NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 25-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.408 |
3.461 |
0.053 |
1.6% |
3.329 |
High |
3.483 |
3.549 |
0.066 |
1.9% |
3.549 |
Low |
3.352 |
3.415 |
0.063 |
1.9% |
3.285 |
Close |
3.460 |
3.536 |
0.076 |
2.2% |
3.536 |
Range |
0.131 |
0.134 |
0.003 |
2.3% |
0.264 |
ATR |
0.121 |
0.122 |
0.001 |
0.8% |
0.000 |
Volume |
101,740 |
0 |
-101,740 |
-100.0% |
322,264 |
|
Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.902 |
3.853 |
3.610 |
|
R3 |
3.768 |
3.719 |
3.573 |
|
R2 |
3.634 |
3.634 |
3.561 |
|
R1 |
3.585 |
3.585 |
3.548 |
3.610 |
PP |
3.500 |
3.500 |
3.500 |
3.512 |
S1 |
3.451 |
3.451 |
3.524 |
3.476 |
S2 |
3.366 |
3.366 |
3.511 |
|
S3 |
3.232 |
3.317 |
3.499 |
|
S4 |
3.098 |
3.183 |
3.462 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.249 |
4.156 |
3.681 |
|
R3 |
3.985 |
3.892 |
3.609 |
|
R2 |
3.721 |
3.721 |
3.584 |
|
R1 |
3.628 |
3.628 |
3.560 |
3.675 |
PP |
3.457 |
3.457 |
3.457 |
3.480 |
S1 |
3.364 |
3.364 |
3.512 |
3.411 |
S2 |
3.193 |
3.193 |
3.488 |
|
S3 |
2.929 |
3.100 |
3.463 |
|
S4 |
2.665 |
2.836 |
3.391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.549 |
3.285 |
0.264 |
7.5% |
0.134 |
3.8% |
95% |
True |
False |
91,653 |
10 |
3.659 |
3.285 |
0.374 |
10.6% |
0.125 |
3.5% |
67% |
False |
False |
105,872 |
20 |
3.978 |
3.285 |
0.693 |
19.6% |
0.122 |
3.5% |
36% |
False |
False |
108,637 |
40 |
4.056 |
3.285 |
0.771 |
21.8% |
0.116 |
3.3% |
33% |
False |
False |
90,474 |
60 |
4.450 |
3.285 |
1.165 |
32.9% |
0.113 |
3.2% |
22% |
False |
False |
71,916 |
80 |
4.516 |
3.285 |
1.231 |
34.8% |
0.112 |
3.2% |
20% |
False |
False |
59,788 |
100 |
4.871 |
3.285 |
1.586 |
44.9% |
0.110 |
3.1% |
16% |
False |
False |
50,354 |
120 |
5.283 |
3.285 |
1.998 |
56.5% |
0.113 |
3.2% |
13% |
False |
False |
43,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.119 |
2.618 |
3.900 |
1.618 |
3.766 |
1.000 |
3.683 |
0.618 |
3.632 |
HIGH |
3.549 |
0.618 |
3.498 |
0.500 |
3.482 |
0.382 |
3.466 |
LOW |
3.415 |
0.618 |
3.332 |
1.000 |
3.281 |
1.618 |
3.198 |
2.618 |
3.064 |
4.250 |
2.846 |
|
|
Fisher Pivots for day following 25-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.518 |
3.508 |
PP |
3.500 |
3.479 |
S1 |
3.482 |
3.451 |
|