NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.764 |
3.704 |
-0.060 |
-1.6% |
3.930 |
| High |
3.765 |
3.769 |
0.004 |
0.1% |
3.978 |
| Low |
3.652 |
3.658 |
0.006 |
0.2% |
3.730 |
| Close |
3.696 |
3.745 |
0.049 |
1.3% |
3.783 |
| Range |
0.113 |
0.111 |
-0.002 |
-1.8% |
0.248 |
| ATR |
0.117 |
0.116 |
0.000 |
-0.3% |
0.000 |
| Volume |
114,168 |
88,501 |
-25,667 |
-22.5% |
547,961 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
4.012 |
3.806 |
|
| R3 |
3.946 |
3.901 |
3.776 |
|
| R2 |
3.835 |
3.835 |
3.765 |
|
| R1 |
3.790 |
3.790 |
3.755 |
3.813 |
| PP |
3.724 |
3.724 |
3.724 |
3.735 |
| S1 |
3.679 |
3.679 |
3.735 |
3.702 |
| S2 |
3.613 |
3.613 |
3.725 |
|
| S3 |
3.502 |
3.568 |
3.714 |
|
| S4 |
3.391 |
3.457 |
3.684 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.574 |
4.427 |
3.919 |
|
| R3 |
4.326 |
4.179 |
3.851 |
|
| R2 |
4.078 |
4.078 |
3.828 |
|
| R1 |
3.931 |
3.931 |
3.806 |
3.881 |
| PP |
3.830 |
3.830 |
3.830 |
3.805 |
| S1 |
3.683 |
3.683 |
3.760 |
3.633 |
| S2 |
3.582 |
3.582 |
3.738 |
|
| S3 |
3.334 |
3.435 |
3.715 |
|
| S4 |
3.086 |
3.187 |
3.647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.863 |
3.652 |
0.211 |
5.6% |
0.100 |
2.7% |
44% |
False |
False |
106,640 |
| 10 |
3.978 |
3.652 |
0.326 |
8.7% |
0.122 |
3.3% |
29% |
False |
False |
115,113 |
| 20 |
4.039 |
3.652 |
0.387 |
10.3% |
0.120 |
3.2% |
24% |
False |
False |
94,290 |
| 40 |
4.370 |
3.652 |
0.718 |
19.2% |
0.109 |
2.9% |
13% |
False |
False |
69,820 |
| 60 |
4.450 |
3.652 |
0.798 |
21.3% |
0.110 |
2.9% |
12% |
False |
False |
55,109 |
| 80 |
4.851 |
3.652 |
1.199 |
32.0% |
0.108 |
2.9% |
8% |
False |
False |
45,708 |
| 100 |
4.871 |
3.652 |
1.219 |
32.6% |
0.109 |
2.9% |
8% |
False |
False |
38,635 |
| 120 |
5.283 |
3.652 |
1.631 |
43.6% |
0.112 |
3.0% |
6% |
False |
False |
33,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.241 |
|
2.618 |
4.060 |
|
1.618 |
3.949 |
|
1.000 |
3.880 |
|
0.618 |
3.838 |
|
HIGH |
3.769 |
|
0.618 |
3.727 |
|
0.500 |
3.714 |
|
0.382 |
3.700 |
|
LOW |
3.658 |
|
0.618 |
3.589 |
|
1.000 |
3.547 |
|
1.618 |
3.478 |
|
2.618 |
3.367 |
|
4.250 |
3.186 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.750 |
| PP |
3.724 |
3.748 |
| S1 |
3.714 |
3.747 |
|