NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.871 |
-0.042 |
-1.1% |
4.025 |
| High |
3.924 |
3.871 |
-0.053 |
-1.4% |
4.052 |
| Low |
3.858 |
3.758 |
-0.100 |
-2.6% |
3.850 |
| Close |
3.871 |
3.792 |
-0.079 |
-2.0% |
3.871 |
| Range |
0.066 |
0.113 |
0.047 |
71.2% |
0.202 |
| ATR |
0.094 |
0.096 |
0.001 |
1.4% |
0.000 |
| Volume |
24,589 |
16,647 |
-7,942 |
-32.3% |
112,106 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.082 |
3.854 |
|
| R3 |
4.033 |
3.969 |
3.823 |
|
| R2 |
3.920 |
3.920 |
3.813 |
|
| R1 |
3.856 |
3.856 |
3.802 |
3.832 |
| PP |
3.807 |
3.807 |
3.807 |
3.795 |
| S1 |
3.743 |
3.743 |
3.782 |
3.719 |
| S2 |
3.694 |
3.694 |
3.771 |
|
| S3 |
3.581 |
3.630 |
3.761 |
|
| S4 |
3.468 |
3.517 |
3.730 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.403 |
3.982 |
|
| R3 |
4.328 |
4.201 |
3.927 |
|
| R2 |
4.126 |
4.126 |
3.908 |
|
| R1 |
3.999 |
3.999 |
3.890 |
3.962 |
| PP |
3.924 |
3.924 |
3.924 |
3.906 |
| S1 |
3.797 |
3.797 |
3.852 |
3.760 |
| S2 |
3.722 |
3.722 |
3.834 |
|
| S3 |
3.520 |
3.595 |
3.815 |
|
| S4 |
3.318 |
3.393 |
3.760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.035 |
3.758 |
0.277 |
7.3% |
0.099 |
2.6% |
12% |
False |
True |
19,069 |
| 10 |
4.052 |
3.758 |
0.294 |
7.8% |
0.102 |
2.7% |
12% |
False |
True |
19,348 |
| 20 |
4.092 |
3.758 |
0.334 |
8.8% |
0.098 |
2.6% |
10% |
False |
True |
19,580 |
| 40 |
4.414 |
3.758 |
0.656 |
17.3% |
0.090 |
2.4% |
5% |
False |
True |
17,056 |
| 60 |
4.500 |
3.758 |
0.742 |
19.6% |
0.092 |
2.4% |
5% |
False |
True |
14,871 |
| 80 |
4.817 |
3.758 |
1.059 |
27.9% |
0.090 |
2.4% |
3% |
False |
True |
13,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.167 |
|
1.618 |
4.054 |
|
1.000 |
3.984 |
|
0.618 |
3.941 |
|
HIGH |
3.871 |
|
0.618 |
3.828 |
|
0.500 |
3.815 |
|
0.382 |
3.801 |
|
LOW |
3.758 |
|
0.618 |
3.688 |
|
1.000 |
3.645 |
|
1.618 |
3.575 |
|
2.618 |
3.462 |
|
4.250 |
3.278 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.815 |
3.853 |
| PP |
3.807 |
3.832 |
| S1 |
3.800 |
3.812 |
|