NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.529 |
3.608 |
0.079 |
2.2% |
3.661 |
| High |
3.624 |
3.645 |
0.021 |
0.6% |
3.669 |
| Low |
3.493 |
3.562 |
0.069 |
2.0% |
3.494 |
| Close |
3.604 |
3.607 |
0.003 |
0.1% |
3.527 |
| Range |
0.131 |
0.083 |
-0.048 |
-36.6% |
0.175 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.1% |
0.000 |
| Volume |
27,239 |
31,092 |
3,853 |
14.1% |
124,049 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.854 |
3.813 |
3.653 |
|
| R3 |
3.771 |
3.730 |
3.630 |
|
| R2 |
3.688 |
3.688 |
3.622 |
|
| R1 |
3.647 |
3.647 |
3.615 |
3.626 |
| PP |
3.605 |
3.605 |
3.605 |
3.594 |
| S1 |
3.564 |
3.564 |
3.599 |
3.543 |
| S2 |
3.522 |
3.522 |
3.592 |
|
| S3 |
3.439 |
3.481 |
3.584 |
|
| S4 |
3.356 |
3.398 |
3.561 |
|
|
| 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 |
3.645 |
3.493 |
0.152 |
4.2% |
0.107 |
3.0% |
75% |
True |
False |
27,636 |
| 10 |
3.846 |
3.493 |
0.353 |
9.8% |
0.094 |
2.6% |
32% |
False |
False |
24,133 |
| 20 |
4.052 |
3.493 |
0.559 |
15.5% |
0.098 |
2.7% |
20% |
False |
False |
22,122 |
| 40 |
4.211 |
3.493 |
0.718 |
19.9% |
0.093 |
2.6% |
16% |
False |
False |
20,088 |
| 60 |
4.500 |
3.493 |
1.007 |
27.9% |
0.094 |
2.6% |
11% |
False |
False |
17,625 |
| 80 |
4.538 |
3.493 |
1.045 |
29.0% |
0.092 |
2.6% |
11% |
False |
False |
15,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.998 |
|
2.618 |
3.862 |
|
1.618 |
3.779 |
|
1.000 |
3.728 |
|
0.618 |
3.696 |
|
HIGH |
3.645 |
|
0.618 |
3.613 |
|
0.500 |
3.604 |
|
0.382 |
3.594 |
|
LOW |
3.562 |
|
0.618 |
3.511 |
|
1.000 |
3.479 |
|
1.618 |
3.428 |
|
2.618 |
3.345 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.606 |
3.594 |
| PP |
3.605 |
3.582 |
| S1 |
3.604 |
3.569 |
|