NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.814 |
3.751 |
-0.063 |
-1.7% |
3.905 |
High |
3.821 |
3.766 |
-0.055 |
-1.4% |
3.905 |
Low |
3.740 |
3.716 |
-0.024 |
-0.6% |
3.716 |
Close |
3.778 |
3.739 |
-0.039 |
-1.0% |
3.739 |
Range |
0.081 |
0.050 |
-0.031 |
-38.3% |
0.189 |
ATR |
0.092 |
0.090 |
-0.002 |
-2.3% |
0.000 |
Volume |
8,176 |
6,597 |
-1,579 |
-19.3% |
38,119 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.890 |
3.865 |
3.767 |
|
R3 |
3.840 |
3.815 |
3.753 |
|
R2 |
3.790 |
3.790 |
3.748 |
|
R1 |
3.765 |
3.765 |
3.744 |
3.753 |
PP |
3.740 |
3.740 |
3.740 |
3.734 |
S1 |
3.715 |
3.715 |
3.734 |
3.703 |
S2 |
3.690 |
3.690 |
3.730 |
|
S3 |
3.640 |
3.665 |
3.725 |
|
S4 |
3.590 |
3.615 |
3.712 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.354 |
4.235 |
3.843 |
|
R3 |
4.165 |
4.046 |
3.791 |
|
R2 |
3.976 |
3.976 |
3.774 |
|
R1 |
3.857 |
3.857 |
3.756 |
3.822 |
PP |
3.787 |
3.787 |
3.787 |
3.769 |
S1 |
3.668 |
3.668 |
3.722 |
3.633 |
S2 |
3.598 |
3.598 |
3.704 |
|
S3 |
3.409 |
3.479 |
3.687 |
|
S4 |
3.220 |
3.290 |
3.635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.905 |
3.716 |
0.189 |
5.1% |
0.086 |
2.3% |
12% |
False |
True |
7,623 |
10 |
4.080 |
3.716 |
0.364 |
9.7% |
0.087 |
2.3% |
6% |
False |
True |
7,005 |
20 |
4.121 |
3.716 |
0.405 |
10.8% |
0.092 |
2.5% |
6% |
False |
True |
5,592 |
40 |
4.342 |
3.716 |
0.626 |
16.7% |
0.084 |
2.2% |
4% |
False |
True |
4,350 |
60 |
4.525 |
3.716 |
0.809 |
21.6% |
0.088 |
2.3% |
3% |
False |
True |
3,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.979 |
2.618 |
3.897 |
1.618 |
3.847 |
1.000 |
3.816 |
0.618 |
3.797 |
HIGH |
3.766 |
0.618 |
3.747 |
0.500 |
3.741 |
0.382 |
3.735 |
LOW |
3.716 |
0.618 |
3.685 |
1.000 |
3.666 |
1.618 |
3.635 |
2.618 |
3.585 |
4.250 |
3.504 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.741 |
3.798 |
PP |
3.740 |
3.778 |
S1 |
3.740 |
3.759 |
|