NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.581 |
3.687 |
0.106 |
3.0% |
3.529 |
| High |
3.682 |
3.722 |
0.040 |
1.1% |
3.722 |
| Low |
3.538 |
3.611 |
0.073 |
2.1% |
3.493 |
| Close |
3.660 |
3.721 |
0.061 |
1.7% |
3.721 |
| Range |
0.144 |
0.111 |
-0.033 |
-22.9% |
0.229 |
| ATR |
0.101 |
0.101 |
0.001 |
0.7% |
0.000 |
| Volume |
21,402 |
18,262 |
-3,140 |
-14.7% |
97,995 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.018 |
3.980 |
3.782 |
|
| R3 |
3.907 |
3.869 |
3.752 |
|
| R2 |
3.796 |
3.796 |
3.741 |
|
| R1 |
3.758 |
3.758 |
3.731 |
3.777 |
| PP |
3.685 |
3.685 |
3.685 |
3.694 |
| S1 |
3.647 |
3.647 |
3.711 |
3.666 |
| S2 |
3.574 |
3.574 |
3.701 |
|
| S3 |
3.463 |
3.536 |
3.690 |
|
| S4 |
3.352 |
3.425 |
3.660 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.332 |
4.256 |
3.847 |
|
| R3 |
4.103 |
4.027 |
3.784 |
|
| R2 |
3.874 |
3.874 |
3.763 |
|
| R1 |
3.798 |
3.798 |
3.742 |
3.836 |
| PP |
3.645 |
3.645 |
3.645 |
3.665 |
| S1 |
3.569 |
3.569 |
3.700 |
3.607 |
| S2 |
3.416 |
3.416 |
3.679 |
|
| S3 |
3.187 |
3.340 |
3.658 |
|
| S4 |
2.958 |
3.111 |
3.595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.722 |
3.493 |
0.229 |
6.2% |
0.115 |
3.1% |
100% |
True |
False |
24,882 |
| 10 |
3.744 |
3.493 |
0.251 |
6.7% |
0.100 |
2.7% |
91% |
False |
False |
24,164 |
| 20 |
4.052 |
3.493 |
0.559 |
15.0% |
0.101 |
2.7% |
41% |
False |
False |
22,532 |
| 40 |
4.151 |
3.493 |
0.658 |
17.7% |
0.095 |
2.6% |
35% |
False |
False |
20,488 |
| 60 |
4.500 |
3.493 |
1.007 |
27.1% |
0.093 |
2.5% |
23% |
False |
False |
17,999 |
| 80 |
4.508 |
3.493 |
1.015 |
27.3% |
0.094 |
2.5% |
22% |
False |
False |
15,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.194 |
|
2.618 |
4.013 |
|
1.618 |
3.902 |
|
1.000 |
3.833 |
|
0.618 |
3.791 |
|
HIGH |
3.722 |
|
0.618 |
3.680 |
|
0.500 |
3.667 |
|
0.382 |
3.653 |
|
LOW |
3.611 |
|
0.618 |
3.542 |
|
1.000 |
3.500 |
|
1.618 |
3.431 |
|
2.618 |
3.320 |
|
4.250 |
3.139 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.703 |
3.691 |
| PP |
3.685 |
3.660 |
| S1 |
3.667 |
3.630 |
|