NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.796 |
3.750 |
-0.046 |
-1.2% |
3.943 |
| High |
3.805 |
3.753 |
-0.052 |
-1.4% |
3.943 |
| Low |
3.755 |
3.702 |
-0.053 |
-1.4% |
3.755 |
| Close |
3.781 |
3.710 |
-0.071 |
-1.9% |
3.781 |
| Range |
0.050 |
0.051 |
0.001 |
2.0% |
0.188 |
| ATR |
0.086 |
0.085 |
0.000 |
-0.6% |
0.000 |
| Volume |
2,745 |
3,441 |
696 |
25.4% |
15,480 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.843 |
3.738 |
|
| R3 |
3.824 |
3.792 |
3.724 |
|
| R2 |
3.773 |
3.773 |
3.719 |
|
| R1 |
3.741 |
3.741 |
3.715 |
3.732 |
| PP |
3.722 |
3.722 |
3.722 |
3.717 |
| S1 |
3.690 |
3.690 |
3.705 |
3.681 |
| S2 |
3.671 |
3.671 |
3.701 |
|
| S3 |
3.620 |
3.639 |
3.696 |
|
| S4 |
3.569 |
3.588 |
3.682 |
|
|
| 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 |
3.970 |
|
2.618 |
3.887 |
|
1.618 |
3.836 |
|
1.000 |
3.804 |
|
0.618 |
3.785 |
|
HIGH |
3.753 |
|
0.618 |
3.734 |
|
0.500 |
3.728 |
|
0.382 |
3.721 |
|
LOW |
3.702 |
|
0.618 |
3.670 |
|
1.000 |
3.651 |
|
1.618 |
3.619 |
|
2.618 |
3.568 |
|
4.250 |
3.485 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.728 |
3.781 |
| PP |
3.722 |
3.757 |
| S1 |
3.716 |
3.734 |
|