NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.727 |
3.833 |
0.106 |
2.8% |
3.661 |
| High |
3.829 |
3.886 |
0.057 |
1.5% |
3.886 |
| Low |
3.716 |
3.832 |
0.116 |
3.1% |
3.661 |
| Close |
3.825 |
3.886 |
0.061 |
1.6% |
3.886 |
| Range |
0.113 |
0.054 |
-0.059 |
-52.2% |
0.225 |
| ATR |
|
|
|
|
|
| Volume |
1,572 |
1,679 |
107 |
6.8% |
8,566 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
4.012 |
3.916 |
|
| R3 |
3.976 |
3.958 |
3.901 |
|
| R2 |
3.922 |
3.922 |
3.896 |
|
| R1 |
3.904 |
3.904 |
3.891 |
3.913 |
| PP |
3.868 |
3.868 |
3.868 |
3.873 |
| S1 |
3.850 |
3.850 |
3.881 |
3.859 |
| S2 |
3.814 |
3.814 |
3.876 |
|
| S3 |
3.760 |
3.796 |
3.871 |
|
| S4 |
3.706 |
3.742 |
3.856 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.486 |
4.411 |
4.010 |
|
| R3 |
4.261 |
4.186 |
3.948 |
|
| R2 |
4.036 |
4.036 |
3.927 |
|
| R1 |
3.961 |
3.961 |
3.907 |
3.999 |
| PP |
3.811 |
3.811 |
3.811 |
3.830 |
| S1 |
3.736 |
3.736 |
3.865 |
3.774 |
| S2 |
3.586 |
3.586 |
3.845 |
|
| S3 |
3.361 |
3.511 |
3.824 |
|
| S4 |
3.136 |
3.286 |
3.762 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
4.027 |
|
1.618 |
3.973 |
|
1.000 |
3.940 |
|
0.618 |
3.919 |
|
HIGH |
3.886 |
|
0.618 |
3.865 |
|
0.500 |
3.859 |
|
0.382 |
3.853 |
|
LOW |
3.832 |
|
0.618 |
3.799 |
|
1.000 |
3.778 |
|
1.618 |
3.745 |
|
2.618 |
3.691 |
|
4.250 |
3.603 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.877 |
3.858 |
| PP |
3.868 |
3.829 |
| S1 |
3.859 |
3.801 |
|