NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.654 |
3.681 |
0.027 |
0.7% |
3.511 |
| High |
3.699 |
3.741 |
0.042 |
1.1% |
3.699 |
| Low |
3.585 |
3.549 |
-0.036 |
-1.0% |
3.478 |
| Close |
3.693 |
3.555 |
-0.138 |
-3.7% |
3.693 |
| Range |
0.114 |
0.192 |
0.078 |
68.4% |
0.221 |
| ATR |
0.106 |
0.112 |
0.006 |
5.8% |
0.000 |
| Volume |
30,984 |
10,764 |
-20,220 |
-65.3% |
132,823 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.191 |
4.065 |
3.661 |
|
| R3 |
3.999 |
3.873 |
3.608 |
|
| R2 |
3.807 |
3.807 |
3.590 |
|
| R1 |
3.681 |
3.681 |
3.573 |
3.648 |
| PP |
3.615 |
3.615 |
3.615 |
3.599 |
| S1 |
3.489 |
3.489 |
3.537 |
3.456 |
| S2 |
3.423 |
3.423 |
3.520 |
|
| S3 |
3.231 |
3.297 |
3.502 |
|
| S4 |
3.039 |
3.105 |
3.449 |
|
|
| 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 |
3.741 |
3.478 |
0.263 |
7.4% |
0.132 |
3.7% |
29% |
True |
False |
28,717 |
| 10 |
3.741 |
3.478 |
0.263 |
7.4% |
0.116 |
3.3% |
29% |
True |
False |
26,711 |
| 20 |
4.107 |
3.478 |
0.629 |
17.7% |
0.108 |
3.0% |
12% |
False |
False |
23,547 |
| 40 |
4.180 |
3.478 |
0.702 |
19.7% |
0.103 |
2.9% |
11% |
False |
False |
21,108 |
| 60 |
4.500 |
3.478 |
1.022 |
28.7% |
0.099 |
2.8% |
8% |
False |
False |
16,775 |
| 80 |
4.599 |
3.478 |
1.121 |
31.5% |
0.100 |
2.8% |
7% |
False |
False |
14,185 |
| 100 |
4.958 |
3.478 |
1.480 |
41.6% |
0.099 |
2.8% |
5% |
False |
False |
11,975 |
| 120 |
5.330 |
3.478 |
1.852 |
52.1% |
0.100 |
2.8% |
4% |
False |
False |
10,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.557 |
|
2.618 |
4.244 |
|
1.618 |
4.052 |
|
1.000 |
3.933 |
|
0.618 |
3.860 |
|
HIGH |
3.741 |
|
0.618 |
3.668 |
|
0.500 |
3.645 |
|
0.382 |
3.622 |
|
LOW |
3.549 |
|
0.618 |
3.430 |
|
1.000 |
3.357 |
|
1.618 |
3.238 |
|
2.618 |
3.046 |
|
4.250 |
2.733 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.626 |
| PP |
3.615 |
3.602 |
| S1 |
3.585 |
3.579 |
|