NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.601 |
3.557 |
-0.044 |
-1.2% |
3.871 |
| High |
3.624 |
3.587 |
-0.037 |
-1.0% |
3.871 |
| Low |
3.546 |
3.494 |
-0.052 |
-1.5% |
3.673 |
| Close |
3.561 |
3.507 |
-0.054 |
-1.5% |
3.698 |
| Range |
0.078 |
0.093 |
0.015 |
19.2% |
0.198 |
| ATR |
0.093 |
0.093 |
0.000 |
0.0% |
0.000 |
| Volume |
25,237 |
30,091 |
4,854 |
19.2% |
93,489 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.808 |
3.751 |
3.558 |
|
| R3 |
3.715 |
3.658 |
3.533 |
|
| R2 |
3.622 |
3.622 |
3.524 |
|
| R1 |
3.565 |
3.565 |
3.516 |
3.547 |
| PP |
3.529 |
3.529 |
3.529 |
3.521 |
| S1 |
3.472 |
3.472 |
3.498 |
3.454 |
| S2 |
3.436 |
3.436 |
3.490 |
|
| S3 |
3.343 |
3.379 |
3.481 |
|
| S4 |
3.250 |
3.286 |
3.456 |
|
|
| 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 |
3.785 |
3.494 |
0.291 |
8.3% |
0.077 |
2.2% |
4% |
False |
True |
22,628 |
| 10 |
3.947 |
3.494 |
0.453 |
12.9% |
0.087 |
2.5% |
3% |
False |
True |
20,734 |
| 20 |
4.052 |
3.494 |
0.558 |
15.9% |
0.093 |
2.7% |
2% |
False |
True |
20,371 |
| 40 |
4.270 |
3.494 |
0.776 |
22.1% |
0.089 |
2.5% |
2% |
False |
True |
18,657 |
| 60 |
4.500 |
3.494 |
1.006 |
28.7% |
0.092 |
2.6% |
1% |
False |
True |
16,412 |
| 80 |
4.627 |
3.494 |
1.133 |
32.3% |
0.090 |
2.6% |
1% |
False |
True |
14,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.982 |
|
2.618 |
3.830 |
|
1.618 |
3.737 |
|
1.000 |
3.680 |
|
0.618 |
3.644 |
|
HIGH |
3.587 |
|
0.618 |
3.551 |
|
0.500 |
3.541 |
|
0.382 |
3.530 |
|
LOW |
3.494 |
|
0.618 |
3.437 |
|
1.000 |
3.401 |
|
1.618 |
3.344 |
|
2.618 |
3.251 |
|
4.250 |
3.099 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.541 |
3.582 |
| PP |
3.529 |
3.557 |
| S1 |
3.518 |
3.532 |
|