NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.791 |
-0.080 |
-2.1% |
4.025 |
| High |
3.871 |
3.851 |
-0.020 |
-0.5% |
4.052 |
| Low |
3.758 |
3.753 |
-0.005 |
-0.1% |
3.850 |
| Close |
3.792 |
3.832 |
0.040 |
1.1% |
3.871 |
| Range |
0.113 |
0.098 |
-0.015 |
-13.3% |
0.202 |
| ATR |
0.096 |
0.096 |
0.000 |
0.2% |
0.000 |
| Volume |
16,647 |
17,885 |
1,238 |
7.4% |
112,106 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.106 |
4.067 |
3.886 |
|
| R3 |
4.008 |
3.969 |
3.859 |
|
| R2 |
3.910 |
3.910 |
3.850 |
|
| R1 |
3.871 |
3.871 |
3.841 |
3.891 |
| PP |
3.812 |
3.812 |
3.812 |
3.822 |
| S1 |
3.773 |
3.773 |
3.823 |
3.793 |
| S2 |
3.714 |
3.714 |
3.814 |
|
| S3 |
3.616 |
3.675 |
3.805 |
|
| S4 |
3.518 |
3.577 |
3.778 |
|
|
| 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 |
3.947 |
3.753 |
0.194 |
5.1% |
0.088 |
2.3% |
41% |
False |
True |
19,544 |
| 10 |
4.052 |
3.753 |
0.299 |
7.8% |
0.101 |
2.6% |
26% |
False |
True |
20,110 |
| 20 |
4.092 |
3.753 |
0.339 |
8.8% |
0.099 |
2.6% |
23% |
False |
True |
19,967 |
| 40 |
4.414 |
3.753 |
0.661 |
17.2% |
0.089 |
2.3% |
12% |
False |
True |
17,254 |
| 60 |
4.500 |
3.753 |
0.747 |
19.5% |
0.092 |
2.4% |
11% |
False |
True |
15,022 |
| 80 |
4.802 |
3.753 |
1.049 |
27.4% |
0.090 |
2.4% |
8% |
False |
True |
13,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.268 |
|
2.618 |
4.108 |
|
1.618 |
4.010 |
|
1.000 |
3.949 |
|
0.618 |
3.912 |
|
HIGH |
3.851 |
|
0.618 |
3.814 |
|
0.500 |
3.802 |
|
0.382 |
3.790 |
|
LOW |
3.753 |
|
0.618 |
3.692 |
|
1.000 |
3.655 |
|
1.618 |
3.594 |
|
2.618 |
3.496 |
|
4.250 |
3.337 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.822 |
3.839 |
| PP |
3.812 |
3.836 |
| S1 |
3.802 |
3.834 |
|