NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.576 |
3.564 |
-0.012 |
-0.3% |
3.644 |
| High |
3.607 |
3.655 |
0.048 |
1.3% |
3.663 |
| Low |
3.531 |
3.501 |
-0.030 |
-0.8% |
3.471 |
| Close |
3.571 |
3.628 |
0.057 |
1.6% |
3.501 |
| Range |
0.076 |
0.154 |
0.078 |
102.6% |
0.192 |
| ATR |
0.098 |
0.102 |
0.004 |
4.1% |
0.000 |
| Volume |
44,161 |
30,179 |
-13,982 |
-31.7% |
114,260 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.996 |
3.713 |
|
| R3 |
3.903 |
3.842 |
3.670 |
|
| R2 |
3.749 |
3.749 |
3.656 |
|
| R1 |
3.688 |
3.688 |
3.642 |
3.719 |
| PP |
3.595 |
3.595 |
3.595 |
3.610 |
| S1 |
3.534 |
3.534 |
3.614 |
3.565 |
| S2 |
3.441 |
3.441 |
3.600 |
|
| S3 |
3.287 |
3.380 |
3.586 |
|
| S4 |
3.133 |
3.226 |
3.543 |
|
|
| 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 |
3.655 |
3.470 |
0.185 |
5.1% |
0.116 |
3.2% |
85% |
True |
False |
29,150 |
| 10 |
3.787 |
3.470 |
0.317 |
8.7% |
0.099 |
2.7% |
50% |
False |
False |
25,159 |
| 20 |
4.070 |
3.470 |
0.600 |
16.5% |
0.101 |
2.8% |
26% |
False |
False |
22,677 |
| 40 |
4.220 |
3.470 |
0.750 |
20.7% |
0.097 |
2.7% |
21% |
False |
False |
20,038 |
| 60 |
4.516 |
3.470 |
1.046 |
28.8% |
0.097 |
2.7% |
15% |
False |
False |
17,087 |
| 80 |
4.558 |
3.470 |
1.088 |
30.0% |
0.096 |
2.6% |
15% |
False |
False |
14,604 |
| 100 |
4.912 |
3.470 |
1.442 |
39.7% |
0.095 |
2.6% |
11% |
False |
False |
12,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.310 |
|
2.618 |
4.058 |
|
1.618 |
3.904 |
|
1.000 |
3.809 |
|
0.618 |
3.750 |
|
HIGH |
3.655 |
|
0.618 |
3.596 |
|
0.500 |
3.578 |
|
0.382 |
3.560 |
|
LOW |
3.501 |
|
0.618 |
3.406 |
|
1.000 |
3.347 |
|
1.618 |
3.252 |
|
2.618 |
3.098 |
|
4.250 |
2.847 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.611 |
3.606 |
| PP |
3.595 |
3.584 |
| S1 |
3.578 |
3.563 |
|