NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.566 |
3.505 |
-0.061 |
-1.7% |
3.644 |
| High |
3.576 |
3.587 |
0.011 |
0.3% |
3.663 |
| Low |
3.471 |
3.470 |
-0.001 |
0.0% |
3.471 |
| Close |
3.501 |
3.567 |
0.066 |
1.9% |
3.501 |
| Range |
0.105 |
0.117 |
0.012 |
11.4% |
0.192 |
| ATR |
0.098 |
0.100 |
0.001 |
1.4% |
0.000 |
| Volume |
23,389 |
26,830 |
3,441 |
14.7% |
114,260 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.847 |
3.631 |
|
| R3 |
3.775 |
3.730 |
3.599 |
|
| R2 |
3.658 |
3.658 |
3.588 |
|
| R1 |
3.613 |
3.613 |
3.578 |
3.636 |
| PP |
3.541 |
3.541 |
3.541 |
3.553 |
| S1 |
3.496 |
3.496 |
3.556 |
3.519 |
| S2 |
3.424 |
3.424 |
3.546 |
|
| S3 |
3.307 |
3.379 |
3.535 |
|
| S4 |
3.190 |
3.262 |
3.503 |
|
|
| 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 |
3.607 |
3.470 |
0.137 |
3.8% |
0.106 |
3.0% |
71% |
False |
True |
24,189 |
| 10 |
3.852 |
3.470 |
0.382 |
10.7% |
0.097 |
2.7% |
25% |
False |
True |
21,560 |
| 20 |
4.070 |
3.470 |
0.600 |
16.8% |
0.100 |
2.8% |
16% |
False |
True |
20,206 |
| 40 |
4.281 |
3.470 |
0.811 |
22.7% |
0.095 |
2.7% |
12% |
False |
True |
18,656 |
| 60 |
4.516 |
3.470 |
1.046 |
29.3% |
0.096 |
2.7% |
9% |
False |
True |
16,044 |
| 80 |
4.602 |
3.470 |
1.132 |
31.7% |
0.095 |
2.6% |
9% |
False |
True |
13,782 |
| 100 |
4.912 |
3.470 |
1.442 |
40.4% |
0.094 |
2.6% |
7% |
False |
True |
11,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.084 |
|
2.618 |
3.893 |
|
1.618 |
3.776 |
|
1.000 |
3.704 |
|
0.618 |
3.659 |
|
HIGH |
3.587 |
|
0.618 |
3.542 |
|
0.500 |
3.529 |
|
0.382 |
3.515 |
|
LOW |
3.470 |
|
0.618 |
3.398 |
|
1.000 |
3.353 |
|
1.618 |
3.281 |
|
2.618 |
3.164 |
|
4.250 |
2.973 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.554 |
3.557 |
| PP |
3.541 |
3.547 |
| S1 |
3.529 |
3.538 |
|