NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.722 |
3.661 |
-0.061 |
-1.6% |
3.871 |
High |
3.744 |
3.669 |
-0.075 |
-2.0% |
3.871 |
Low |
3.673 |
3.610 |
-0.063 |
-1.7% |
3.673 |
Close |
3.698 |
3.619 |
-0.079 |
-2.1% |
3.698 |
Range |
0.071 |
0.059 |
-0.012 |
-16.9% |
0.198 |
ATR |
0.094 |
0.094 |
0.000 |
-0.5% |
0.000 |
Volume |
19,596 |
18,963 |
-633 |
-3.2% |
93,489 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.810 |
3.773 |
3.651 |
|
R3 |
3.751 |
3.714 |
3.635 |
|
R2 |
3.692 |
3.692 |
3.630 |
|
R1 |
3.655 |
3.655 |
3.624 |
3.644 |
PP |
3.633 |
3.633 |
3.633 |
3.627 |
S1 |
3.596 |
3.596 |
3.614 |
3.585 |
S2 |
3.574 |
3.574 |
3.608 |
|
S3 |
3.515 |
3.537 |
3.603 |
|
S4 |
3.456 |
3.478 |
3.587 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.341 |
4.218 |
3.807 |
|
R3 |
4.143 |
4.020 |
3.752 |
|
R2 |
3.945 |
3.945 |
3.734 |
|
R1 |
3.822 |
3.822 |
3.716 |
3.785 |
PP |
3.747 |
3.747 |
3.747 |
3.729 |
S1 |
3.624 |
3.624 |
3.680 |
3.587 |
S2 |
3.549 |
3.549 |
3.662 |
|
S3 |
3.351 |
3.426 |
3.644 |
|
S4 |
3.153 |
3.228 |
3.589 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.851 |
3.610 |
0.241 |
6.7% |
0.085 |
2.3% |
4% |
False |
True |
19,161 |
10 |
4.035 |
3.610 |
0.425 |
11.7% |
0.092 |
2.5% |
2% |
False |
True |
19,115 |
20 |
4.052 |
3.610 |
0.442 |
12.2% |
0.093 |
2.6% |
2% |
False |
True |
19,542 |
40 |
4.315 |
3.610 |
0.705 |
19.5% |
0.088 |
2.4% |
1% |
False |
True |
17,752 |
60 |
4.500 |
3.610 |
0.890 |
24.6% |
0.092 |
2.5% |
1% |
False |
True |
15,691 |
80 |
4.683 |
3.610 |
1.073 |
29.6% |
0.090 |
2.5% |
1% |
False |
True |
13,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.920 |
2.618 |
3.823 |
1.618 |
3.764 |
1.000 |
3.728 |
0.618 |
3.705 |
HIGH |
3.669 |
0.618 |
3.646 |
0.500 |
3.640 |
0.382 |
3.633 |
LOW |
3.610 |
0.618 |
3.574 |
1.000 |
3.551 |
1.618 |
3.515 |
2.618 |
3.456 |
4.250 |
3.359 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.640 |
3.698 |
PP |
3.633 |
3.671 |
S1 |
3.626 |
3.645 |
|