NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.736 |
3.722 |
-0.014 |
-0.4% |
3.871 |
| High |
3.785 |
3.744 |
-0.041 |
-1.1% |
3.871 |
| Low |
3.700 |
3.673 |
-0.027 |
-0.7% |
3.673 |
| Close |
3.740 |
3.698 |
-0.042 |
-1.1% |
3.698 |
| Range |
0.085 |
0.071 |
-0.014 |
-16.5% |
0.198 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.9% |
0.000 |
| Volume |
19,254 |
19,596 |
342 |
1.8% |
93,489 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.879 |
3.737 |
|
| R3 |
3.847 |
3.808 |
3.718 |
|
| R2 |
3.776 |
3.776 |
3.711 |
|
| R1 |
3.737 |
3.737 |
3.705 |
3.721 |
| PP |
3.705 |
3.705 |
3.705 |
3.697 |
| S1 |
3.666 |
3.666 |
3.691 |
3.650 |
| S2 |
3.634 |
3.634 |
3.685 |
|
| S3 |
3.563 |
3.595 |
3.678 |
|
| S4 |
3.492 |
3.524 |
3.659 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.341 |
4.218 |
3.807 |
|
| R3 |
4.143 |
4.020 |
3.752 |
|
| R2 |
3.945 |
3.945 |
3.734 |
|
| R1 |
3.822 |
3.822 |
3.716 |
3.785 |
| PP |
3.747 |
3.747 |
3.747 |
3.729 |
| S1 |
3.624 |
3.624 |
3.680 |
3.587 |
| S2 |
3.549 |
3.549 |
3.662 |
|
| S3 |
3.351 |
3.426 |
3.644 |
|
| S4 |
3.153 |
3.228 |
3.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.871 |
3.673 |
0.198 |
5.4% |
0.096 |
2.6% |
13% |
False |
True |
18,697 |
| 10 |
4.052 |
3.673 |
0.379 |
10.2% |
0.096 |
2.6% |
7% |
False |
True |
20,559 |
| 20 |
4.092 |
3.673 |
0.419 |
11.3% |
0.096 |
2.6% |
6% |
False |
True |
20,071 |
| 40 |
4.315 |
3.673 |
0.642 |
17.4% |
0.088 |
2.4% |
4% |
False |
True |
17,498 |
| 60 |
4.500 |
3.673 |
0.827 |
22.4% |
0.092 |
2.5% |
3% |
False |
True |
15,528 |
| 80 |
4.701 |
3.673 |
1.028 |
27.8% |
0.090 |
2.4% |
2% |
False |
True |
13,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.930 |
|
1.618 |
3.859 |
|
1.000 |
3.815 |
|
0.618 |
3.788 |
|
HIGH |
3.744 |
|
0.618 |
3.717 |
|
0.500 |
3.709 |
|
0.382 |
3.700 |
|
LOW |
3.673 |
|
0.618 |
3.629 |
|
1.000 |
3.602 |
|
1.618 |
3.558 |
|
2.618 |
3.487 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.760 |
| PP |
3.705 |
3.739 |
| S1 |
3.702 |
3.719 |
|