NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 10-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.834 |
3.741 |
-0.093 |
-2.4% |
4.044 |
High |
3.847 |
3.787 |
-0.060 |
-1.6% |
4.070 |
Low |
3.735 |
3.699 |
-0.036 |
-1.0% |
3.856 |
Close |
3.740 |
3.736 |
-0.004 |
-0.1% |
3.874 |
Range |
0.112 |
0.088 |
-0.024 |
-21.4% |
0.214 |
ATR |
0.099 |
0.098 |
-0.001 |
-0.8% |
0.000 |
Volume |
17,209 |
15,948 |
-1,261 |
-7.3% |
107,982 |
|
Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.005 |
3.958 |
3.784 |
|
R3 |
3.917 |
3.870 |
3.760 |
|
R2 |
3.829 |
3.829 |
3.752 |
|
R1 |
3.782 |
3.782 |
3.744 |
3.762 |
PP |
3.741 |
3.741 |
3.741 |
3.730 |
S1 |
3.694 |
3.694 |
3.728 |
3.674 |
S2 |
3.653 |
3.653 |
3.720 |
|
S3 |
3.565 |
3.606 |
3.712 |
|
S4 |
3.477 |
3.518 |
3.688 |
|
|
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 |
3.933 |
3.699 |
0.234 |
6.3% |
0.098 |
2.6% |
16% |
False |
True |
21,355 |
10 |
4.070 |
3.699 |
0.371 |
9.9% |
0.104 |
2.8% |
10% |
False |
True |
20,651 |
20 |
4.114 |
3.699 |
0.415 |
11.1% |
0.103 |
2.8% |
9% |
False |
True |
18,503 |
40 |
4.333 |
3.699 |
0.634 |
17.0% |
0.090 |
2.4% |
6% |
False |
True |
16,478 |
60 |
4.516 |
3.699 |
0.817 |
21.9% |
0.096 |
2.6% |
5% |
False |
True |
14,182 |
80 |
4.878 |
3.699 |
1.179 |
31.6% |
0.094 |
2.5% |
3% |
False |
True |
12,154 |
100 |
4.912 |
3.699 |
1.213 |
32.5% |
0.095 |
2.5% |
3% |
False |
True |
10,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.161 |
2.618 |
4.017 |
1.618 |
3.929 |
1.000 |
3.875 |
0.618 |
3.841 |
HIGH |
3.787 |
0.618 |
3.753 |
0.500 |
3.743 |
0.382 |
3.733 |
LOW |
3.699 |
0.618 |
3.645 |
1.000 |
3.611 |
1.618 |
3.557 |
2.618 |
3.469 |
4.250 |
3.325 |
|
|
Fisher Pivots for day following 10-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.743 |
3.776 |
PP |
3.741 |
3.762 |
S1 |
3.738 |
3.749 |
|