NYMEX Natural Gas Future February 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 |
3.580 |
3.654 |
0.074 |
2.1% |
3.511 |
| High |
3.658 |
3.699 |
0.041 |
1.1% |
3.699 |
| Low |
3.510 |
3.585 |
0.075 |
2.1% |
3.478 |
| Close |
3.632 |
3.693 |
0.061 |
1.7% |
3.693 |
| Range |
0.148 |
0.114 |
-0.034 |
-23.0% |
0.221 |
| ATR |
0.105 |
0.106 |
0.001 |
0.6% |
0.000 |
| Volume |
27,598 |
30,984 |
3,386 |
12.3% |
132,823 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.961 |
3.756 |
|
| R3 |
3.887 |
3.847 |
3.724 |
|
| R2 |
3.773 |
3.773 |
3.714 |
|
| R1 |
3.733 |
3.733 |
3.703 |
3.753 |
| PP |
3.659 |
3.659 |
3.659 |
3.669 |
| S1 |
3.619 |
3.619 |
3.683 |
3.639 |
| S2 |
3.545 |
3.545 |
3.672 |
|
| S3 |
3.431 |
3.505 |
3.662 |
|
| S4 |
3.317 |
3.391 |
3.630 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.286 |
4.211 |
3.815 |
|
| R3 |
4.065 |
3.990 |
3.754 |
|
| R2 |
3.844 |
3.844 |
3.734 |
|
| R1 |
3.769 |
3.769 |
3.713 |
3.807 |
| PP |
3.623 |
3.623 |
3.623 |
3.642 |
| S1 |
3.548 |
3.548 |
3.673 |
3.586 |
| S2 |
3.402 |
3.402 |
3.652 |
|
| S3 |
3.181 |
3.327 |
3.632 |
|
| S4 |
2.960 |
3.106 |
3.571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.699 |
3.478 |
0.221 |
6.0% |
0.116 |
3.1% |
97% |
True |
False |
31,467 |
| 10 |
3.767 |
3.478 |
0.289 |
7.8% |
0.104 |
2.8% |
74% |
False |
False |
27,006 |
| 20 |
4.107 |
3.478 |
0.629 |
17.0% |
0.106 |
2.9% |
34% |
False |
False |
24,054 |
| 40 |
4.213 |
3.478 |
0.735 |
19.9% |
0.100 |
2.7% |
29% |
False |
False |
21,230 |
| 60 |
4.580 |
3.478 |
1.102 |
29.8% |
0.099 |
2.7% |
20% |
False |
False |
16,747 |
| 80 |
4.599 |
3.478 |
1.121 |
30.4% |
0.100 |
2.7% |
19% |
False |
False |
14,104 |
| 100 |
4.958 |
3.478 |
1.480 |
40.1% |
0.098 |
2.7% |
15% |
False |
False |
11,895 |
| 120 |
5.330 |
3.478 |
1.852 |
50.1% |
0.099 |
2.7% |
12% |
False |
False |
10,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.184 |
|
2.618 |
3.997 |
|
1.618 |
3.883 |
|
1.000 |
3.813 |
|
0.618 |
3.769 |
|
HIGH |
3.699 |
|
0.618 |
3.655 |
|
0.500 |
3.642 |
|
0.382 |
3.629 |
|
LOW |
3.585 |
|
0.618 |
3.515 |
|
1.000 |
3.471 |
|
1.618 |
3.401 |
|
2.618 |
3.287 |
|
4.250 |
3.101 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.676 |
3.664 |
| PP |
3.659 |
3.634 |
| S1 |
3.642 |
3.605 |
|