NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.576 |
0.071 |
2.0% |
3.644 |
| High |
3.587 |
3.607 |
0.020 |
0.6% |
3.663 |
| Low |
3.470 |
3.531 |
0.061 |
1.8% |
3.471 |
| Close |
3.567 |
3.571 |
0.004 |
0.1% |
3.501 |
| Range |
0.117 |
0.076 |
-0.041 |
-35.0% |
0.192 |
| ATR |
0.100 |
0.098 |
-0.002 |
-1.7% |
0.000 |
| Volume |
26,830 |
44,161 |
17,331 |
64.6% |
114,260 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.798 |
3.760 |
3.613 |
|
| R3 |
3.722 |
3.684 |
3.592 |
|
| R2 |
3.646 |
3.646 |
3.585 |
|
| R1 |
3.608 |
3.608 |
3.578 |
3.589 |
| PP |
3.570 |
3.570 |
3.570 |
3.560 |
| S1 |
3.532 |
3.532 |
3.564 |
3.513 |
| S2 |
3.494 |
3.494 |
3.557 |
|
| S3 |
3.418 |
3.456 |
3.550 |
|
| S4 |
3.342 |
3.380 |
3.529 |
|
|
| 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% |
74% |
True |
False |
28,313 |
| 10 |
3.847 |
3.470 |
0.377 |
10.6% |
0.095 |
2.6% |
27% |
False |
False |
23,862 |
| 20 |
4.070 |
3.470 |
0.600 |
16.8% |
0.099 |
2.8% |
17% |
False |
False |
21,818 |
| 40 |
4.225 |
3.470 |
0.755 |
21.1% |
0.095 |
2.7% |
13% |
False |
False |
19,523 |
| 60 |
4.516 |
3.470 |
1.046 |
29.3% |
0.096 |
2.7% |
10% |
False |
False |
16,681 |
| 80 |
4.602 |
3.470 |
1.132 |
31.7% |
0.095 |
2.7% |
9% |
False |
False |
14,276 |
| 100 |
4.912 |
3.470 |
1.442 |
40.4% |
0.094 |
2.6% |
7% |
False |
False |
12,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.930 |
|
2.618 |
3.806 |
|
1.618 |
3.730 |
|
1.000 |
3.683 |
|
0.618 |
3.654 |
|
HIGH |
3.607 |
|
0.618 |
3.578 |
|
0.500 |
3.569 |
|
0.382 |
3.560 |
|
LOW |
3.531 |
|
0.618 |
3.484 |
|
1.000 |
3.455 |
|
1.618 |
3.408 |
|
2.618 |
3.332 |
|
4.250 |
3.208 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.570 |
3.560 |
| PP |
3.570 |
3.549 |
| S1 |
3.569 |
3.539 |
|