NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.661 |
3.601 |
-0.060 |
-1.6% |
3.871 |
| High |
3.669 |
3.624 |
-0.045 |
-1.2% |
3.871 |
| Low |
3.610 |
3.546 |
-0.064 |
-1.8% |
3.673 |
| Close |
3.619 |
3.561 |
-0.058 |
-1.6% |
3.698 |
| Range |
0.059 |
0.078 |
0.019 |
32.2% |
0.198 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.2% |
0.000 |
| Volume |
18,963 |
25,237 |
6,274 |
33.1% |
93,489 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.811 |
3.764 |
3.604 |
|
| R3 |
3.733 |
3.686 |
3.582 |
|
| R2 |
3.655 |
3.655 |
3.575 |
|
| R1 |
3.608 |
3.608 |
3.568 |
3.593 |
| PP |
3.577 |
3.577 |
3.577 |
3.569 |
| S1 |
3.530 |
3.530 |
3.554 |
3.515 |
| S2 |
3.499 |
3.499 |
3.547 |
|
| S3 |
3.421 |
3.452 |
3.540 |
|
| S4 |
3.343 |
3.374 |
3.518 |
|
|
| 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 |
3.846 |
3.546 |
0.300 |
8.4% |
0.081 |
2.3% |
5% |
False |
True |
20,631 |
| 10 |
3.947 |
3.546 |
0.401 |
11.3% |
0.085 |
2.4% |
4% |
False |
True |
20,087 |
| 20 |
4.052 |
3.546 |
0.506 |
14.2% |
0.091 |
2.5% |
3% |
False |
True |
19,805 |
| 40 |
4.270 |
3.546 |
0.724 |
20.3% |
0.088 |
2.5% |
2% |
False |
True |
18,179 |
| 60 |
4.500 |
3.546 |
0.954 |
26.8% |
0.092 |
2.6% |
2% |
False |
True |
16,021 |
| 80 |
4.627 |
3.546 |
1.081 |
30.4% |
0.090 |
2.5% |
1% |
False |
True |
14,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.956 |
|
2.618 |
3.828 |
|
1.618 |
3.750 |
|
1.000 |
3.702 |
|
0.618 |
3.672 |
|
HIGH |
3.624 |
|
0.618 |
3.594 |
|
0.500 |
3.585 |
|
0.382 |
3.576 |
|
LOW |
3.546 |
|
0.618 |
3.498 |
|
1.000 |
3.468 |
|
1.618 |
3.420 |
|
2.618 |
3.342 |
|
4.250 |
3.215 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.585 |
3.645 |
| PP |
3.577 |
3.617 |
| S1 |
3.569 |
3.589 |
|