NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.586 |
-0.064 |
-1.8% |
3.892 |
| High |
3.664 |
3.613 |
-0.051 |
-1.4% |
3.892 |
| Low |
3.589 |
3.529 |
-0.060 |
-1.7% |
3.674 |
| Close |
3.600 |
3.542 |
-0.058 |
-1.6% |
3.696 |
| Range |
0.075 |
0.084 |
0.009 |
12.0% |
0.218 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.4% |
0.000 |
| Volume |
67,309 |
76,053 |
8,744 |
13.0% |
261,238 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.813 |
3.762 |
3.588 |
|
| R3 |
3.729 |
3.678 |
3.565 |
|
| R2 |
3.645 |
3.645 |
3.557 |
|
| R1 |
3.594 |
3.594 |
3.550 |
3.578 |
| PP |
3.561 |
3.561 |
3.561 |
3.553 |
| S1 |
3.510 |
3.510 |
3.534 |
3.494 |
| S2 |
3.477 |
3.477 |
3.527 |
|
| S3 |
3.393 |
3.426 |
3.519 |
|
| S4 |
3.309 |
3.342 |
3.496 |
|
|
| 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 |
3.863 |
3.529 |
0.334 |
9.4% |
0.090 |
2.5% |
4% |
False |
True |
58,318 |
| 10 |
3.977 |
3.529 |
0.448 |
12.6% |
0.092 |
2.6% |
3% |
False |
True |
55,466 |
| 20 |
4.095 |
3.529 |
0.566 |
16.0% |
0.101 |
2.9% |
2% |
False |
True |
50,320 |
| 40 |
4.300 |
3.529 |
0.771 |
21.8% |
0.099 |
2.8% |
2% |
False |
True |
52,689 |
| 60 |
4.564 |
3.529 |
1.035 |
29.2% |
0.104 |
2.9% |
1% |
False |
True |
44,007 |
| 80 |
4.757 |
3.529 |
1.228 |
34.7% |
0.102 |
2.9% |
1% |
False |
True |
38,049 |
| 100 |
4.962 |
3.529 |
1.433 |
40.5% |
0.103 |
2.9% |
1% |
False |
True |
33,576 |
| 120 |
5.356 |
3.529 |
1.827 |
51.6% |
0.105 |
3.0% |
1% |
False |
True |
30,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.970 |
|
2.618 |
3.833 |
|
1.618 |
3.749 |
|
1.000 |
3.697 |
|
0.618 |
3.665 |
|
HIGH |
3.613 |
|
0.618 |
3.581 |
|
0.500 |
3.571 |
|
0.382 |
3.561 |
|
LOW |
3.529 |
|
0.618 |
3.477 |
|
1.000 |
3.445 |
|
1.618 |
3.393 |
|
2.618 |
3.309 |
|
4.250 |
3.172 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.571 |
3.644 |
| PP |
3.561 |
3.610 |
| S1 |
3.552 |
3.576 |
|