NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.329 |
3.404 |
0.075 |
2.3% |
3.540 |
| High |
3.440 |
3.455 |
0.015 |
0.4% |
3.553 |
| Low |
3.285 |
3.362 |
0.077 |
2.3% |
3.285 |
| Close |
3.399 |
3.415 |
0.016 |
0.5% |
3.316 |
| Range |
0.155 |
0.093 |
-0.062 |
-40.0% |
0.268 |
| ATR |
0.122 |
0.120 |
-0.002 |
-1.7% |
0.000 |
| Volume |
129,866 |
90,658 |
-39,208 |
-30.2% |
645,867 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.690 |
3.645 |
3.466 |
|
| R3 |
3.597 |
3.552 |
3.441 |
|
| R2 |
3.504 |
3.504 |
3.432 |
|
| R1 |
3.459 |
3.459 |
3.424 |
3.482 |
| PP |
3.411 |
3.411 |
3.411 |
3.422 |
| S1 |
3.366 |
3.366 |
3.406 |
3.389 |
| S2 |
3.318 |
3.318 |
3.398 |
|
| S3 |
3.225 |
3.273 |
3.389 |
|
| S4 |
3.132 |
3.180 |
3.364 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.020 |
3.463 |
|
| R3 |
3.921 |
3.752 |
3.390 |
|
| R2 |
3.653 |
3.653 |
3.365 |
|
| R1 |
3.484 |
3.484 |
3.341 |
3.435 |
| PP |
3.385 |
3.385 |
3.385 |
3.360 |
| S1 |
3.216 |
3.216 |
3.291 |
3.167 |
| S2 |
3.117 |
3.117 |
3.267 |
|
| S3 |
2.849 |
2.948 |
3.242 |
|
| S4 |
2.581 |
2.680 |
3.169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.479 |
3.285 |
0.194 |
5.7% |
0.135 |
3.9% |
67% |
False |
False |
125,656 |
| 10 |
3.763 |
3.285 |
0.478 |
14.0% |
0.119 |
3.5% |
27% |
False |
False |
116,093 |
| 20 |
3.978 |
3.285 |
0.693 |
20.3% |
0.121 |
3.5% |
19% |
False |
False |
115,603 |
| 40 |
4.107 |
3.285 |
0.822 |
24.1% |
0.115 |
3.4% |
16% |
False |
False |
90,053 |
| 60 |
4.450 |
3.285 |
1.165 |
34.1% |
0.113 |
3.3% |
11% |
False |
False |
71,019 |
| 80 |
4.537 |
3.285 |
1.252 |
36.7% |
0.111 |
3.3% |
10% |
False |
False |
58,955 |
| 100 |
4.871 |
3.285 |
1.586 |
46.4% |
0.110 |
3.2% |
8% |
False |
False |
49,498 |
| 120 |
5.283 |
3.285 |
1.998 |
58.5% |
0.112 |
3.3% |
7% |
False |
False |
42,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.850 |
|
2.618 |
3.698 |
|
1.618 |
3.605 |
|
1.000 |
3.548 |
|
0.618 |
3.512 |
|
HIGH |
3.455 |
|
0.618 |
3.419 |
|
0.500 |
3.409 |
|
0.382 |
3.398 |
|
LOW |
3.362 |
|
0.618 |
3.305 |
|
1.000 |
3.269 |
|
1.618 |
3.212 |
|
2.618 |
3.119 |
|
4.250 |
2.967 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.413 |
3.400 |
| PP |
3.411 |
3.385 |
| S1 |
3.409 |
3.370 |
|