NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.842 |
3.736 |
-0.106 |
-2.8% |
4.025 |
High |
3.846 |
3.785 |
-0.061 |
-1.6% |
4.052 |
Low |
3.735 |
3.700 |
-0.035 |
-0.9% |
3.850 |
Close |
3.741 |
3.740 |
-0.001 |
0.0% |
3.871 |
Range |
0.111 |
0.085 |
-0.026 |
-23.4% |
0.202 |
ATR |
0.097 |
0.096 |
-0.001 |
-0.9% |
0.000 |
Volume |
20,107 |
19,254 |
-853 |
-4.2% |
112,106 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.997 |
3.953 |
3.787 |
|
R3 |
3.912 |
3.868 |
3.763 |
|
R2 |
3.827 |
3.827 |
3.756 |
|
R1 |
3.783 |
3.783 |
3.748 |
3.805 |
PP |
3.742 |
3.742 |
3.742 |
3.753 |
S1 |
3.698 |
3.698 |
3.732 |
3.720 |
S2 |
3.657 |
3.657 |
3.724 |
|
S3 |
3.572 |
3.613 |
3.717 |
|
S4 |
3.487 |
3.528 |
3.693 |
|
|
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 |
3.924 |
3.700 |
0.224 |
6.0% |
0.095 |
2.5% |
18% |
False |
True |
19,696 |
10 |
4.052 |
3.700 |
0.352 |
9.4% |
0.103 |
2.7% |
11% |
False |
True |
20,901 |
20 |
4.092 |
3.700 |
0.392 |
10.5% |
0.101 |
2.7% |
10% |
False |
True |
19,901 |
40 |
4.315 |
3.700 |
0.615 |
16.4% |
0.088 |
2.3% |
7% |
False |
True |
17,516 |
60 |
4.500 |
3.700 |
0.800 |
21.4% |
0.093 |
2.5% |
5% |
False |
True |
15,318 |
80 |
4.753 |
3.700 |
1.053 |
28.2% |
0.091 |
2.4% |
4% |
False |
True |
13,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.146 |
2.618 |
4.008 |
1.618 |
3.923 |
1.000 |
3.870 |
0.618 |
3.838 |
HIGH |
3.785 |
0.618 |
3.753 |
0.500 |
3.743 |
0.382 |
3.732 |
LOW |
3.700 |
0.618 |
3.647 |
1.000 |
3.615 |
1.618 |
3.562 |
2.618 |
3.477 |
4.250 |
3.339 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.743 |
3.776 |
PP |
3.742 |
3.764 |
S1 |
3.741 |
3.752 |
|