NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.576 |
3.580 |
0.004 |
0.1% |
3.675 |
| High |
3.614 |
3.658 |
0.044 |
1.2% |
3.679 |
| Low |
3.530 |
3.510 |
-0.020 |
-0.6% |
3.483 |
| Close |
3.578 |
3.632 |
0.054 |
1.5% |
3.512 |
| Range |
0.084 |
0.148 |
0.064 |
76.2% |
0.196 |
| ATR |
0.102 |
0.105 |
0.003 |
3.2% |
0.000 |
| Volume |
40,588 |
27,598 |
-12,990 |
-32.0% |
123,524 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.044 |
3.986 |
3.713 |
|
| R3 |
3.896 |
3.838 |
3.673 |
|
| R2 |
3.748 |
3.748 |
3.659 |
|
| R1 |
3.690 |
3.690 |
3.646 |
3.719 |
| PP |
3.600 |
3.600 |
3.600 |
3.615 |
| S1 |
3.542 |
3.542 |
3.618 |
3.571 |
| S2 |
3.452 |
3.452 |
3.605 |
|
| S3 |
3.304 |
3.394 |
3.591 |
|
| S4 |
3.156 |
3.246 |
3.551 |
|
|
| 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 |
3.658 |
3.478 |
0.180 |
5.0% |
0.120 |
3.3% |
86% |
True |
False |
29,659 |
| 10 |
3.814 |
3.478 |
0.336 |
9.3% |
0.101 |
2.8% |
46% |
False |
False |
25,617 |
| 20 |
4.107 |
3.478 |
0.629 |
17.3% |
0.104 |
2.9% |
24% |
False |
False |
23,090 |
| 40 |
4.254 |
3.478 |
0.776 |
21.4% |
0.101 |
2.8% |
20% |
False |
False |
20,664 |
| 60 |
4.580 |
3.478 |
1.102 |
30.3% |
0.100 |
2.8% |
14% |
False |
False |
16,303 |
| 80 |
4.599 |
3.478 |
1.121 |
30.9% |
0.099 |
2.7% |
14% |
False |
False |
13,786 |
| 100 |
4.958 |
3.478 |
1.480 |
40.7% |
0.098 |
2.7% |
10% |
False |
False |
11,606 |
| 120 |
5.330 |
3.478 |
1.852 |
51.0% |
0.099 |
2.7% |
8% |
False |
False |
10,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.045 |
|
1.618 |
3.897 |
|
1.000 |
3.806 |
|
0.618 |
3.749 |
|
HIGH |
3.658 |
|
0.618 |
3.601 |
|
0.500 |
3.584 |
|
0.382 |
3.567 |
|
LOW |
3.510 |
|
0.618 |
3.419 |
|
1.000 |
3.362 |
|
1.618 |
3.271 |
|
2.618 |
3.123 |
|
4.250 |
2.881 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.616 |
3.611 |
| PP |
3.600 |
3.589 |
| S1 |
3.584 |
3.568 |
|