NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.905 |
3.828 |
-0.077 |
-2.0% |
4.059 |
High |
3.905 |
3.888 |
-0.017 |
-0.4% |
4.080 |
Low |
3.805 |
3.794 |
-0.011 |
-0.3% |
3.886 |
Close |
3.830 |
3.869 |
0.039 |
1.0% |
3.905 |
Range |
0.100 |
0.094 |
-0.006 |
-6.0% |
0.194 |
ATR |
0.091 |
0.091 |
0.000 |
0.2% |
0.000 |
Volume |
4,031 |
9,304 |
5,273 |
130.8% |
31,938 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.132 |
4.095 |
3.921 |
|
R3 |
4.038 |
4.001 |
3.895 |
|
R2 |
3.944 |
3.944 |
3.886 |
|
R1 |
3.907 |
3.907 |
3.878 |
3.926 |
PP |
3.850 |
3.850 |
3.850 |
3.860 |
S1 |
3.813 |
3.813 |
3.860 |
3.832 |
S2 |
3.756 |
3.756 |
3.852 |
|
S3 |
3.662 |
3.719 |
3.843 |
|
S4 |
3.568 |
3.625 |
3.817 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.539 |
4.416 |
4.012 |
|
R3 |
4.345 |
4.222 |
3.958 |
|
R2 |
4.151 |
4.151 |
3.941 |
|
R1 |
4.028 |
4.028 |
3.923 |
3.993 |
PP |
3.957 |
3.957 |
3.957 |
3.939 |
S1 |
3.834 |
3.834 |
3.887 |
3.799 |
S2 |
3.763 |
3.763 |
3.869 |
|
S3 |
3.569 |
3.640 |
3.852 |
|
S4 |
3.375 |
3.446 |
3.798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.978 |
3.794 |
0.184 |
4.8% |
0.077 |
2.0% |
41% |
False |
True |
6,238 |
10 |
4.080 |
3.794 |
0.286 |
7.4% |
0.100 |
2.6% |
26% |
False |
True |
5,662 |
20 |
4.121 |
3.794 |
0.327 |
8.5% |
0.094 |
2.4% |
23% |
False |
True |
4,957 |
40 |
4.440 |
3.794 |
0.646 |
16.7% |
0.085 |
2.2% |
12% |
False |
True |
3,915 |
60 |
4.525 |
3.794 |
0.731 |
18.9% |
0.087 |
2.3% |
10% |
False |
True |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.288 |
2.618 |
4.134 |
1.618 |
4.040 |
1.000 |
3.982 |
0.618 |
3.946 |
HIGH |
3.888 |
0.618 |
3.852 |
0.500 |
3.841 |
0.382 |
3.830 |
LOW |
3.794 |
0.618 |
3.736 |
1.000 |
3.700 |
1.618 |
3.642 |
2.618 |
3.548 |
4.250 |
3.395 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.860 |
3.873 |
PP |
3.850 |
3.871 |
S1 |
3.841 |
3.870 |
|