NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.615 |
3.675 |
0.060 |
1.7% |
3.529 |
| High |
3.686 |
3.693 |
0.007 |
0.2% |
3.722 |
| Low |
3.590 |
3.603 |
0.013 |
0.4% |
3.493 |
| Close |
3.681 |
3.616 |
-0.065 |
-1.8% |
3.721 |
| Range |
0.096 |
0.090 |
-0.006 |
-6.3% |
0.229 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.1% |
0.000 |
| Volume |
20,200 |
22,082 |
1,882 |
9.3% |
97,995 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.907 |
3.852 |
3.666 |
|
| R3 |
3.817 |
3.762 |
3.641 |
|
| R2 |
3.727 |
3.727 |
3.633 |
|
| R1 |
3.672 |
3.672 |
3.624 |
3.655 |
| PP |
3.637 |
3.637 |
3.637 |
3.629 |
| S1 |
3.582 |
3.582 |
3.608 |
3.565 |
| S2 |
3.547 |
3.547 |
3.600 |
|
| S3 |
3.457 |
3.492 |
3.591 |
|
| S4 |
3.367 |
3.402 |
3.567 |
|
|
| 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 |
6.3% |
0.123 |
3.4% |
34% |
False |
False |
17,381 |
| 10 |
3.765 |
3.493 |
0.272 |
7.5% |
0.115 |
3.2% |
45% |
False |
False |
22,508 |
| 20 |
3.947 |
3.493 |
0.454 |
12.6% |
0.100 |
2.8% |
27% |
False |
False |
21,298 |
| 40 |
4.117 |
3.493 |
0.624 |
17.3% |
0.099 |
2.7% |
20% |
False |
False |
20,389 |
| 60 |
4.414 |
3.493 |
0.921 |
25.5% |
0.093 |
2.6% |
13% |
False |
False |
18,105 |
| 80 |
4.508 |
3.493 |
1.015 |
28.1% |
0.094 |
2.6% |
12% |
False |
False |
16,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.076 |
|
2.618 |
3.929 |
|
1.618 |
3.839 |
|
1.000 |
3.783 |
|
0.618 |
3.749 |
|
HIGH |
3.693 |
|
0.618 |
3.659 |
|
0.500 |
3.648 |
|
0.382 |
3.637 |
|
LOW |
3.603 |
|
0.618 |
3.547 |
|
1.000 |
3.513 |
|
1.618 |
3.457 |
|
2.618 |
3.367 |
|
4.250 |
3.221 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.678 |
| PP |
3.637 |
3.657 |
| S1 |
3.627 |
3.637 |
|