NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.615 |
-0.085 |
-2.3% |
3.529 |
| High |
3.765 |
3.686 |
-0.079 |
-2.1% |
3.722 |
| Low |
3.592 |
3.590 |
-0.002 |
-0.1% |
3.493 |
| Close |
3.597 |
3.681 |
0.084 |
2.3% |
3.721 |
| Range |
0.173 |
0.096 |
-0.077 |
-44.5% |
0.229 |
| ATR |
0.106 |
0.106 |
-0.001 |
-0.7% |
0.000 |
| Volume |
4,961 |
20,200 |
15,239 |
307.2% |
97,995 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.907 |
3.734 |
|
| R3 |
3.844 |
3.811 |
3.707 |
|
| R2 |
3.748 |
3.748 |
3.699 |
|
| R1 |
3.715 |
3.715 |
3.690 |
3.732 |
| PP |
3.652 |
3.652 |
3.652 |
3.661 |
| S1 |
3.619 |
3.619 |
3.672 |
3.636 |
| S2 |
3.556 |
3.556 |
3.663 |
|
| S3 |
3.460 |
3.523 |
3.655 |
|
| S4 |
3.364 |
3.427 |
3.628 |
|
|
| 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 |
3.538 |
0.227 |
6.2% |
0.121 |
3.3% |
63% |
False |
False |
19,183 |
| 10 |
3.765 |
3.493 |
0.272 |
7.4% |
0.114 |
3.1% |
69% |
False |
False |
22,824 |
| 20 |
4.035 |
3.493 |
0.542 |
14.7% |
0.103 |
2.8% |
35% |
False |
False |
20,969 |
| 40 |
4.117 |
3.493 |
0.624 |
17.0% |
0.098 |
2.7% |
30% |
False |
False |
20,246 |
| 60 |
4.414 |
3.493 |
0.921 |
25.0% |
0.093 |
2.5% |
20% |
False |
False |
17,930 |
| 80 |
4.508 |
3.493 |
1.015 |
27.6% |
0.094 |
2.6% |
19% |
False |
False |
15,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.094 |
|
2.618 |
3.937 |
|
1.618 |
3.841 |
|
1.000 |
3.782 |
|
0.618 |
3.745 |
|
HIGH |
3.686 |
|
0.618 |
3.649 |
|
0.500 |
3.638 |
|
0.382 |
3.627 |
|
LOW |
3.590 |
|
0.618 |
3.531 |
|
1.000 |
3.494 |
|
1.618 |
3.435 |
|
2.618 |
3.339 |
|
4.250 |
3.182 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.667 |
3.680 |
| PP |
3.652 |
3.679 |
| S1 |
3.638 |
3.678 |
|