NYMEX Natural Gas Future June 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 |
3.709 |
3.764 |
0.055 |
1.5% |
3.615 |
| High |
3.766 |
3.765 |
-0.001 |
0.0% |
3.810 |
| Low |
3.709 |
3.695 |
-0.014 |
-0.4% |
3.603 |
| Close |
3.764 |
3.702 |
-0.062 |
-1.6% |
3.808 |
| Range |
0.057 |
0.070 |
0.013 |
22.8% |
0.207 |
| ATR |
0.093 |
0.092 |
-0.002 |
-1.8% |
0.000 |
| Volume |
3,169 |
5,167 |
1,998 |
63.0% |
20,259 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.931 |
3.886 |
3.741 |
|
| R3 |
3.861 |
3.816 |
3.721 |
|
| R2 |
3.791 |
3.791 |
3.715 |
|
| R1 |
3.746 |
3.746 |
3.708 |
3.734 |
| PP |
3.721 |
3.721 |
3.721 |
3.714 |
| S1 |
3.676 |
3.676 |
3.696 |
3.664 |
| S2 |
3.651 |
3.651 |
3.689 |
|
| S3 |
3.581 |
3.606 |
3.683 |
|
| S4 |
3.511 |
3.536 |
3.664 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.361 |
4.292 |
3.922 |
|
| R3 |
4.154 |
4.085 |
3.865 |
|
| R2 |
3.947 |
3.947 |
3.846 |
|
| R1 |
3.878 |
3.878 |
3.827 |
3.913 |
| PP |
3.740 |
3.740 |
3.740 |
3.758 |
| S1 |
3.671 |
3.671 |
3.789 |
3.706 |
| S2 |
3.533 |
3.533 |
3.770 |
|
| S3 |
3.326 |
3.464 |
3.751 |
|
| S4 |
3.119 |
3.257 |
3.694 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.063 |
|
2.618 |
3.948 |
|
1.618 |
3.878 |
|
1.000 |
3.835 |
|
0.618 |
3.808 |
|
HIGH |
3.765 |
|
0.618 |
3.738 |
|
0.500 |
3.730 |
|
0.382 |
3.722 |
|
LOW |
3.695 |
|
0.618 |
3.652 |
|
1.000 |
3.625 |
|
1.618 |
3.582 |
|
2.618 |
3.512 |
|
4.250 |
3.398 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.766 |
| PP |
3.721 |
3.744 |
| S1 |
3.711 |
3.723 |
|