NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.564 |
3.650 |
0.086 |
2.4% |
3.505 |
| High |
3.655 |
3.696 |
0.041 |
1.1% |
3.696 |
| Low |
3.501 |
3.582 |
0.081 |
2.3% |
3.470 |
| Close |
3.628 |
3.693 |
0.065 |
1.8% |
3.693 |
| Range |
0.154 |
0.114 |
-0.040 |
-26.0% |
0.226 |
| ATR |
0.102 |
0.103 |
0.001 |
0.8% |
0.000 |
| Volume |
30,179 |
26,820 |
-3,359 |
-11.1% |
127,990 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.999 |
3.960 |
3.756 |
|
| R3 |
3.885 |
3.846 |
3.724 |
|
| R2 |
3.771 |
3.771 |
3.714 |
|
| R1 |
3.732 |
3.732 |
3.703 |
3.752 |
| PP |
3.657 |
3.657 |
3.657 |
3.667 |
| S1 |
3.618 |
3.618 |
3.683 |
3.638 |
| S2 |
3.543 |
3.543 |
3.672 |
|
| S3 |
3.429 |
3.504 |
3.662 |
|
| S4 |
3.315 |
3.390 |
3.630 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.221 |
3.817 |
|
| R3 |
4.072 |
3.995 |
3.755 |
|
| R2 |
3.846 |
3.846 |
3.734 |
|
| R1 |
3.769 |
3.769 |
3.714 |
3.808 |
| PP |
3.620 |
3.620 |
3.620 |
3.639 |
| S1 |
3.543 |
3.543 |
3.672 |
3.582 |
| S2 |
3.394 |
3.394 |
3.652 |
|
| S3 |
3.168 |
3.317 |
3.631 |
|
| S4 |
2.942 |
3.091 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.696 |
3.470 |
0.226 |
6.1% |
0.113 |
3.1% |
99% |
True |
False |
30,275 |
| 10 |
3.740 |
3.470 |
0.270 |
7.3% |
0.101 |
2.7% |
83% |
False |
False |
26,246 |
| 20 |
4.070 |
3.470 |
0.600 |
16.2% |
0.103 |
2.8% |
37% |
False |
False |
23,448 |
| 40 |
4.169 |
3.470 |
0.699 |
18.9% |
0.097 |
2.6% |
32% |
False |
False |
20,466 |
| 60 |
4.516 |
3.470 |
1.046 |
28.3% |
0.096 |
2.6% |
21% |
False |
False |
17,419 |
| 80 |
4.558 |
3.470 |
1.088 |
29.5% |
0.096 |
2.6% |
20% |
False |
False |
14,881 |
| 100 |
4.912 |
3.470 |
1.442 |
39.0% |
0.095 |
2.6% |
15% |
False |
False |
12,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.181 |
|
2.618 |
3.994 |
|
1.618 |
3.880 |
|
1.000 |
3.810 |
|
0.618 |
3.766 |
|
HIGH |
3.696 |
|
0.618 |
3.652 |
|
0.500 |
3.639 |
|
0.382 |
3.626 |
|
LOW |
3.582 |
|
0.618 |
3.512 |
|
1.000 |
3.468 |
|
1.618 |
3.398 |
|
2.618 |
3.284 |
|
4.250 |
3.098 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.675 |
3.662 |
| PP |
3.657 |
3.630 |
| S1 |
3.639 |
3.599 |
|