NYMEX Natural Gas Future December 2011
| 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 |
3.631 |
3.540 |
-0.091 |
-2.5% |
3.764 |
| High |
3.659 |
3.553 |
-0.106 |
-2.9% |
3.769 |
| Low |
3.557 |
3.441 |
-0.116 |
-3.3% |
3.557 |
| Close |
3.584 |
3.458 |
-0.126 |
-3.5% |
3.584 |
| Range |
0.102 |
0.112 |
0.010 |
9.8% |
0.212 |
| ATR |
0.114 |
0.116 |
0.002 |
1.8% |
0.000 |
| Volume |
90,594 |
116,090 |
25,496 |
28.1% |
497,215 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.751 |
3.520 |
|
| R3 |
3.708 |
3.639 |
3.489 |
|
| R2 |
3.596 |
3.596 |
3.479 |
|
| R1 |
3.527 |
3.527 |
3.468 |
3.506 |
| PP |
3.484 |
3.484 |
3.484 |
3.473 |
| S1 |
3.415 |
3.415 |
3.448 |
3.394 |
| S2 |
3.372 |
3.372 |
3.437 |
|
| S3 |
3.260 |
3.303 |
3.427 |
|
| S4 |
3.148 |
3.191 |
3.396 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.273 |
4.140 |
3.701 |
|
| R3 |
4.061 |
3.928 |
3.642 |
|
| R2 |
3.849 |
3.849 |
3.623 |
|
| R1 |
3.716 |
3.716 |
3.603 |
3.677 |
| PP |
3.637 |
3.637 |
3.637 |
3.617 |
| S1 |
3.504 |
3.504 |
3.565 |
3.465 |
| S2 |
3.425 |
3.425 |
3.545 |
|
| S3 |
3.213 |
3.292 |
3.526 |
|
| S4 |
3.001 |
3.080 |
3.467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.769 |
3.441 |
0.328 |
9.5% |
0.107 |
3.1% |
5% |
False |
True |
99,827 |
| 10 |
3.955 |
3.441 |
0.514 |
14.9% |
0.112 |
3.2% |
3% |
False |
True |
107,799 |
| 20 |
3.978 |
3.441 |
0.537 |
15.5% |
0.114 |
3.3% |
3% |
False |
True |
98,596 |
| 40 |
4.205 |
3.441 |
0.764 |
22.1% |
0.109 |
3.1% |
2% |
False |
True |
76,980 |
| 60 |
4.450 |
3.441 |
1.009 |
29.2% |
0.111 |
3.2% |
2% |
False |
True |
60,476 |
| 80 |
4.710 |
3.441 |
1.269 |
36.7% |
0.108 |
3.1% |
1% |
False |
True |
50,300 |
| 100 |
4.871 |
3.441 |
1.430 |
41.4% |
0.108 |
3.1% |
1% |
False |
True |
42,443 |
| 120 |
5.283 |
3.441 |
1.842 |
53.3% |
0.112 |
3.2% |
1% |
False |
True |
37,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.029 |
|
2.618 |
3.846 |
|
1.618 |
3.734 |
|
1.000 |
3.665 |
|
0.618 |
3.622 |
|
HIGH |
3.553 |
|
0.618 |
3.510 |
|
0.500 |
3.497 |
|
0.382 |
3.484 |
|
LOW |
3.441 |
|
0.618 |
3.372 |
|
1.000 |
3.329 |
|
1.618 |
3.260 |
|
2.618 |
3.148 |
|
4.250 |
2.965 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.497 |
3.575 |
| PP |
3.484 |
3.536 |
| S1 |
3.471 |
3.497 |
|