NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.874 |
-0.029 |
-0.7% |
4.044 |
| High |
3.933 |
3.874 |
-0.059 |
-1.5% |
4.070 |
| Low |
3.863 |
3.760 |
-0.103 |
-2.7% |
3.856 |
| Close |
3.874 |
3.792 |
-0.082 |
-2.1% |
3.874 |
| Range |
0.070 |
0.114 |
0.044 |
62.9% |
0.214 |
| ATR |
0.097 |
0.098 |
0.001 |
1.3% |
0.000 |
| Volume |
27,544 |
24,935 |
-2,609 |
-9.5% |
107,982 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.085 |
3.855 |
|
| R3 |
4.037 |
3.971 |
3.823 |
|
| R2 |
3.923 |
3.923 |
3.813 |
|
| R1 |
3.857 |
3.857 |
3.802 |
3.833 |
| PP |
3.809 |
3.809 |
3.809 |
3.797 |
| S1 |
3.743 |
3.743 |
3.782 |
3.719 |
| S2 |
3.695 |
3.695 |
3.771 |
|
| S3 |
3.581 |
3.629 |
3.761 |
|
| S4 |
3.467 |
3.515 |
3.729 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.575 |
4.439 |
3.992 |
|
| R3 |
4.361 |
4.225 |
3.933 |
|
| R2 |
4.147 |
4.147 |
3.913 |
|
| R1 |
4.011 |
4.011 |
3.894 |
3.972 |
| PP |
3.933 |
3.933 |
3.933 |
3.914 |
| S1 |
3.797 |
3.797 |
3.854 |
3.758 |
| S2 |
3.719 |
3.719 |
3.835 |
|
| S3 |
3.505 |
3.583 |
3.815 |
|
| S4 |
3.291 |
3.369 |
3.756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.050 |
3.760 |
0.290 |
7.6% |
0.100 |
2.6% |
11% |
False |
True |
21,963 |
| 10 |
4.070 |
3.760 |
0.310 |
8.2% |
0.102 |
2.7% |
10% |
False |
True |
18,853 |
| 20 |
4.114 |
3.760 |
0.354 |
9.3% |
0.100 |
2.6% |
9% |
False |
True |
18,782 |
| 40 |
4.450 |
3.760 |
0.690 |
18.2% |
0.092 |
2.4% |
5% |
False |
True |
16,065 |
| 60 |
4.516 |
3.760 |
0.756 |
19.9% |
0.094 |
2.5% |
4% |
False |
True |
13,690 |
| 80 |
4.912 |
3.760 |
1.152 |
30.4% |
0.093 |
2.5% |
3% |
False |
True |
11,649 |
| 100 |
4.912 |
3.760 |
1.152 |
30.4% |
0.094 |
2.5% |
3% |
False |
True |
10,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.172 |
|
1.618 |
4.058 |
|
1.000 |
3.988 |
|
0.618 |
3.944 |
|
HIGH |
3.874 |
|
0.618 |
3.830 |
|
0.500 |
3.817 |
|
0.382 |
3.804 |
|
LOW |
3.760 |
|
0.618 |
3.690 |
|
1.000 |
3.646 |
|
1.618 |
3.576 |
|
2.618 |
3.462 |
|
4.250 |
3.276 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.817 |
3.857 |
| PP |
3.809 |
3.835 |
| S1 |
3.800 |
3.814 |
|