NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.615 |
3.713 |
0.098 |
2.7% |
3.525 |
High |
3.727 |
3.766 |
0.039 |
1.0% |
3.766 |
Low |
3.585 |
3.713 |
0.128 |
3.6% |
3.525 |
Close |
3.704 |
3.764 |
0.060 |
1.6% |
3.764 |
Range |
0.142 |
0.053 |
-0.089 |
-62.7% |
0.241 |
ATR |
0.094 |
0.092 |
-0.002 |
-2.4% |
0.000 |
Volume |
5,600 |
7,145 |
1,545 |
27.6% |
27,753 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.907 |
3.888 |
3.793 |
|
R3 |
3.854 |
3.835 |
3.779 |
|
R2 |
3.801 |
3.801 |
3.774 |
|
R1 |
3.782 |
3.782 |
3.769 |
3.792 |
PP |
3.748 |
3.748 |
3.748 |
3.752 |
S1 |
3.729 |
3.729 |
3.759 |
3.739 |
S2 |
3.695 |
3.695 |
3.754 |
|
S3 |
3.642 |
3.676 |
3.749 |
|
S4 |
3.589 |
3.623 |
3.735 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.408 |
4.327 |
3.897 |
|
R3 |
4.167 |
4.086 |
3.830 |
|
R2 |
3.926 |
3.926 |
3.808 |
|
R1 |
3.845 |
3.845 |
3.786 |
3.886 |
PP |
3.685 |
3.685 |
3.685 |
3.705 |
S1 |
3.604 |
3.604 |
3.742 |
3.645 |
S2 |
3.444 |
3.444 |
3.720 |
|
S3 |
3.203 |
3.363 |
3.698 |
|
S4 |
2.962 |
3.122 |
3.631 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.766 |
3.525 |
0.241 |
6.4% |
0.096 |
2.6% |
99% |
True |
False |
6,989 |
10 |
3.766 |
3.525 |
0.241 |
6.4% |
0.085 |
2.3% |
99% |
True |
False |
7,208 |
20 |
4.080 |
3.525 |
0.555 |
14.7% |
0.093 |
2.5% |
43% |
False |
False |
7,034 |
40 |
4.198 |
3.525 |
0.673 |
17.9% |
0.088 |
2.3% |
36% |
False |
False |
5,465 |
60 |
4.525 |
3.525 |
1.000 |
26.6% |
0.087 |
2.3% |
24% |
False |
False |
4,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.991 |
2.618 |
3.905 |
1.618 |
3.852 |
1.000 |
3.819 |
0.618 |
3.799 |
HIGH |
3.766 |
0.618 |
3.746 |
0.500 |
3.740 |
0.382 |
3.733 |
LOW |
3.713 |
0.618 |
3.680 |
1.000 |
3.660 |
1.618 |
3.627 |
2.618 |
3.574 |
4.250 |
3.488 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.756 |
3.735 |
PP |
3.748 |
3.705 |
S1 |
3.740 |
3.676 |
|