NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.814 |
-0.063 |
-1.6% |
4.059 |
| High |
3.880 |
3.821 |
-0.059 |
-1.5% |
4.080 |
| Low |
3.774 |
3.740 |
-0.034 |
-0.9% |
3.886 |
| Close |
3.778 |
3.778 |
0.000 |
0.0% |
3.905 |
| Range |
0.106 |
0.081 |
-0.025 |
-23.6% |
0.194 |
| ATR |
0.092 |
0.092 |
-0.001 |
-0.9% |
0.000 |
| Volume |
10,011 |
8,176 |
-1,835 |
-18.3% |
31,938 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.023 |
3.981 |
3.823 |
|
| R3 |
3.942 |
3.900 |
3.800 |
|
| R2 |
3.861 |
3.861 |
3.793 |
|
| R1 |
3.819 |
3.819 |
3.785 |
3.800 |
| PP |
3.780 |
3.780 |
3.780 |
3.770 |
| S1 |
3.738 |
3.738 |
3.771 |
3.719 |
| S2 |
3.699 |
3.699 |
3.763 |
|
| S3 |
3.618 |
3.657 |
3.756 |
|
| S4 |
3.537 |
3.576 |
3.733 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.416 |
4.012 |
|
| R3 |
4.345 |
4.222 |
3.958 |
|
| R2 |
4.151 |
4.151 |
3.941 |
|
| R1 |
4.028 |
4.028 |
3.923 |
3.993 |
| PP |
3.957 |
3.957 |
3.957 |
3.939 |
| S1 |
3.834 |
3.834 |
3.887 |
3.799 |
| S2 |
3.763 |
3.763 |
3.869 |
|
| S3 |
3.569 |
3.640 |
3.852 |
|
| S4 |
3.375 |
3.446 |
3.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.951 |
3.740 |
0.211 |
5.6% |
0.087 |
2.3% |
18% |
False |
True |
7,448 |
| 10 |
4.080 |
3.740 |
0.340 |
9.0% |
0.101 |
2.7% |
11% |
False |
True |
6,860 |
| 20 |
4.121 |
3.740 |
0.381 |
10.1% |
0.097 |
2.6% |
10% |
False |
True |
5,390 |
| 40 |
4.342 |
3.740 |
0.602 |
15.9% |
0.084 |
2.2% |
6% |
False |
True |
4,259 |
| 60 |
4.525 |
3.740 |
0.785 |
20.8% |
0.088 |
2.3% |
5% |
False |
True |
3,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.165 |
|
2.618 |
4.033 |
|
1.618 |
3.952 |
|
1.000 |
3.902 |
|
0.618 |
3.871 |
|
HIGH |
3.821 |
|
0.618 |
3.790 |
|
0.500 |
3.781 |
|
0.382 |
3.771 |
|
LOW |
3.740 |
|
0.618 |
3.690 |
|
1.000 |
3.659 |
|
1.618 |
3.609 |
|
2.618 |
3.528 |
|
4.250 |
3.396 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.781 |
3.814 |
| PP |
3.780 |
3.802 |
| S1 |
3.779 |
3.790 |
|