NYMEX Natural Gas Future July 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 |
3.772 |
3.738 |
-0.034 |
-0.9% |
3.989 |
| High |
3.790 |
3.756 |
-0.034 |
-0.9% |
3.989 |
| Low |
3.750 |
3.693 |
-0.057 |
-1.5% |
3.800 |
| Close |
3.758 |
3.702 |
-0.056 |
-1.5% |
3.827 |
| Range |
0.040 |
0.063 |
0.023 |
57.5% |
0.189 |
| ATR |
0.086 |
0.084 |
-0.001 |
-1.7% |
0.000 |
| Volume |
1,566 |
2,914 |
1,348 |
86.1% |
13,575 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.906 |
3.867 |
3.737 |
|
| R3 |
3.843 |
3.804 |
3.719 |
|
| R2 |
3.780 |
3.780 |
3.714 |
|
| R1 |
3.741 |
3.741 |
3.708 |
3.729 |
| PP |
3.717 |
3.717 |
3.717 |
3.711 |
| S1 |
3.678 |
3.678 |
3.696 |
3.666 |
| S2 |
3.654 |
3.654 |
3.690 |
|
| S3 |
3.591 |
3.615 |
3.685 |
|
| S4 |
3.528 |
3.552 |
3.667 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.439 |
4.322 |
3.931 |
|
| R3 |
4.250 |
4.133 |
3.879 |
|
| R2 |
4.061 |
4.061 |
3.862 |
|
| R1 |
3.944 |
3.944 |
3.844 |
3.908 |
| PP |
3.872 |
3.872 |
3.872 |
3.854 |
| S1 |
3.755 |
3.755 |
3.810 |
3.719 |
| S2 |
3.683 |
3.683 |
3.792 |
|
| S3 |
3.494 |
3.566 |
3.775 |
|
| S4 |
3.305 |
3.377 |
3.723 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.024 |
|
2.618 |
3.921 |
|
1.618 |
3.858 |
|
1.000 |
3.819 |
|
0.618 |
3.795 |
|
HIGH |
3.756 |
|
0.618 |
3.732 |
|
0.500 |
3.725 |
|
0.382 |
3.717 |
|
LOW |
3.693 |
|
0.618 |
3.654 |
|
1.000 |
3.630 |
|
1.618 |
3.591 |
|
2.618 |
3.528 |
|
4.250 |
3.425 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.725 |
3.771 |
| PP |
3.717 |
3.748 |
| S1 |
3.710 |
3.725 |
|