NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.659 |
3.552 |
-0.107 |
-2.9% |
3.505 |
| High |
3.720 |
3.640 |
-0.080 |
-2.2% |
3.675 |
| Low |
3.521 |
3.525 |
0.004 |
0.1% |
3.461 |
| Close |
3.525 |
3.633 |
0.108 |
3.1% |
3.665 |
| Range |
0.199 |
0.115 |
-0.084 |
-42.2% |
0.214 |
| ATR |
0.117 |
0.117 |
0.000 |
-0.1% |
0.000 |
| Volume |
119,889 |
118,647 |
-1,242 |
-1.0% |
385,026 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.944 |
3.904 |
3.696 |
|
| R3 |
3.829 |
3.789 |
3.665 |
|
| R2 |
3.714 |
3.714 |
3.654 |
|
| R1 |
3.674 |
3.674 |
3.644 |
3.694 |
| PP |
3.599 |
3.599 |
3.599 |
3.610 |
| S1 |
3.559 |
3.559 |
3.622 |
3.579 |
| S2 |
3.484 |
3.484 |
3.612 |
|
| S3 |
3.369 |
3.444 |
3.601 |
|
| S4 |
3.254 |
3.329 |
3.570 |
|
|
| 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 |
3.720 |
3.490 |
0.230 |
6.3% |
0.134 |
3.7% |
62% |
False |
False |
104,994 |
| 10 |
3.720 |
3.461 |
0.259 |
7.1% |
0.125 |
3.4% |
66% |
False |
False |
96,675 |
| 20 |
4.075 |
3.461 |
0.614 |
16.9% |
0.113 |
3.1% |
28% |
False |
False |
74,362 |
| 40 |
4.146 |
3.461 |
0.685 |
18.9% |
0.108 |
3.0% |
25% |
False |
False |
66,888 |
| 60 |
4.477 |
3.461 |
1.016 |
28.0% |
0.104 |
2.9% |
17% |
False |
False |
55,397 |
| 80 |
4.606 |
3.461 |
1.145 |
31.5% |
0.106 |
2.9% |
15% |
False |
False |
47,239 |
| 100 |
4.962 |
3.461 |
1.501 |
41.3% |
0.106 |
2.9% |
11% |
False |
False |
41,141 |
| 120 |
5.242 |
3.461 |
1.781 |
49.0% |
0.105 |
2.9% |
10% |
False |
False |
36,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.129 |
|
2.618 |
3.941 |
|
1.618 |
3.826 |
|
1.000 |
3.755 |
|
0.618 |
3.711 |
|
HIGH |
3.640 |
|
0.618 |
3.596 |
|
0.500 |
3.583 |
|
0.382 |
3.569 |
|
LOW |
3.525 |
|
0.618 |
3.454 |
|
1.000 |
3.410 |
|
1.618 |
3.339 |
|
2.618 |
3.224 |
|
4.250 |
3.036 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.616 |
3.629 |
| PP |
3.599 |
3.625 |
| S1 |
3.583 |
3.621 |
|