NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.760 |
3.658 |
-0.102 |
-2.7% |
3.930 |
| High |
3.763 |
3.708 |
-0.055 |
-1.5% |
3.978 |
| Low |
3.648 |
3.612 |
-0.036 |
-1.0% |
3.730 |
| Close |
3.652 |
3.649 |
-0.003 |
-0.1% |
3.783 |
| Range |
0.115 |
0.096 |
-0.019 |
-16.5% |
0.248 |
| ATR |
0.116 |
0.115 |
-0.001 |
-1.2% |
0.000 |
| Volume |
108,527 |
95,425 |
-13,102 |
-12.1% |
547,961 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.944 |
3.893 |
3.702 |
|
| R3 |
3.848 |
3.797 |
3.675 |
|
| R2 |
3.752 |
3.752 |
3.667 |
|
| R1 |
3.701 |
3.701 |
3.658 |
3.679 |
| PP |
3.656 |
3.656 |
3.656 |
3.645 |
| S1 |
3.605 |
3.605 |
3.640 |
3.583 |
| S2 |
3.560 |
3.560 |
3.631 |
|
| S3 |
3.464 |
3.509 |
3.623 |
|
| S4 |
3.368 |
3.413 |
3.596 |
|
|
| 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 |
3.847 |
3.612 |
0.235 |
6.4% |
0.103 |
2.8% |
16% |
False |
True |
102,257 |
| 10 |
3.978 |
3.612 |
0.366 |
10.0% |
0.120 |
3.3% |
10% |
False |
True |
111,403 |
| 20 |
4.039 |
3.612 |
0.427 |
11.7% |
0.121 |
3.3% |
9% |
False |
True |
96,259 |
| 40 |
4.206 |
3.612 |
0.594 |
16.3% |
0.106 |
2.9% |
6% |
False |
True |
73,246 |
| 60 |
4.450 |
3.612 |
0.838 |
23.0% |
0.111 |
3.0% |
4% |
False |
True |
57,756 |
| 80 |
4.837 |
3.612 |
1.225 |
33.6% |
0.108 |
3.0% |
3% |
False |
True |
47,978 |
| 100 |
4.871 |
3.612 |
1.259 |
34.5% |
0.109 |
3.0% |
3% |
False |
True |
40,482 |
| 120 |
5.283 |
3.612 |
1.671 |
45.8% |
0.111 |
3.1% |
2% |
False |
True |
35,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
3.959 |
|
1.618 |
3.863 |
|
1.000 |
3.804 |
|
0.618 |
3.767 |
|
HIGH |
3.708 |
|
0.618 |
3.671 |
|
0.500 |
3.660 |
|
0.382 |
3.649 |
|
LOW |
3.612 |
|
0.618 |
3.553 |
|
1.000 |
3.516 |
|
1.618 |
3.457 |
|
2.618 |
3.361 |
|
4.250 |
3.204 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.660 |
3.691 |
| PP |
3.656 |
3.677 |
| S1 |
3.653 |
3.663 |
|