NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.725 |
-0.034 |
-0.9% |
3.892 |
| High |
3.800 |
3.758 |
-0.042 |
-1.1% |
3.892 |
| Low |
3.710 |
3.674 |
-0.036 |
-1.0% |
3.674 |
| Close |
3.747 |
3.696 |
-0.051 |
-1.4% |
3.696 |
| Range |
0.090 |
0.084 |
-0.006 |
-6.7% |
0.218 |
| ATR |
0.106 |
0.104 |
-0.002 |
-1.5% |
0.000 |
| Volume |
50,985 |
46,419 |
-4,566 |
-9.0% |
261,238 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.913 |
3.742 |
|
| R3 |
3.877 |
3.829 |
3.719 |
|
| R2 |
3.793 |
3.793 |
3.711 |
|
| R1 |
3.745 |
3.745 |
3.704 |
3.727 |
| PP |
3.709 |
3.709 |
3.709 |
3.701 |
| S1 |
3.661 |
3.661 |
3.688 |
3.643 |
| S2 |
3.625 |
3.625 |
3.681 |
|
| S3 |
3.541 |
3.577 |
3.673 |
|
| S4 |
3.457 |
3.493 |
3.650 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.408 |
4.270 |
3.816 |
|
| R3 |
4.190 |
4.052 |
3.756 |
|
| R2 |
3.972 |
3.972 |
3.736 |
|
| R1 |
3.834 |
3.834 |
3.716 |
3.794 |
| PP |
3.754 |
3.754 |
3.754 |
3.734 |
| S1 |
3.616 |
3.616 |
3.676 |
3.576 |
| S2 |
3.536 |
3.536 |
3.656 |
|
| S3 |
3.318 |
3.398 |
3.636 |
|
| S4 |
3.100 |
3.180 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.892 |
3.674 |
0.218 |
5.9% |
0.103 |
2.8% |
10% |
False |
True |
52,247 |
| 10 |
4.095 |
3.674 |
0.421 |
11.4% |
0.105 |
2.8% |
5% |
False |
True |
51,889 |
| 20 |
4.143 |
3.674 |
0.469 |
12.7% |
0.107 |
2.9% |
5% |
False |
True |
49,077 |
| 40 |
4.350 |
3.674 |
0.676 |
18.3% |
0.099 |
2.7% |
3% |
False |
True |
50,285 |
| 60 |
4.564 |
3.674 |
0.890 |
24.1% |
0.104 |
2.8% |
2% |
False |
True |
42,156 |
| 80 |
4.830 |
3.674 |
1.156 |
31.3% |
0.102 |
2.8% |
2% |
False |
True |
36,565 |
| 100 |
4.962 |
3.674 |
1.288 |
34.8% |
0.104 |
2.8% |
2% |
False |
True |
32,396 |
| 120 |
5.356 |
3.674 |
1.682 |
45.5% |
0.105 |
2.8% |
1% |
False |
True |
29,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.115 |
|
2.618 |
3.978 |
|
1.618 |
3.894 |
|
1.000 |
3.842 |
|
0.618 |
3.810 |
|
HIGH |
3.758 |
|
0.618 |
3.726 |
|
0.500 |
3.716 |
|
0.382 |
3.706 |
|
LOW |
3.674 |
|
0.618 |
3.622 |
|
1.000 |
3.590 |
|
1.618 |
3.538 |
|
2.618 |
3.454 |
|
4.250 |
3.317 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.716 |
3.769 |
| PP |
3.709 |
3.744 |
| S1 |
3.703 |
3.720 |
|