NYMEX Natural Gas Future July 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 |
3.749 |
3.814 |
0.065 |
1.7% |
3.664 |
| High |
3.818 |
3.814 |
-0.004 |
-0.1% |
3.859 |
| Low |
3.736 |
3.739 |
0.003 |
0.1% |
3.658 |
| Close |
3.815 |
3.755 |
-0.060 |
-1.6% |
3.859 |
| Range |
0.082 |
0.075 |
-0.007 |
-8.5% |
0.201 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.2% |
0.000 |
| Volume |
2,467 |
4,250 |
1,783 |
72.3% |
10,522 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.994 |
3.950 |
3.796 |
|
| R3 |
3.919 |
3.875 |
3.776 |
|
| R2 |
3.844 |
3.844 |
3.769 |
|
| R1 |
3.800 |
3.800 |
3.762 |
3.785 |
| PP |
3.769 |
3.769 |
3.769 |
3.762 |
| S1 |
3.725 |
3.725 |
3.748 |
3.710 |
| S2 |
3.694 |
3.694 |
3.741 |
|
| S3 |
3.619 |
3.650 |
3.734 |
|
| S4 |
3.544 |
3.575 |
3.714 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.395 |
4.328 |
3.970 |
|
| R3 |
4.194 |
4.127 |
3.914 |
|
| R2 |
3.993 |
3.993 |
3.896 |
|
| R1 |
3.926 |
3.926 |
3.877 |
3.960 |
| PP |
3.792 |
3.792 |
3.792 |
3.809 |
| S1 |
3.725 |
3.725 |
3.841 |
3.759 |
| S2 |
3.591 |
3.591 |
3.822 |
|
| S3 |
3.390 |
3.524 |
3.804 |
|
| S4 |
3.189 |
3.323 |
3.748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.133 |
|
2.618 |
4.010 |
|
1.618 |
3.935 |
|
1.000 |
3.889 |
|
0.618 |
3.860 |
|
HIGH |
3.814 |
|
0.618 |
3.785 |
|
0.500 |
3.777 |
|
0.382 |
3.768 |
|
LOW |
3.739 |
|
0.618 |
3.693 |
|
1.000 |
3.664 |
|
1.618 |
3.618 |
|
2.618 |
3.543 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.817 |
| PP |
3.769 |
3.796 |
| S1 |
3.762 |
3.776 |
|