NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.578 |
-0.103 |
-2.8% |
3.511 |
| High |
3.741 |
3.658 |
-0.083 |
-2.2% |
3.699 |
| Low |
3.549 |
3.552 |
0.003 |
0.1% |
3.478 |
| Close |
3.555 |
3.653 |
0.098 |
2.8% |
3.693 |
| Range |
0.192 |
0.106 |
-0.086 |
-44.8% |
0.221 |
| ATR |
0.112 |
0.111 |
0.000 |
-0.4% |
0.000 |
| Volume |
10,764 |
32,923 |
22,159 |
205.9% |
132,823 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.902 |
3.711 |
|
| R3 |
3.833 |
3.796 |
3.682 |
|
| R2 |
3.727 |
3.727 |
3.672 |
|
| R1 |
3.690 |
3.690 |
3.663 |
3.709 |
| PP |
3.621 |
3.621 |
3.621 |
3.630 |
| S1 |
3.584 |
3.584 |
3.643 |
3.603 |
| S2 |
3.515 |
3.515 |
3.634 |
|
| S3 |
3.409 |
3.478 |
3.624 |
|
| S4 |
3.303 |
3.372 |
3.595 |
|
|
| 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 |
3.510 |
0.231 |
6.3% |
0.129 |
3.5% |
62% |
False |
False |
28,571 |
| 10 |
3.741 |
3.478 |
0.263 |
7.2% |
0.119 |
3.3% |
67% |
False |
False |
27,350 |
| 20 |
4.082 |
3.478 |
0.604 |
16.5% |
0.107 |
2.9% |
29% |
False |
False |
23,880 |
| 40 |
4.166 |
3.478 |
0.688 |
18.8% |
0.103 |
2.8% |
25% |
False |
False |
21,571 |
| 60 |
4.500 |
3.478 |
1.022 |
28.0% |
0.098 |
2.7% |
17% |
False |
False |
17,221 |
| 80 |
4.599 |
3.478 |
1.121 |
30.7% |
0.100 |
2.7% |
16% |
False |
False |
14,499 |
| 100 |
4.958 |
3.478 |
1.480 |
40.5% |
0.099 |
2.7% |
12% |
False |
False |
12,271 |
| 120 |
5.227 |
3.478 |
1.749 |
47.9% |
0.099 |
2.7% |
10% |
False |
False |
10,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.109 |
|
2.618 |
3.936 |
|
1.618 |
3.830 |
|
1.000 |
3.764 |
|
0.618 |
3.724 |
|
HIGH |
3.658 |
|
0.618 |
3.618 |
|
0.500 |
3.605 |
|
0.382 |
3.592 |
|
LOW |
3.552 |
|
0.618 |
3.486 |
|
1.000 |
3.446 |
|
1.618 |
3.380 |
|
2.618 |
3.274 |
|
4.250 |
3.102 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.637 |
3.650 |
| PP |
3.621 |
3.648 |
| S1 |
3.605 |
3.645 |
|