027 |
3.747 |
|
| R2 |
3.951 |
3.951 |
3.728 |
|
| R1 |
3.820 |
3.820 |
3.709 |
3.782 |
| PP |
3.744 |
3.744 |
3.744 |
3.725 |
| S1 |
3.613 |
3.613 |
3.671 |
3.575 |
| S2 |
3.537 |
3.537 |
3.652 |
|
| S3 |
3.330 |
3.406 |
3.633 |
|
| S4 |
3.123 |
3.199 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.874 |
3.667 |
0.207 |
5.6% |
0.098 |
2.7% |
11% |
False |
True |
19,889 |
| 10 |
4.070 |
3.667 |
0.403 |
10.9% |
0.099 |
2.7% |
6% |
False |
True |
20,742 |
| 20 |
4.114 |
3.667 |
0.447 |
12.1% |
0.098 |
2.7% |
5% |
False |
True |
18,387 |
| 40 |
4.333 |
3.667 |
0.666 |
18.0% |
0.091 |
2.5% |
3% |
False |
True |
16,657 |
| 60 |
4.516 |
3.667 |
0.849 |
23.0% |
0.095 |
2.6% |
3% |
False |
True |
14,402 |
| 80 |
4.780 |
3.667 |
1.113 |
30.2% |
0.093 |
2.5% |
2% |
False |
True |
12,336 |
| 100 |
4.912 |
3.667 |
1.245 |
33.7% |
0.094 |
2.6% |
2% |
False |
True |
10,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.050 |
|
2.618 |
3.931 |
|
1.618 |
3.858 |
|
1.000 |
3.813 |
|
0.618 |
3.785 |
|
HIGH |
3.740 |
|
0.618 |
3.712 |
|
0.500 |
3.704 |
|
0.382 |
3.695 |
|
LOW |
3.667 |
|
0.618 |
3.622 |
|
1.000 |
3.594 |
|
1.618 |
3.549 |
|
2.618 |
3.476 |
|
4.250 |
3.357 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.757 |
| PP |
3.699 |
3.735 |
| S1 |
3.695 |
3.712 |
|