NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.645 |
3.586 |
-0.059 |
-1.6% |
3.943 |
| High |
3.668 |
3.705 |
0.037 |
1.0% |
3.943 |
| Low |
3.587 |
3.585 |
-0.002 |
-0.1% |
3.755 |
| Close |
3.599 |
3.655 |
0.056 |
1.6% |
3.781 |
| Range |
0.081 |
0.120 |
0.039 |
48.1% |
0.188 |
| ATR |
0.084 |
0.086 |
0.003 |
3.1% |
0.000 |
| Volume |
2,657 |
4,063 |
1,406 |
52.9% |
15,480 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.008 |
3.952 |
3.721 |
|
| R3 |
3.888 |
3.832 |
3.688 |
|
| R2 |
3.768 |
3.768 |
3.677 |
|
| R1 |
3.712 |
3.712 |
3.666 |
3.740 |
| PP |
3.648 |
3.648 |
3.648 |
3.663 |
| S1 |
3.592 |
3.592 |
3.644 |
3.620 |
| S2 |
3.528 |
3.528 |
3.633 |
|
| S3 |
3.408 |
3.472 |
3.622 |
|
| S4 |
3.288 |
3.352 |
3.589 |
|
|
| 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 |
4.215 |
|
2.618 |
4.019 |
|
1.618 |
3.899 |
|
1.000 |
3.825 |
|
0.618 |
3.779 |
|
HIGH |
3.705 |
|
0.618 |
3.659 |
|
0.500 |
3.645 |
|
0.382 |
3.631 |
|
LOW |
3.585 |
|
0.618 |
3.511 |
|
1.000 |
3.465 |
|
1.618 |
3.391 |
|
2.618 |
3.271 |
|
4.250 |
3.075 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.652 |
3.653 |
| PP |
3.648 |
3.650 |
| S1 |
3.645 |
3.648 |
|