NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 30-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.679 |
3.711 |
0.032 |
0.9% |
3.525 |
High |
3.726 |
3.722 |
-0.004 |
-0.1% |
3.766 |
Low |
3.635 |
3.646 |
0.011 |
0.3% |
3.525 |
Close |
3.721 |
3.658 |
-0.063 |
-1.7% |
3.764 |
Range |
0.091 |
0.076 |
-0.015 |
-16.5% |
0.241 |
ATR |
0.097 |
0.095 |
-0.001 |
-1.5% |
0.000 |
Volume |
6,067 |
8,270 |
2,203 |
36.3% |
27,753 |
|
Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.903 |
3.857 |
3.700 |
|
R3 |
3.827 |
3.781 |
3.679 |
|
R2 |
3.751 |
3.751 |
3.672 |
|
R1 |
3.705 |
3.705 |
3.665 |
3.690 |
PP |
3.675 |
3.675 |
3.675 |
3.668 |
S1 |
3.629 |
3.629 |
3.651 |
3.614 |
S2 |
3.599 |
3.599 |
3.644 |
|
S3 |
3.523 |
3.553 |
3.637 |
|
S4 |
3.447 |
3.477 |
3.616 |
|
|
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 |
6.0% |
0.106 |
2.9% |
33% |
False |
False |
5,772 |
10 |
3.804 |
3.525 |
0.279 |
7.6% |
0.101 |
2.7% |
48% |
False |
False |
6,328 |
20 |
3.978 |
3.525 |
0.453 |
12.4% |
0.088 |
2.4% |
29% |
False |
False |
6,879 |
40 |
4.144 |
3.525 |
0.619 |
16.9% |
0.091 |
2.5% |
21% |
False |
False |
5,578 |
60 |
4.440 |
3.525 |
0.915 |
25.0% |
0.086 |
2.4% |
15% |
False |
False |
4,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.045 |
2.618 |
3.921 |
1.618 |
3.845 |
1.000 |
3.798 |
0.618 |
3.769 |
HIGH |
3.722 |
0.618 |
3.693 |
0.500 |
3.684 |
0.382 |
3.675 |
LOW |
3.646 |
0.618 |
3.599 |
1.000 |
3.570 |
1.618 |
3.523 |
2.618 |
3.447 |
4.250 |
3.323 |
|
|
Fisher Pivots for day following 30-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.684 |
3.720 |
PP |
3.675 |
3.699 |
S1 |
3.667 |
3.679 |
|