NYMEX Natural Gas Future February 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 |
3.675 |
3.605 |
-0.070 |
-1.9% |
3.900 |
| High |
3.679 |
3.627 |
-0.052 |
-1.4% |
3.900 |
| Low |
3.609 |
3.545 |
-0.064 |
-1.8% |
3.693 |
| Close |
3.618 |
3.558 |
-0.060 |
-1.7% |
3.714 |
| Range |
0.070 |
0.082 |
0.012 |
17.1% |
0.207 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.3% |
0.000 |
| Volume |
26,534 |
24,907 |
-1,627 |
-6.1% |
91,307 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.823 |
3.772 |
3.603 |
|
| R3 |
3.741 |
3.690 |
3.581 |
|
| R2 |
3.659 |
3.659 |
3.573 |
|
| R1 |
3.608 |
3.608 |
3.566 |
3.593 |
| PP |
3.577 |
3.577 |
3.577 |
3.569 |
| S1 |
3.526 |
3.526 |
3.550 |
3.511 |
| S2 |
3.495 |
3.495 |
3.543 |
|
| S3 |
3.413 |
3.444 |
3.535 |
|
| S4 |
3.331 |
3.362 |
3.513 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.259 |
3.828 |
|
| R3 |
4.183 |
4.052 |
3.771 |
|
| R2 |
3.976 |
3.976 |
3.752 |
|
| R1 |
3.845 |
3.845 |
3.733 |
3.807 |
| PP |
3.769 |
3.769 |
3.769 |
3.750 |
| S1 |
3.638 |
3.638 |
3.695 |
3.600 |
| S2 |
3.562 |
3.562 |
3.676 |
|
| S3 |
3.355 |
3.431 |
3.657 |
|
| S4 |
3.148 |
3.224 |
3.600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.875 |
3.545 |
0.330 |
9.3% |
0.085 |
2.4% |
4% |
False |
True |
20,390 |
| 10 |
3.981 |
3.545 |
0.436 |
12.3% |
0.087 |
2.4% |
3% |
False |
True |
21,153 |
| 20 |
4.107 |
3.545 |
0.562 |
15.8% |
0.096 |
2.7% |
2% |
False |
True |
18,678 |
| 40 |
4.314 |
3.545 |
0.769 |
21.6% |
0.095 |
2.7% |
2% |
False |
True |
17,445 |
| 60 |
4.580 |
3.545 |
1.035 |
29.1% |
0.099 |
2.8% |
1% |
False |
True |
13,955 |
| 80 |
4.753 |
3.545 |
1.208 |
34.0% |
0.096 |
2.7% |
1% |
False |
True |
11,918 |
| 100 |
4.958 |
3.545 |
1.413 |
39.7% |
0.097 |
2.7% |
1% |
False |
True |
10,017 |
| 120 |
5.330 |
3.545 |
1.785 |
50.2% |
0.098 |
2.8% |
1% |
False |
True |
8,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.976 |
|
2.618 |
3.842 |
|
1.618 |
3.760 |
|
1.000 |
3.709 |
|
0.618 |
3.678 |
|
HIGH |
3.627 |
|
0.618 |
3.596 |
|
0.500 |
3.586 |
|
0.382 |
3.576 |
|
LOW |
3.545 |
|
0.618 |
3.494 |
|
1.000 |
3.463 |
|
1.618 |
3.412 |
|
2.618 |
3.330 |
|
4.250 |
3.197 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.586 |
3.656 |
| PP |
3.577 |
3.623 |
| S1 |
3.567 |
3.591 |
|