NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 28-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.687 |
3.700 |
0.013 |
0.4% |
3.529 |
High |
3.722 |
3.765 |
0.043 |
1.2% |
3.722 |
Low |
3.611 |
3.592 |
-0.019 |
-0.5% |
3.493 |
Close |
3.721 |
3.597 |
-0.124 |
-3.3% |
3.721 |
Range |
0.111 |
0.173 |
0.062 |
55.9% |
0.229 |
ATR |
0.101 |
0.106 |
0.005 |
5.1% |
0.000 |
Volume |
18,262 |
4,961 |
-13,301 |
-72.8% |
97,995 |
|
Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.170 |
4.057 |
3.692 |
|
R3 |
3.997 |
3.884 |
3.645 |
|
R2 |
3.824 |
3.824 |
3.629 |
|
R1 |
3.711 |
3.711 |
3.613 |
3.681 |
PP |
3.651 |
3.651 |
3.651 |
3.637 |
S1 |
3.538 |
3.538 |
3.581 |
3.508 |
S2 |
3.478 |
3.478 |
3.565 |
|
S3 |
3.305 |
3.365 |
3.549 |
|
S4 |
3.132 |
3.192 |
3.502 |
|
|
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 |
3.765 |
3.493 |
0.272 |
7.6% |
0.128 |
3.6% |
38% |
True |
False |
20,591 |
10 |
3.765 |
3.493 |
0.272 |
7.6% |
0.110 |
3.1% |
38% |
True |
False |
22,700 |
20 |
4.052 |
3.493 |
0.559 |
15.5% |
0.103 |
2.9% |
19% |
False |
False |
21,630 |
40 |
4.129 |
3.493 |
0.636 |
17.7% |
0.098 |
2.7% |
16% |
False |
False |
20,075 |
60 |
4.428 |
3.493 |
0.935 |
26.0% |
0.094 |
2.6% |
11% |
False |
False |
17,804 |
80 |
4.508 |
3.493 |
1.015 |
28.2% |
0.094 |
2.6% |
10% |
False |
False |
15,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.500 |
2.618 |
4.218 |
1.618 |
4.045 |
1.000 |
3.938 |
0.618 |
3.872 |
HIGH |
3.765 |
0.618 |
3.699 |
0.500 |
3.679 |
0.382 |
3.658 |
LOW |
3.592 |
0.618 |
3.485 |
1.000 |
3.419 |
1.618 |
3.312 |
2.618 |
3.139 |
4.250 |
2.857 |
|
|
Fisher Pivots for day following 28-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.679 |
3.652 |
PP |
3.651 |
3.633 |
S1 |
3.624 |
3.615 |
|