NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 14-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.740 |
3.644 |
-0.096 |
-2.6% |
3.874 |
High |
3.740 |
3.663 |
-0.077 |
-2.1% |
3.874 |
Low |
3.667 |
3.595 |
-0.072 |
-2.0% |
3.667 |
Close |
3.690 |
3.604 |
-0.086 |
-2.3% |
3.690 |
Range |
0.073 |
0.068 |
-0.005 |
-6.8% |
0.207 |
ATR |
0.097 |
0.096 |
0.000 |
-0.1% |
0.000 |
Volume |
20,213 |
20,144 |
-69 |
-0.3% |
99,447 |
|
Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.825 |
3.782 |
3.641 |
|
R3 |
3.757 |
3.714 |
3.623 |
|
R2 |
3.689 |
3.689 |
3.616 |
|
R1 |
3.646 |
3.646 |
3.610 |
3.634 |
PP |
3.621 |
3.621 |
3.621 |
3.614 |
S1 |
3.578 |
3.578 |
3.598 |
3.566 |
S2 |
3.553 |
3.553 |
3.592 |
|
S3 |
3.485 |
3.510 |
3.585 |
|
S4 |
3.417 |
3.442 |
3.567 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.365 |
4.234 |
3.804 |
|
R3 |
4.158 |
4.027 |
3.747 |
|
R2 |
3.951 |
3.951 |
3.728 |
|
R1 |
3.820 |
3.820 |
3.709 |
3.782 |
PP |
3.744 |
3.744 |
3.744 |
3.725 |
S1 |
3.613 |
3.613 |
3.671 |
3.575 |
S2 |
3.537 |
3.537 |
3.652 |
|
S3 |
3.330 |
3.406 |
3.633 |
|
S4 |
3.123 |
3.199 |
3.576 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.852 |
3.595 |
0.257 |
7.1% |
0.089 |
2.5% |
4% |
False |
True |
18,931 |
10 |
4.050 |
3.595 |
0.455 |
12.6% |
0.095 |
2.6% |
2% |
False |
True |
20,447 |
20 |
4.070 |
3.595 |
0.475 |
13.2% |
0.095 |
2.6% |
2% |
False |
True |
17,978 |
40 |
4.333 |
3.595 |
0.738 |
20.5% |
0.091 |
2.5% |
1% |
False |
True |
17,027 |
60 |
4.516 |
3.595 |
0.921 |
25.6% |
0.095 |
2.6% |
1% |
False |
True |
14,534 |
80 |
4.765 |
3.595 |
1.170 |
32.5% |
0.093 |
2.6% |
1% |
False |
True |
12,521 |
100 |
4.912 |
3.595 |
1.317 |
36.5% |
0.094 |
2.6% |
1% |
False |
True |
10,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.952 |
2.618 |
3.841 |
1.618 |
3.773 |
1.000 |
3.731 |
0.618 |
3.705 |
HIGH |
3.663 |
0.618 |
3.637 |
0.500 |
3.629 |
0.382 |
3.621 |
LOW |
3.595 |
0.618 |
3.553 |
1.000 |
3.527 |
1.618 |
3.485 |
2.618 |
3.417 |
4.250 |
3.306 |
|
|
Fisher Pivots for day following 14-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.629 |
3.691 |
PP |
3.621 |
3.662 |
S1 |
3.612 |
3.633 |
|