NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.792 |
3.834 |
0.042 |
1.1% |
4.044 |
| High |
3.852 |
3.847 |
-0.005 |
-0.1% |
4.070 |
| Low |
3.748 |
3.735 |
-0.013 |
-0.3% |
3.856 |
| Close |
3.832 |
3.740 |
-0.092 |
-2.4% |
3.874 |
| Range |
0.104 |
0.112 |
0.008 |
7.7% |
0.214 |
| ATR |
0.098 |
0.099 |
0.001 |
1.0% |
0.000 |
| Volume |
21,142 |
17,209 |
-3,933 |
-18.6% |
107,982 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.037 |
3.802 |
|
| R3 |
3.998 |
3.925 |
3.771 |
|
| R2 |
3.886 |
3.886 |
3.761 |
|
| R1 |
3.813 |
3.813 |
3.750 |
3.794 |
| PP |
3.774 |
3.774 |
3.774 |
3.764 |
| S1 |
3.701 |
3.701 |
3.730 |
3.682 |
| S2 |
3.662 |
3.662 |
3.719 |
|
| S3 |
3.550 |
3.589 |
3.709 |
|
| S4 |
3.438 |
3.477 |
3.678 |
|
|
| 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 |
3.954 |
3.735 |
0.219 |
5.9% |
0.100 |
2.7% |
2% |
False |
True |
22,093 |
| 10 |
4.070 |
3.735 |
0.335 |
9.0% |
0.104 |
2.8% |
1% |
False |
True |
20,195 |
| 20 |
4.114 |
3.735 |
0.379 |
10.1% |
0.102 |
2.7% |
1% |
False |
True |
18,699 |
| 40 |
4.444 |
3.735 |
0.709 |
19.0% |
0.092 |
2.5% |
1% |
False |
True |
16,417 |
| 60 |
4.516 |
3.735 |
0.781 |
20.9% |
0.095 |
2.5% |
1% |
False |
True |
14,123 |
| 80 |
4.896 |
3.735 |
1.161 |
31.0% |
0.094 |
2.5% |
0% |
False |
True |
11,988 |
| 100 |
4.912 |
3.735 |
1.177 |
31.5% |
0.095 |
2.5% |
0% |
False |
True |
10,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.323 |
|
2.618 |
4.140 |
|
1.618 |
4.028 |
|
1.000 |
3.959 |
|
0.618 |
3.916 |
|
HIGH |
3.847 |
|
0.618 |
3.804 |
|
0.500 |
3.791 |
|
0.382 |
3.778 |
|
LOW |
3.735 |
|
0.618 |
3.666 |
|
1.000 |
3.623 |
|
1.618 |
3.554 |
|
2.618 |
3.442 |
|
4.250 |
3.259 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.805 |
| PP |
3.774 |
3.783 |
| S1 |
3.757 |
3.762 |
|