NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.584 |
3.643 |
0.059 |
1.6% |
3.505 |
| High |
3.658 |
3.660 |
0.002 |
0.1% |
3.696 |
| Low |
3.555 |
3.569 |
0.014 |
0.4% |
3.470 |
| Close |
3.653 |
3.581 |
-0.072 |
-2.0% |
3.693 |
| Range |
0.103 |
0.091 |
-0.012 |
-11.7% |
0.226 |
| ATR |
0.108 |
0.107 |
-0.001 |
-1.1% |
0.000 |
| Volume |
30,284 |
34,865 |
4,581 |
15.1% |
127,990 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.820 |
3.631 |
|
| R3 |
3.785 |
3.729 |
3.606 |
|
| R2 |
3.694 |
3.694 |
3.598 |
|
| R1 |
3.638 |
3.638 |
3.589 |
3.621 |
| PP |
3.603 |
3.603 |
3.603 |
3.595 |
| S1 |
3.547 |
3.547 |
3.573 |
3.530 |
| S2 |
3.512 |
3.512 |
3.564 |
|
| S3 |
3.421 |
3.456 |
3.556 |
|
| S4 |
3.330 |
3.365 |
3.531 |
|
|
| 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 |
6.7% |
0.130 |
3.6% |
33% |
False |
False |
26,689 |
| 10 |
3.741 |
3.470 |
0.271 |
7.6% |
0.118 |
3.3% |
41% |
False |
False |
27,501 |
| 20 |
3.954 |
3.470 |
0.484 |
13.5% |
0.102 |
2.8% |
23% |
False |
False |
24,194 |
| 40 |
4.129 |
3.470 |
0.659 |
18.4% |
0.101 |
2.8% |
17% |
False |
False |
20,955 |
| 60 |
4.450 |
3.470 |
0.980 |
27.4% |
0.096 |
2.7% |
11% |
False |
False |
18,135 |
| 80 |
4.558 |
3.470 |
1.088 |
30.4% |
0.097 |
2.7% |
10% |
False |
False |
15,536 |
| 100 |
4.912 |
3.470 |
1.442 |
40.3% |
0.096 |
2.7% |
8% |
False |
False |
13,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.047 |
|
2.618 |
3.898 |
|
1.618 |
3.807 |
|
1.000 |
3.751 |
|
0.618 |
3.716 |
|
HIGH |
3.660 |
|
0.618 |
3.625 |
|
0.500 |
3.615 |
|
0.382 |
3.604 |
|
LOW |
3.569 |
|
0.618 |
3.513 |
|
1.000 |
3.478 |
|
1.618 |
3.422 |
|
2.618 |
3.331 |
|
4.250 |
3.182 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.615 |
3.648 |
| PP |
3.603 |
3.625 |
| S1 |
3.592 |
3.603 |
|