NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.547 |
3.475 |
-0.072 |
-2.0% |
3.874 |
| High |
3.575 |
3.605 |
0.030 |
0.8% |
3.874 |
| Low |
3.474 |
3.475 |
0.001 |
0.0% |
3.667 |
| Close |
3.489 |
3.547 |
0.058 |
1.7% |
3.690 |
| Range |
0.101 |
0.130 |
0.029 |
28.7% |
0.207 |
| ATR |
0.095 |
0.098 |
0.002 |
2.6% |
0.000 |
| Volume |
25,997 |
21,191 |
-4,806 |
-18.5% |
99,447 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.870 |
3.619 |
|
| R3 |
3.802 |
3.740 |
3.583 |
|
| R2 |
3.672 |
3.672 |
3.571 |
|
| R1 |
3.610 |
3.610 |
3.559 |
3.641 |
| PP |
3.542 |
3.542 |
3.542 |
3.558 |
| S1 |
3.480 |
3.480 |
3.535 |
3.511 |
| S2 |
3.412 |
3.412 |
3.523 |
|
| S3 |
3.282 |
3.350 |
3.511 |
|
| S4 |
3.152 |
3.220 |
3.476 |
|
|
| 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 |
3.740 |
3.474 |
0.266 |
7.5% |
0.089 |
2.5% |
27% |
False |
False |
22,216 |
| 10 |
3.933 |
3.474 |
0.459 |
12.9% |
0.094 |
2.6% |
16% |
False |
False |
21,786 |
| 20 |
4.070 |
3.474 |
0.596 |
16.8% |
0.096 |
2.7% |
12% |
False |
False |
19,298 |
| 40 |
4.281 |
3.474 |
0.807 |
22.8% |
0.093 |
2.6% |
9% |
False |
False |
17,980 |
| 60 |
4.516 |
3.474 |
1.042 |
29.4% |
0.095 |
2.7% |
7% |
False |
False |
15,419 |
| 80 |
4.685 |
3.474 |
1.211 |
34.1% |
0.094 |
2.6% |
6% |
False |
False |
13,267 |
| 100 |
4.912 |
3.474 |
1.438 |
40.5% |
0.094 |
2.7% |
5% |
False |
False |
11,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.158 |
|
2.618 |
3.945 |
|
1.618 |
3.815 |
|
1.000 |
3.735 |
|
0.618 |
3.685 |
|
HIGH |
3.605 |
|
0.618 |
3.555 |
|
0.500 |
3.540 |
|
0.382 |
3.525 |
|
LOW |
3.475 |
|
0.618 |
3.395 |
|
1.000 |
3.345 |
|
1.618 |
3.265 |
|
2.618 |
3.135 |
|
4.250 |
2.923 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.545 |
3.545 |
| PP |
3.542 |
3.543 |
| S1 |
3.540 |
3.541 |
|