NYMEX Natural Gas Future June 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 |
3.816 |
3.796 |
-0.020 |
-0.5% |
3.943 |
High |
3.859 |
3.805 |
-0.054 |
-1.4% |
3.943 |
Low |
3.780 |
3.755 |
-0.025 |
-0.7% |
3.755 |
Close |
3.818 |
3.781 |
-0.037 |
-1.0% |
3.781 |
Range |
0.079 |
0.050 |
-0.029 |
-36.7% |
0.188 |
ATR |
0.087 |
0.086 |
-0.002 |
-2.0% |
0.000 |
Volume |
4,967 |
2,745 |
-2,222 |
-44.7% |
15,480 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.930 |
3.906 |
3.809 |
|
R3 |
3.880 |
3.856 |
3.795 |
|
R2 |
3.830 |
3.830 |
3.790 |
|
R1 |
3.806 |
3.806 |
3.786 |
3.793 |
PP |
3.780 |
3.780 |
3.780 |
3.774 |
S1 |
3.756 |
3.756 |
3.776 |
3.743 |
S2 |
3.730 |
3.730 |
3.772 |
|
S3 |
3.680 |
3.706 |
3.767 |
|
S4 |
3.630 |
3.656 |
3.754 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.390 |
4.274 |
3.884 |
|
R3 |
4.202 |
4.086 |
3.833 |
|
R2 |
4.014 |
4.014 |
3.815 |
|
R1 |
3.898 |
3.898 |
3.798 |
3.862 |
PP |
3.826 |
3.826 |
3.826 |
3.809 |
S1 |
3.710 |
3.710 |
3.764 |
3.674 |
S2 |
3.638 |
3.638 |
3.747 |
|
S3 |
3.450 |
3.522 |
3.729 |
|
S4 |
3.262 |
3.334 |
3.678 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.018 |
2.618 |
3.936 |
1.618 |
3.886 |
1.000 |
3.855 |
0.618 |
3.836 |
HIGH |
3.805 |
0.618 |
3.786 |
0.500 |
3.780 |
0.382 |
3.774 |
LOW |
3.755 |
0.618 |
3.724 |
1.000 |
3.705 |
1.618 |
3.674 |
2.618 |
3.624 |
4.250 |
3.543 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.781 |
3.839 |
PP |
3.780 |
3.819 |
S1 |
3.780 |
3.800 |
|