NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.511 |
3.576 |
0.065 |
1.9% |
3.675 |
| High |
3.602 |
3.614 |
0.012 |
0.3% |
3.679 |
| Low |
3.478 |
3.530 |
0.052 |
1.5% |
3.483 |
| Close |
3.573 |
3.578 |
0.005 |
0.1% |
3.512 |
| Range |
0.124 |
0.084 |
-0.040 |
-32.3% |
0.196 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.3% |
0.000 |
| Volume |
33,653 |
40,588 |
6,935 |
20.6% |
123,524 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.826 |
3.786 |
3.624 |
|
| R3 |
3.742 |
3.702 |
3.601 |
|
| R2 |
3.658 |
3.658 |
3.593 |
|
| R1 |
3.618 |
3.618 |
3.586 |
3.638 |
| PP |
3.574 |
3.574 |
3.574 |
3.584 |
| S1 |
3.534 |
3.534 |
3.570 |
3.554 |
| S2 |
3.490 |
3.490 |
3.563 |
|
| S3 |
3.406 |
3.450 |
3.555 |
|
| S4 |
3.322 |
3.366 |
3.532 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.025 |
3.620 |
|
| R3 |
3.950 |
3.829 |
3.566 |
|
| R2 |
3.754 |
3.754 |
3.548 |
|
| R1 |
3.633 |
3.633 |
3.530 |
3.596 |
| PP |
3.558 |
3.558 |
3.558 |
3.539 |
| S1 |
3.437 |
3.437 |
3.494 |
3.400 |
| S2 |
3.362 |
3.362 |
3.476 |
|
| S3 |
3.166 |
3.241 |
3.458 |
|
| S4 |
2.970 |
3.045 |
3.404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.623 |
3.478 |
0.145 |
4.1% |
0.110 |
3.1% |
69% |
False |
False |
29,264 |
| 10 |
3.875 |
3.478 |
0.397 |
11.1% |
0.098 |
2.7% |
25% |
False |
False |
24,827 |
| 20 |
4.107 |
3.478 |
0.629 |
17.6% |
0.102 |
2.9% |
16% |
False |
False |
22,302 |
| 40 |
4.259 |
3.478 |
0.781 |
21.8% |
0.099 |
2.8% |
13% |
False |
False |
20,167 |
| 60 |
4.580 |
3.478 |
1.102 |
30.8% |
0.099 |
2.8% |
9% |
False |
False |
15,934 |
| 80 |
4.636 |
3.478 |
1.158 |
32.4% |
0.098 |
2.8% |
9% |
False |
False |
13,493 |
| 100 |
4.958 |
3.478 |
1.480 |
41.4% |
0.098 |
2.7% |
7% |
False |
False |
11,350 |
| 120 |
5.330 |
3.478 |
1.852 |
51.8% |
0.098 |
2.8% |
5% |
False |
False |
9,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.834 |
|
1.618 |
3.750 |
|
1.000 |
3.698 |
|
0.618 |
3.666 |
|
HIGH |
3.614 |
|
0.618 |
3.582 |
|
0.500 |
3.572 |
|
0.382 |
3.562 |
|
LOW |
3.530 |
|
0.618 |
3.478 |
|
1.000 |
3.446 |
|
1.618 |
3.394 |
|
2.618 |
3.310 |
|
4.250 |
3.173 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.576 |
3.567 |
| PP |
3.574 |
3.557 |
| S1 |
3.572 |
3.546 |
|