NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 18-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.495 |
3.578 |
0.083 |
2.4% |
3.661 |
High |
3.621 |
3.604 |
-0.017 |
-0.5% |
3.669 |
Low |
3.495 |
3.500 |
0.005 |
0.1% |
3.494 |
Close |
3.566 |
3.527 |
-0.039 |
-1.1% |
3.527 |
Range |
0.126 |
0.104 |
-0.022 |
-17.5% |
0.175 |
ATR |
0.095 |
0.096 |
0.001 |
0.7% |
0.000 |
Volume |
23,340 |
26,418 |
3,078 |
13.2% |
124,049 |
|
Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.856 |
3.795 |
3.584 |
|
R3 |
3.752 |
3.691 |
3.556 |
|
R2 |
3.648 |
3.648 |
3.546 |
|
R1 |
3.587 |
3.587 |
3.537 |
3.566 |
PP |
3.544 |
3.544 |
3.544 |
3.533 |
S1 |
3.483 |
3.483 |
3.517 |
3.462 |
S2 |
3.440 |
3.440 |
3.508 |
|
S3 |
3.336 |
3.379 |
3.498 |
|
S4 |
3.232 |
3.275 |
3.470 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.088 |
3.983 |
3.623 |
|
R3 |
3.913 |
3.808 |
3.575 |
|
R2 |
3.738 |
3.738 |
3.559 |
|
R1 |
3.633 |
3.633 |
3.543 |
3.598 |
PP |
3.563 |
3.563 |
3.563 |
3.546 |
S1 |
3.458 |
3.458 |
3.511 |
3.423 |
S2 |
3.388 |
3.388 |
3.495 |
|
S3 |
3.213 |
3.283 |
3.479 |
|
S4 |
3.038 |
3.108 |
3.431 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.669 |
3.494 |
0.175 |
5.0% |
0.092 |
2.6% |
19% |
False |
False |
24,809 |
10 |
3.871 |
3.494 |
0.377 |
10.7% |
0.094 |
2.7% |
9% |
False |
False |
21,753 |
20 |
4.052 |
3.494 |
0.558 |
15.8% |
0.096 |
2.7% |
6% |
False |
False |
20,517 |
40 |
4.270 |
3.494 |
0.776 |
22.0% |
0.092 |
2.6% |
4% |
False |
False |
19,086 |
60 |
4.500 |
3.494 |
1.006 |
28.5% |
0.093 |
2.6% |
3% |
False |
False |
16,934 |
80 |
4.538 |
3.494 |
1.044 |
29.6% |
0.091 |
2.6% |
3% |
False |
False |
15,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.046 |
2.618 |
3.876 |
1.618 |
3.772 |
1.000 |
3.708 |
0.618 |
3.668 |
HIGH |
3.604 |
0.618 |
3.564 |
0.500 |
3.552 |
0.382 |
3.540 |
LOW |
3.500 |
0.618 |
3.436 |
1.000 |
3.396 |
1.618 |
3.332 |
2.618 |
3.228 |
4.250 |
3.058 |
|
|
Fisher Pivots for day following 18-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.552 |
3.558 |
PP |
3.544 |
3.547 |
S1 |
3.535 |
3.537 |
|