NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.704 |
3.760 |
0.056 |
1.5% |
3.930 |
| High |
3.769 |
3.763 |
-0.006 |
-0.2% |
3.978 |
| Low |
3.658 |
3.648 |
-0.010 |
-0.3% |
3.730 |
| Close |
3.745 |
3.652 |
-0.093 |
-2.5% |
3.783 |
| Range |
0.111 |
0.115 |
0.004 |
3.6% |
0.248 |
| ATR |
0.116 |
0.116 |
0.000 |
-0.1% |
0.000 |
| Volume |
88,501 |
108,527 |
20,026 |
22.6% |
547,961 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.033 |
3.957 |
3.715 |
|
| R3 |
3.918 |
3.842 |
3.684 |
|
| R2 |
3.803 |
3.803 |
3.673 |
|
| R1 |
3.727 |
3.727 |
3.663 |
3.708 |
| PP |
3.688 |
3.688 |
3.688 |
3.678 |
| S1 |
3.612 |
3.612 |
3.641 |
3.593 |
| S2 |
3.573 |
3.573 |
3.631 |
|
| S3 |
3.458 |
3.497 |
3.620 |
|
| S4 |
3.343 |
3.382 |
3.589 |
|
|
| 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 |
3.648 |
0.215 |
5.9% |
0.108 |
3.0% |
2% |
False |
True |
113,149 |
| 10 |
3.978 |
3.648 |
0.330 |
9.0% |
0.121 |
3.3% |
1% |
False |
True |
116,826 |
| 20 |
4.039 |
3.648 |
0.391 |
10.7% |
0.121 |
3.3% |
1% |
False |
True |
95,685 |
| 40 |
4.347 |
3.648 |
0.699 |
19.1% |
0.108 |
3.0% |
1% |
False |
True |
71,827 |
| 60 |
4.450 |
3.648 |
0.802 |
22.0% |
0.110 |
3.0% |
0% |
False |
True |
56,576 |
| 80 |
4.851 |
3.648 |
1.203 |
32.9% |
0.109 |
3.0% |
0% |
False |
True |
46,904 |
| 100 |
4.871 |
3.648 |
1.223 |
33.5% |
0.109 |
3.0% |
0% |
False |
True |
39,618 |
| 120 |
5.283 |
3.648 |
1.635 |
44.8% |
0.112 |
3.1% |
0% |
False |
True |
34,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.252 |
|
2.618 |
4.064 |
|
1.618 |
3.949 |
|
1.000 |
3.878 |
|
0.618 |
3.834 |
|
HIGH |
3.763 |
|
0.618 |
3.719 |
|
0.500 |
3.706 |
|
0.382 |
3.692 |
|
LOW |
3.648 |
|
0.618 |
3.577 |
|
1.000 |
3.533 |
|
1.618 |
3.462 |
|
2.618 |
3.347 |
|
4.250 |
3.159 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.706 |
3.709 |
| PP |
3.688 |
3.690 |
| S1 |
3.670 |
3.671 |
|