NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.584 |
3.547 |
-0.037 |
-1.0% |
3.874 |
| High |
3.607 |
3.575 |
-0.032 |
-0.9% |
3.874 |
| Low |
3.532 |
3.474 |
-0.058 |
-1.6% |
3.667 |
| Close |
3.545 |
3.489 |
-0.056 |
-1.6% |
3.690 |
| Range |
0.075 |
0.101 |
0.026 |
34.7% |
0.207 |
| ATR |
0.095 |
0.095 |
0.000 |
0.5% |
0.000 |
| Volume |
23,539 |
25,997 |
2,458 |
10.4% |
99,447 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.753 |
3.545 |
|
| R3 |
3.715 |
3.652 |
3.517 |
|
| R2 |
3.614 |
3.614 |
3.508 |
|
| R1 |
3.551 |
3.551 |
3.498 |
3.532 |
| PP |
3.513 |
3.513 |
3.513 |
3.503 |
| S1 |
3.450 |
3.450 |
3.480 |
3.431 |
| S2 |
3.412 |
3.412 |
3.470 |
|
| S3 |
3.311 |
3.349 |
3.461 |
|
| S4 |
3.210 |
3.248 |
3.433 |
|
|
| 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 |
3.787 |
3.474 |
0.313 |
9.0% |
0.081 |
2.3% |
5% |
False |
True |
21,168 |
| 10 |
3.954 |
3.474 |
0.480 |
13.8% |
0.090 |
2.6% |
3% |
False |
True |
21,630 |
| 20 |
4.070 |
3.474 |
0.596 |
17.1% |
0.095 |
2.7% |
3% |
False |
True |
18,839 |
| 40 |
4.281 |
3.474 |
0.807 |
23.1% |
0.092 |
2.6% |
2% |
False |
True |
17,791 |
| 60 |
4.516 |
3.474 |
1.042 |
29.9% |
0.095 |
2.7% |
1% |
False |
True |
15,185 |
| 80 |
4.710 |
3.474 |
1.236 |
35.4% |
0.093 |
2.7% |
1% |
False |
True |
13,041 |
| 100 |
4.912 |
3.474 |
1.438 |
41.2% |
0.094 |
2.7% |
1% |
False |
True |
11,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.839 |
|
1.618 |
3.738 |
|
1.000 |
3.676 |
|
0.618 |
3.637 |
|
HIGH |
3.575 |
|
0.618 |
3.536 |
|
0.500 |
3.525 |
|
0.382 |
3.513 |
|
LOW |
3.474 |
|
0.618 |
3.412 |
|
1.000 |
3.373 |
|
1.618 |
3.311 |
|
2.618 |
3.210 |
|
4.250 |
3.045 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.525 |
3.569 |
| PP |
3.513 |
3.542 |
| S1 |
3.501 |
3.516 |
|