NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 29-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.774 |
3.679 |
-0.095 |
-2.5% |
3.525 |
High |
3.804 |
3.726 |
-0.078 |
-2.1% |
3.766 |
Low |
3.638 |
3.635 |
-0.003 |
-0.1% |
3.525 |
Close |
3.642 |
3.721 |
0.079 |
2.2% |
3.764 |
Range |
0.166 |
0.091 |
-0.075 |
-45.2% |
0.241 |
ATR |
0.097 |
0.097 |
0.000 |
-0.4% |
0.000 |
Volume |
1,782 |
6,067 |
4,285 |
240.5% |
27,753 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.967 |
3.935 |
3.771 |
|
R3 |
3.876 |
3.844 |
3.746 |
|
R2 |
3.785 |
3.785 |
3.738 |
|
R1 |
3.753 |
3.753 |
3.729 |
3.769 |
PP |
3.694 |
3.694 |
3.694 |
3.702 |
S1 |
3.662 |
3.662 |
3.713 |
3.678 |
S2 |
3.603 |
3.603 |
3.704 |
|
S3 |
3.512 |
3.571 |
3.696 |
|
S4 |
3.421 |
3.480 |
3.671 |
|
|
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 |
3.804 |
3.585 |
0.219 |
5.9% |
0.104 |
2.8% |
62% |
False |
False |
5,525 |
10 |
3.804 |
3.525 |
0.279 |
7.5% |
0.101 |
2.7% |
70% |
False |
False |
6,418 |
20 |
4.070 |
3.525 |
0.545 |
14.6% |
0.091 |
2.5% |
36% |
False |
False |
6,669 |
40 |
4.144 |
3.525 |
0.619 |
16.6% |
0.090 |
2.4% |
32% |
False |
False |
5,439 |
60 |
4.440 |
3.525 |
0.915 |
24.6% |
0.086 |
2.3% |
21% |
False |
False |
4,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.113 |
2.618 |
3.964 |
1.618 |
3.873 |
1.000 |
3.817 |
0.618 |
3.782 |
HIGH |
3.726 |
0.618 |
3.691 |
0.500 |
3.681 |
0.382 |
3.670 |
LOW |
3.635 |
0.618 |
3.579 |
1.000 |
3.544 |
1.618 |
3.488 |
2.618 |
3.397 |
4.250 |
3.248 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.708 |
3.721 |
PP |
3.694 |
3.720 |
S1 |
3.681 |
3.720 |
|