NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.578 |
3.529 |
-0.049 |
-1.4% |
3.661 |
| High |
3.604 |
3.624 |
0.020 |
0.6% |
3.669 |
| Low |
3.500 |
3.493 |
-0.007 |
-0.2% |
3.494 |
| Close |
3.527 |
3.604 |
0.077 |
2.2% |
3.527 |
| Range |
0.104 |
0.131 |
0.027 |
26.0% |
0.175 |
| ATR |
0.096 |
0.098 |
0.003 |
2.6% |
0.000 |
| Volume |
26,418 |
27,239 |
821 |
3.1% |
124,049 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.967 |
3.916 |
3.676 |
|
| R3 |
3.836 |
3.785 |
3.640 |
|
| R2 |
3.705 |
3.705 |
3.628 |
|
| R1 |
3.654 |
3.654 |
3.616 |
3.680 |
| PP |
3.574 |
3.574 |
3.574 |
3.586 |
| S1 |
3.523 |
3.523 |
3.592 |
3.549 |
| S2 |
3.443 |
3.443 |
3.580 |
|
| S3 |
3.312 |
3.392 |
3.568 |
|
| S4 |
3.181 |
3.261 |
3.532 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
3.983 |
3.623 |
|
| R3 |
3.913 |
3.808 |
3.575 |
|
| R2 |
3.738 |
3.738 |
3.559 |
|
| R1 |
3.633 |
3.633 |
3.543 |
3.598 |
| PP |
3.563 |
3.563 |
3.563 |
3.546 |
| S1 |
3.458 |
3.458 |
3.511 |
3.423 |
| S2 |
3.388 |
3.388 |
3.495 |
|
| S3 |
3.213 |
3.283 |
3.479 |
|
| S4 |
3.038 |
3.108 |
3.431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.624 |
3.493 |
0.131 |
3.6% |
0.106 |
3.0% |
85% |
True |
True |
26,465 |
| 10 |
3.851 |
3.493 |
0.358 |
9.9% |
0.096 |
2.7% |
31% |
False |
True |
22,813 |
| 20 |
4.052 |
3.493 |
0.559 |
15.5% |
0.099 |
2.7% |
20% |
False |
True |
21,080 |
| 40 |
4.270 |
3.493 |
0.777 |
21.6% |
0.093 |
2.6% |
14% |
False |
True |
19,509 |
| 60 |
4.500 |
3.493 |
1.007 |
27.9% |
0.094 |
2.6% |
11% |
False |
True |
17,224 |
| 80 |
4.538 |
3.493 |
1.045 |
29.0% |
0.092 |
2.5% |
11% |
False |
True |
15,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.181 |
|
2.618 |
3.967 |
|
1.618 |
3.836 |
|
1.000 |
3.755 |
|
0.618 |
3.705 |
|
HIGH |
3.624 |
|
0.618 |
3.574 |
|
0.500 |
3.559 |
|
0.382 |
3.543 |
|
LOW |
3.493 |
|
0.618 |
3.412 |
|
1.000 |
3.362 |
|
1.618 |
3.281 |
|
2.618 |
3.150 |
|
4.250 |
2.936 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.589 |
3.589 |
| PP |
3.574 |
3.574 |
| S1 |
3.559 |
3.559 |
|