NYMEX Natural Gas Future January 2012
| 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 |
3.552 |
3.623 |
0.071 |
2.0% |
3.505 |
| High |
3.637 |
3.675 |
0.038 |
1.0% |
3.675 |
| Low |
3.490 |
3.554 |
0.064 |
1.8% |
3.461 |
| Close |
3.608 |
3.665 |
0.057 |
1.6% |
3.665 |
| Range |
0.147 |
0.121 |
-0.026 |
-17.7% |
0.214 |
| ATR |
0.110 |
0.111 |
0.001 |
0.7% |
0.000 |
| Volume |
79,545 |
103,893 |
24,348 |
30.6% |
385,026 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.994 |
3.951 |
3.732 |
|
| R3 |
3.873 |
3.830 |
3.698 |
|
| R2 |
3.752 |
3.752 |
3.687 |
|
| R1 |
3.709 |
3.709 |
3.676 |
3.731 |
| PP |
3.631 |
3.631 |
3.631 |
3.642 |
| S1 |
3.588 |
3.588 |
3.654 |
3.610 |
| S2 |
3.510 |
3.510 |
3.643 |
|
| S3 |
3.389 |
3.467 |
3.632 |
|
| S4 |
3.268 |
3.346 |
3.598 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.242 |
4.168 |
3.783 |
|
| R3 |
4.028 |
3.954 |
3.724 |
|
| R2 |
3.814 |
3.814 |
3.704 |
|
| R1 |
3.740 |
3.740 |
3.685 |
3.777 |
| PP |
3.600 |
3.600 |
3.600 |
3.619 |
| S1 |
3.526 |
3.526 |
3.645 |
3.563 |
| S2 |
3.386 |
3.386 |
3.626 |
|
| S3 |
3.172 |
3.312 |
3.606 |
|
| S4 |
2.958 |
3.098 |
3.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.675 |
3.461 |
0.214 |
5.8% |
0.121 |
3.3% |
95% |
True |
False |
95,048 |
| 10 |
3.758 |
3.461 |
0.297 |
8.1% |
0.109 |
3.0% |
69% |
False |
False |
84,194 |
| 20 |
4.095 |
3.461 |
0.634 |
17.3% |
0.111 |
3.0% |
32% |
False |
False |
69,135 |
| 40 |
4.204 |
3.461 |
0.743 |
20.3% |
0.105 |
2.9% |
27% |
False |
False |
63,258 |
| 60 |
4.564 |
3.461 |
1.103 |
30.1% |
0.104 |
2.8% |
18% |
False |
False |
52,333 |
| 80 |
4.606 |
3.461 |
1.145 |
31.2% |
0.105 |
2.9% |
18% |
False |
False |
44,915 |
| 100 |
4.962 |
3.461 |
1.501 |
41.0% |
0.105 |
2.9% |
14% |
False |
False |
39,203 |
| 120 |
5.356 |
3.461 |
1.895 |
51.7% |
0.106 |
2.9% |
11% |
False |
False |
34,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.189 |
|
2.618 |
3.992 |
|
1.618 |
3.871 |
|
1.000 |
3.796 |
|
0.618 |
3.750 |
|
HIGH |
3.675 |
|
0.618 |
3.629 |
|
0.500 |
3.615 |
|
0.382 |
3.600 |
|
LOW |
3.554 |
|
0.618 |
3.479 |
|
1.000 |
3.433 |
|
1.618 |
3.358 |
|
2.618 |
3.237 |
|
4.250 |
3.040 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.638 |
| PP |
3.631 |
3.610 |
| S1 |
3.615 |
3.583 |
|