NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.791 |
3.842 |
0.051 |
1.3% |
4.025 |
| High |
3.851 |
3.846 |
-0.005 |
-0.1% |
4.052 |
| Low |
3.753 |
3.735 |
-0.018 |
-0.5% |
3.850 |
| Close |
3.832 |
3.741 |
-0.091 |
-2.4% |
3.871 |
| Range |
0.098 |
0.111 |
0.013 |
13.3% |
0.202 |
| ATR |
0.096 |
0.097 |
0.001 |
1.1% |
0.000 |
| Volume |
17,885 |
20,107 |
2,222 |
12.4% |
112,106 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.107 |
4.035 |
3.802 |
|
| R3 |
3.996 |
3.924 |
3.772 |
|
| R2 |
3.885 |
3.885 |
3.761 |
|
| R1 |
3.813 |
3.813 |
3.751 |
3.794 |
| PP |
3.774 |
3.774 |
3.774 |
3.764 |
| S1 |
3.702 |
3.702 |
3.731 |
3.683 |
| S2 |
3.663 |
3.663 |
3.721 |
|
| S3 |
3.552 |
3.591 |
3.710 |
|
| S4 |
3.441 |
3.480 |
3.680 |
|
|
| 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 |
3.735 |
0.212 |
5.7% |
0.097 |
2.6% |
3% |
False |
True |
18,841 |
| 10 |
4.052 |
3.735 |
0.317 |
8.5% |
0.102 |
2.7% |
2% |
False |
True |
20,457 |
| 20 |
4.092 |
3.735 |
0.357 |
9.5% |
0.100 |
2.7% |
2% |
False |
True |
19,750 |
| 40 |
4.405 |
3.735 |
0.670 |
17.9% |
0.089 |
2.4% |
1% |
False |
True |
17,379 |
| 60 |
4.500 |
3.735 |
0.765 |
20.4% |
0.092 |
2.5% |
1% |
False |
True |
15,214 |
| 80 |
4.801 |
3.735 |
1.066 |
28.5% |
0.091 |
2.4% |
1% |
False |
True |
13,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.137 |
|
1.618 |
4.026 |
|
1.000 |
3.957 |
|
0.618 |
3.915 |
|
HIGH |
3.846 |
|
0.618 |
3.804 |
|
0.500 |
3.791 |
|
0.382 |
3.777 |
|
LOW |
3.735 |
|
0.618 |
3.666 |
|
1.000 |
3.624 |
|
1.618 |
3.555 |
|
2.618 |
3.444 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.803 |
| PP |
3.774 |
3.782 |
| S1 |
3.758 |
3.762 |
|