NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.673 |
3.584 |
-0.089 |
-2.4% |
3.505 |
| High |
3.741 |
3.658 |
-0.083 |
-2.2% |
3.696 |
| Low |
3.554 |
3.555 |
0.001 |
0.0% |
3.470 |
| Close |
3.560 |
3.653 |
0.093 |
2.6% |
3.693 |
| Range |
0.187 |
0.103 |
-0.084 |
-44.9% |
0.226 |
| ATR |
0.109 |
0.108 |
0.000 |
-0.4% |
0.000 |
| Volume |
11,297 |
30,284 |
18,987 |
168.1% |
127,990 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.931 |
3.895 |
3.710 |
|
| R3 |
3.828 |
3.792 |
3.681 |
|
| R2 |
3.725 |
3.725 |
3.672 |
|
| R1 |
3.689 |
3.689 |
3.662 |
3.707 |
| PP |
3.622 |
3.622 |
3.622 |
3.631 |
| S1 |
3.586 |
3.586 |
3.644 |
3.604 |
| S2 |
3.519 |
3.519 |
3.634 |
|
| S3 |
3.416 |
3.483 |
3.625 |
|
| S4 |
3.313 |
3.380 |
3.596 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.221 |
3.817 |
|
| R3 |
4.072 |
3.995 |
3.755 |
|
| R2 |
3.846 |
3.846 |
3.734 |
|
| R1 |
3.769 |
3.769 |
3.714 |
3.808 |
| PP |
3.620 |
3.620 |
3.620 |
3.639 |
| S1 |
3.543 |
3.543 |
3.672 |
3.582 |
| S2 |
3.394 |
3.394 |
3.652 |
|
| S3 |
3.168 |
3.317 |
3.631 |
|
| S4 |
2.942 |
3.091 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.741 |
3.501 |
0.240 |
6.6% |
0.127 |
3.5% |
63% |
False |
False |
28,548 |
| 10 |
3.741 |
3.470 |
0.271 |
7.4% |
0.116 |
3.2% |
68% |
False |
False |
26,368 |
| 20 |
4.050 |
3.470 |
0.580 |
15.9% |
0.105 |
2.9% |
32% |
False |
False |
23,408 |
| 40 |
4.129 |
3.470 |
0.659 |
18.0% |
0.100 |
2.7% |
28% |
False |
False |
20,540 |
| 60 |
4.450 |
3.470 |
0.980 |
26.8% |
0.096 |
2.6% |
19% |
False |
False |
17,743 |
| 80 |
4.558 |
3.470 |
1.088 |
29.8% |
0.097 |
2.7% |
17% |
False |
False |
15,214 |
| 100 |
4.912 |
3.470 |
1.442 |
39.5% |
0.096 |
2.6% |
13% |
False |
False |
13,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.096 |
|
2.618 |
3.928 |
|
1.618 |
3.825 |
|
1.000 |
3.761 |
|
0.618 |
3.722 |
|
HIGH |
3.658 |
|
0.618 |
3.619 |
|
0.500 |
3.607 |
|
0.382 |
3.594 |
|
LOW |
3.555 |
|
0.618 |
3.491 |
|
1.000 |
3.452 |
|
1.618 |
3.388 |
|
2.618 |
3.285 |
|
4.250 |
3.117 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.638 |
3.651 |
| PP |
3.622 |
3.649 |
| S1 |
3.607 |
3.648 |
|