NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.686 |
-0.064 |
-1.7% |
3.943 |
| High |
3.753 |
3.711 |
-0.042 |
-1.1% |
3.943 |
| Low |
3.702 |
3.642 |
-0.060 |
-1.6% |
3.755 |
| Close |
3.710 |
3.653 |
-0.057 |
-1.5% |
3.781 |
| Range |
0.051 |
0.069 |
0.018 |
35.3% |
0.188 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.4% |
0.000 |
| Volume |
3,441 |
5,658 |
2,217 |
64.4% |
15,480 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.833 |
3.691 |
|
| R3 |
3.807 |
3.764 |
3.672 |
|
| R2 |
3.738 |
3.738 |
3.666 |
|
| R1 |
3.695 |
3.695 |
3.659 |
3.682 |
| PP |
3.669 |
3.669 |
3.669 |
3.662 |
| S1 |
3.626 |
3.626 |
3.647 |
3.613 |
| S2 |
3.600 |
3.600 |
3.640 |
|
| S3 |
3.531 |
3.557 |
3.634 |
|
| S4 |
3.462 |
3.488 |
3.615 |
|
|
| 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 |
4.004 |
|
2.618 |
3.892 |
|
1.618 |
3.823 |
|
1.000 |
3.780 |
|
0.618 |
3.754 |
|
HIGH |
3.711 |
|
0.618 |
3.685 |
|
0.500 |
3.677 |
|
0.382 |
3.668 |
|
LOW |
3.642 |
|
0.618 |
3.599 |
|
1.000 |
3.573 |
|
1.618 |
3.530 |
|
2.618 |
3.461 |
|
4.250 |
3.349 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.677 |
3.724 |
| PP |
3.669 |
3.700 |
| S1 |
3.661 |
3.677 |
|