NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.608 |
3.581 |
-0.027 |
-0.7% |
3.661 |
| High |
3.645 |
3.682 |
0.037 |
1.0% |
3.669 |
| Low |
3.562 |
3.538 |
-0.024 |
-0.7% |
3.494 |
| Close |
3.607 |
3.660 |
0.053 |
1.5% |
3.527 |
| Range |
0.083 |
0.144 |
0.061 |
73.5% |
0.175 |
| ATR |
0.097 |
0.101 |
0.003 |
3.4% |
0.000 |
| Volume |
31,092 |
21,402 |
-9,690 |
-31.2% |
124,049 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.059 |
4.003 |
3.739 |
|
| R3 |
3.915 |
3.859 |
3.700 |
|
| R2 |
3.771 |
3.771 |
3.686 |
|
| R1 |
3.715 |
3.715 |
3.673 |
3.743 |
| PP |
3.627 |
3.627 |
3.627 |
3.641 |
| S1 |
3.571 |
3.571 |
3.647 |
3.599 |
| S2 |
3.483 |
3.483 |
3.634 |
|
| S3 |
3.339 |
3.427 |
3.620 |
|
| S4 |
3.195 |
3.283 |
3.581 |
|
|
| 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 |
3.682 |
3.493 |
0.189 |
5.2% |
0.118 |
3.2% |
88% |
True |
False |
25,898 |
| 10 |
3.785 |
3.493 |
0.292 |
8.0% |
0.097 |
2.7% |
57% |
False |
False |
24,263 |
| 20 |
4.052 |
3.493 |
0.559 |
15.3% |
0.100 |
2.7% |
30% |
False |
False |
22,360 |
| 40 |
4.206 |
3.493 |
0.713 |
19.5% |
0.096 |
2.6% |
23% |
False |
False |
20,338 |
| 60 |
4.500 |
3.493 |
1.007 |
27.5% |
0.094 |
2.6% |
17% |
False |
False |
17,827 |
| 80 |
4.508 |
3.493 |
1.015 |
27.7% |
0.093 |
2.5% |
16% |
False |
False |
15,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.294 |
|
2.618 |
4.059 |
|
1.618 |
3.915 |
|
1.000 |
3.826 |
|
0.618 |
3.771 |
|
HIGH |
3.682 |
|
0.618 |
3.627 |
|
0.500 |
3.610 |
|
0.382 |
3.593 |
|
LOW |
3.538 |
|
0.618 |
3.449 |
|
1.000 |
3.394 |
|
1.618 |
3.305 |
|
2.618 |
3.161 |
|
4.250 |
2.926 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.643 |
3.636 |
| PP |
3.627 |
3.612 |
| S1 |
3.610 |
3.588 |
|