NYMEX Natural Gas Future August 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 |
3.808 |
3.838 |
0.030 |
0.8% |
3.661 |
| High |
3.848 |
3.849 |
0.001 |
0.0% |
3.886 |
| Low |
3.799 |
3.768 |
-0.031 |
-0.8% |
3.661 |
| Close |
3.843 |
3.784 |
-0.059 |
-1.5% |
3.886 |
| Range |
0.049 |
0.081 |
0.032 |
65.3% |
0.225 |
| ATR |
0.000 |
0.086 |
0.086 |
|
0.000 |
| Volume |
1,379 |
2,186 |
807 |
58.5% |
8,566 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.043 |
3.995 |
3.829 |
|
| R3 |
3.962 |
3.914 |
3.806 |
|
| R2 |
3.881 |
3.881 |
3.799 |
|
| R1 |
3.833 |
3.833 |
3.791 |
3.817 |
| PP |
3.800 |
3.800 |
3.800 |
3.792 |
| S1 |
3.752 |
3.752 |
3.777 |
3.736 |
| S2 |
3.719 |
3.719 |
3.769 |
|
| S3 |
3.638 |
3.671 |
3.762 |
|
| S4 |
3.557 |
3.590 |
3.739 |
|
|
| 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 |
4.193 |
|
2.618 |
4.061 |
|
1.618 |
3.980 |
|
1.000 |
3.930 |
|
0.618 |
3.899 |
|
HIGH |
3.849 |
|
0.618 |
3.818 |
|
0.500 |
3.809 |
|
0.382 |
3.799 |
|
LOW |
3.768 |
|
0.618 |
3.718 |
|
1.000 |
3.687 |
|
1.618 |
3.637 |
|
2.618 |
3.556 |
|
4.250 |
3.424 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.809 |
3.844 |
| PP |
3.800 |
3.824 |
| S1 |
3.792 |
3.804 |
|