NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.644 |
3.584 |
-0.060 |
-1.6% |
3.874 |
| High |
3.663 |
3.607 |
-0.056 |
-1.5% |
3.874 |
| Low |
3.595 |
3.532 |
-0.063 |
-1.8% |
3.667 |
| Close |
3.604 |
3.545 |
-0.059 |
-1.6% |
3.690 |
| Range |
0.068 |
0.075 |
0.007 |
10.3% |
0.207 |
| ATR |
0.096 |
0.095 |
-0.002 |
-1.6% |
0.000 |
| Volume |
20,144 |
23,539 |
3,395 |
16.9% |
99,447 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.786 |
3.741 |
3.586 |
|
| R3 |
3.711 |
3.666 |
3.566 |
|
| R2 |
3.636 |
3.636 |
3.559 |
|
| R1 |
3.591 |
3.591 |
3.552 |
3.576 |
| PP |
3.561 |
3.561 |
3.561 |
3.554 |
| S1 |
3.516 |
3.516 |
3.538 |
3.501 |
| S2 |
3.486 |
3.486 |
3.531 |
|
| S3 |
3.411 |
3.441 |
3.524 |
|
| S4 |
3.336 |
3.366 |
3.504 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.365 |
4.234 |
3.804 |
|
| R3 |
4.158 |
4.027 |
3.747 |
|
| R2 |
3.951 |
3.951 |
3.728 |
|
| R1 |
3.820 |
3.820 |
3.709 |
3.782 |
| PP |
3.744 |
3.744 |
3.744 |
3.725 |
| S1 |
3.613 |
3.613 |
3.671 |
3.575 |
| S2 |
3.537 |
3.537 |
3.652 |
|
| S3 |
3.330 |
3.406 |
3.633 |
|
| S4 |
3.123 |
3.199 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.847 |
3.532 |
0.315 |
8.9% |
0.083 |
2.3% |
4% |
False |
True |
19,410 |
| 10 |
3.954 |
3.532 |
0.422 |
11.9% |
0.086 |
2.4% |
3% |
False |
True |
20,887 |
| 20 |
4.070 |
3.532 |
0.538 |
15.2% |
0.092 |
2.6% |
2% |
False |
True |
18,253 |
| 40 |
4.281 |
3.532 |
0.749 |
21.1% |
0.091 |
2.6% |
2% |
False |
True |
17,359 |
| 60 |
4.516 |
3.532 |
0.984 |
27.8% |
0.095 |
2.7% |
1% |
False |
True |
14,843 |
| 80 |
4.710 |
3.532 |
1.178 |
33.2% |
0.092 |
2.6% |
1% |
False |
True |
12,771 |
| 100 |
4.912 |
3.532 |
1.380 |
38.9% |
0.094 |
2.6% |
1% |
False |
True |
11,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.926 |
|
2.618 |
3.803 |
|
1.618 |
3.728 |
|
1.000 |
3.682 |
|
0.618 |
3.653 |
|
HIGH |
3.607 |
|
0.618 |
3.578 |
|
0.500 |
3.570 |
|
0.382 |
3.561 |
|
LOW |
3.532 |
|
0.618 |
3.486 |
|
1.000 |
3.457 |
|
1.618 |
3.411 |
|
2.618 |
3.336 |
|
4.250 |
3.213 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.570 |
3.636 |
| PP |
3.561 |
3.606 |
| S1 |
3.553 |
3.575 |
|