NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.673 |
0.023 |
0.6% |
3.505 |
| High |
3.696 |
3.741 |
0.045 |
1.2% |
3.696 |
| Low |
3.582 |
3.554 |
-0.028 |
-0.8% |
3.470 |
| Close |
3.693 |
3.560 |
-0.133 |
-3.6% |
3.693 |
| Range |
0.114 |
0.187 |
0.073 |
64.0% |
0.226 |
| ATR |
0.103 |
0.109 |
0.006 |
5.8% |
0.000 |
| Volume |
26,820 |
11,297 |
-15,523 |
-57.9% |
127,990 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.179 |
4.057 |
3.663 |
|
| R3 |
3.992 |
3.870 |
3.611 |
|
| R2 |
3.805 |
3.805 |
3.594 |
|
| R1 |
3.683 |
3.683 |
3.577 |
3.651 |
| PP |
3.618 |
3.618 |
3.618 |
3.602 |
| S1 |
3.496 |
3.496 |
3.543 |
3.464 |
| S2 |
3.431 |
3.431 |
3.526 |
|
| S3 |
3.244 |
3.309 |
3.509 |
|
| S4 |
3.057 |
3.122 |
3.457 |
|
|
| 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 |
3.741 |
3.470 |
0.271 |
7.6% |
0.130 |
3.6% |
33% |
True |
False |
27,857 |
| 10 |
3.741 |
3.470 |
0.271 |
7.6% |
0.113 |
3.2% |
33% |
True |
False |
25,354 |
| 20 |
4.070 |
3.470 |
0.600 |
16.9% |
0.106 |
3.0% |
15% |
False |
False |
23,048 |
| 40 |
4.144 |
3.470 |
0.674 |
18.9% |
0.100 |
2.8% |
13% |
False |
False |
20,235 |
| 60 |
4.455 |
3.470 |
0.985 |
27.7% |
0.097 |
2.7% |
9% |
False |
False |
17,439 |
| 80 |
4.558 |
3.470 |
1.088 |
30.6% |
0.097 |
2.7% |
8% |
False |
False |
14,962 |
| 100 |
4.912 |
3.470 |
1.442 |
40.5% |
0.095 |
2.7% |
6% |
False |
False |
12,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.536 |
|
2.618 |
4.231 |
|
1.618 |
4.044 |
|
1.000 |
3.928 |
|
0.618 |
3.857 |
|
HIGH |
3.741 |
|
0.618 |
3.670 |
|
0.500 |
3.648 |
|
0.382 |
3.625 |
|
LOW |
3.554 |
|
0.618 |
3.438 |
|
1.000 |
3.367 |
|
1.618 |
3.251 |
|
2.618 |
3.064 |
|
4.250 |
2.759 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.621 |
| PP |
3.618 |
3.601 |
| S1 |
3.589 |
3.580 |
|