NYMEX Natural Gas Future April 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 |
3.557 |
3.495 |
-0.062 |
-1.7% |
3.871 |
| High |
3.587 |
3.621 |
0.034 |
0.9% |
3.871 |
| Low |
3.494 |
3.495 |
0.001 |
0.0% |
3.673 |
| Close |
3.507 |
3.566 |
0.059 |
1.7% |
3.698 |
| Range |
0.093 |
0.126 |
0.033 |
35.5% |
0.198 |
| ATR |
0.093 |
0.095 |
0.002 |
2.6% |
0.000 |
| Volume |
30,091 |
23,340 |
-6,751 |
-22.4% |
93,489 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.878 |
3.635 |
|
| R3 |
3.813 |
3.752 |
3.601 |
|
| R2 |
3.687 |
3.687 |
3.589 |
|
| R1 |
3.626 |
3.626 |
3.578 |
3.657 |
| PP |
3.561 |
3.561 |
3.561 |
3.576 |
| S1 |
3.500 |
3.500 |
3.554 |
3.531 |
| S2 |
3.435 |
3.435 |
3.543 |
|
| S3 |
3.309 |
3.374 |
3.531 |
|
| S4 |
3.183 |
3.248 |
3.497 |
|
|
| 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 |
3.744 |
3.494 |
0.250 |
7.0% |
0.085 |
2.4% |
29% |
False |
False |
23,445 |
| 10 |
3.924 |
3.494 |
0.430 |
12.1% |
0.090 |
2.5% |
17% |
False |
False |
21,570 |
| 20 |
4.052 |
3.494 |
0.558 |
15.6% |
0.094 |
2.6% |
13% |
False |
False |
20,823 |
| 40 |
4.270 |
3.494 |
0.776 |
21.8% |
0.091 |
2.5% |
9% |
False |
False |
18,837 |
| 60 |
4.500 |
3.494 |
1.006 |
28.2% |
0.093 |
2.6% |
7% |
False |
False |
16,622 |
| 80 |
4.605 |
3.494 |
1.111 |
31.2% |
0.091 |
2.6% |
6% |
False |
False |
14,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.157 |
|
2.618 |
3.951 |
|
1.618 |
3.825 |
|
1.000 |
3.747 |
|
0.618 |
3.699 |
|
HIGH |
3.621 |
|
0.618 |
3.573 |
|
0.500 |
3.558 |
|
0.382 |
3.543 |
|
LOW |
3.495 |
|
0.618 |
3.417 |
|
1.000 |
3.369 |
|
1.618 |
3.291 |
|
2.618 |
3.165 |
|
4.250 |
2.960 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.563 |
3.564 |
| PP |
3.561 |
3.561 |
| S1 |
3.558 |
3.559 |
|