NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.586 |
3.545 |
-0.041 |
-1.1% |
3.892 |
| High |
3.613 |
3.576 |
-0.037 |
-1.0% |
3.892 |
| Low |
3.529 |
3.469 |
-0.060 |
-1.7% |
3.674 |
| Close |
3.542 |
3.483 |
-0.059 |
-1.7% |
3.696 |
| Range |
0.084 |
0.107 |
0.023 |
27.4% |
0.218 |
| ATR |
0.103 |
0.103 |
0.000 |
0.3% |
0.000 |
| Volume |
76,053 |
92,921 |
16,868 |
22.2% |
261,238 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.830 |
3.764 |
3.542 |
|
| R3 |
3.723 |
3.657 |
3.512 |
|
| R2 |
3.616 |
3.616 |
3.503 |
|
| R1 |
3.550 |
3.550 |
3.493 |
3.530 |
| PP |
3.509 |
3.509 |
3.509 |
3.499 |
| S1 |
3.443 |
3.443 |
3.473 |
3.423 |
| S2 |
3.402 |
3.402 |
3.463 |
|
| S3 |
3.295 |
3.336 |
3.454 |
|
| S4 |
3.188 |
3.229 |
3.424 |
|
|
| 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 |
3.800 |
3.469 |
0.331 |
9.5% |
0.088 |
2.5% |
4% |
False |
True |
66,737 |
| 10 |
3.977 |
3.469 |
0.508 |
14.6% |
0.096 |
2.7% |
3% |
False |
True |
58,971 |
| 20 |
4.095 |
3.469 |
0.626 |
18.0% |
0.103 |
3.0% |
2% |
False |
True |
52,883 |
| 40 |
4.300 |
3.469 |
0.831 |
23.9% |
0.100 |
2.9% |
2% |
False |
True |
54,368 |
| 60 |
4.564 |
3.469 |
1.095 |
31.4% |
0.103 |
3.0% |
1% |
False |
True |
45,261 |
| 80 |
4.757 |
3.469 |
1.288 |
37.0% |
0.102 |
2.9% |
1% |
False |
True |
39,078 |
| 100 |
4.962 |
3.469 |
1.493 |
42.9% |
0.104 |
3.0% |
1% |
False |
True |
34,435 |
| 120 |
5.356 |
3.469 |
1.887 |
54.2% |
0.104 |
3.0% |
1% |
False |
True |
31,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.031 |
|
2.618 |
3.856 |
|
1.618 |
3.749 |
|
1.000 |
3.683 |
|
0.618 |
3.642 |
|
HIGH |
3.576 |
|
0.618 |
3.535 |
|
0.500 |
3.523 |
|
0.382 |
3.510 |
|
LOW |
3.469 |
|
0.618 |
3.403 |
|
1.000 |
3.362 |
|
1.618 |
3.296 |
|
2.618 |
3.189 |
|
4.250 |
3.014 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.523 |
3.567 |
| PP |
3.509 |
3.539 |
| S1 |
3.496 |
3.511 |
|