NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.475 |
3.566 |
0.091 |
2.6% |
3.644 |
| High |
3.605 |
3.576 |
-0.029 |
-0.8% |
3.663 |
| Low |
3.475 |
3.471 |
-0.004 |
-0.1% |
3.471 |
| Close |
3.547 |
3.501 |
-0.046 |
-1.3% |
3.501 |
| Range |
0.130 |
0.105 |
-0.025 |
-19.2% |
0.192 |
| ATR |
0.098 |
0.098 |
0.001 |
0.5% |
0.000 |
| Volume |
21,191 |
23,389 |
2,198 |
10.4% |
114,260 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.831 |
3.771 |
3.559 |
|
| R3 |
3.726 |
3.666 |
3.530 |
|
| R2 |
3.621 |
3.621 |
3.520 |
|
| R1 |
3.561 |
3.561 |
3.511 |
3.539 |
| PP |
3.516 |
3.516 |
3.516 |
3.505 |
| S1 |
3.456 |
3.456 |
3.491 |
3.434 |
| S2 |
3.411 |
3.411 |
3.482 |
|
| S3 |
3.306 |
3.351 |
3.472 |
|
| S4 |
3.201 |
3.246 |
3.443 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.121 |
4.003 |
3.607 |
|
| R3 |
3.929 |
3.811 |
3.554 |
|
| R2 |
3.737 |
3.737 |
3.536 |
|
| R1 |
3.619 |
3.619 |
3.519 |
3.582 |
| PP |
3.545 |
3.545 |
3.545 |
3.527 |
| S1 |
3.427 |
3.427 |
3.483 |
3.390 |
| S2 |
3.353 |
3.353 |
3.466 |
|
| S3 |
3.161 |
3.235 |
3.448 |
|
| S4 |
2.969 |
3.043 |
3.395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.663 |
3.471 |
0.192 |
5.5% |
0.096 |
2.7% |
16% |
False |
True |
22,852 |
| 10 |
3.874 |
3.471 |
0.403 |
11.5% |
0.097 |
2.8% |
7% |
False |
True |
21,370 |
| 20 |
4.070 |
3.471 |
0.599 |
17.1% |
0.098 |
2.8% |
5% |
False |
True |
19,391 |
| 40 |
4.281 |
3.471 |
0.810 |
23.1% |
0.095 |
2.7% |
4% |
False |
True |
18,213 |
| 60 |
4.516 |
3.471 |
1.045 |
29.8% |
0.095 |
2.7% |
3% |
False |
True |
15,697 |
| 80 |
4.602 |
3.471 |
1.131 |
32.3% |
0.094 |
2.7% |
3% |
False |
True |
13,517 |
| 100 |
4.912 |
3.471 |
1.441 |
41.2% |
0.095 |
2.7% |
2% |
False |
True |
11,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.022 |
|
2.618 |
3.851 |
|
1.618 |
3.746 |
|
1.000 |
3.681 |
|
0.618 |
3.641 |
|
HIGH |
3.576 |
|
0.618 |
3.536 |
|
0.500 |
3.524 |
|
0.382 |
3.511 |
|
LOW |
3.471 |
|
0.618 |
3.406 |
|
1.000 |
3.366 |
|
1.618 |
3.301 |
|
2.618 |
3.196 |
|
4.250 |
3.025 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.524 |
3.538 |
| PP |
3.516 |
3.526 |
| S1 |
3.509 |
3.513 |
|