NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.627 |
3.525 |
-0.102 |
-2.8% |
3.696 |
| High |
3.633 |
3.665 |
0.032 |
0.9% |
3.711 |
| Low |
3.552 |
3.525 |
-0.027 |
-0.8% |
3.543 |
| Close |
3.572 |
3.648 |
0.076 |
2.1% |
3.572 |
| Range |
0.081 |
0.140 |
0.059 |
72.8% |
0.168 |
| ATR |
0.089 |
0.092 |
0.004 |
4.1% |
0.000 |
| Volume |
7,192 |
7,976 |
784 |
10.9% |
37,734 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.033 |
3.980 |
3.725 |
|
| R3 |
3.893 |
3.840 |
3.687 |
|
| R2 |
3.753 |
3.753 |
3.674 |
|
| R1 |
3.700 |
3.700 |
3.661 |
3.727 |
| PP |
3.613 |
3.613 |
3.613 |
3.626 |
| S1 |
3.560 |
3.560 |
3.635 |
3.587 |
| S2 |
3.473 |
3.473 |
3.622 |
|
| S3 |
3.333 |
3.420 |
3.610 |
|
| S4 |
3.193 |
3.280 |
3.571 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.113 |
4.010 |
3.664 |
|
| R3 |
3.945 |
3.842 |
3.618 |
|
| R2 |
3.777 |
3.777 |
3.603 |
|
| R1 |
3.674 |
3.674 |
3.587 |
3.642 |
| PP |
3.609 |
3.609 |
3.609 |
3.592 |
| S1 |
3.506 |
3.506 |
3.557 |
3.474 |
| S2 |
3.441 |
3.441 |
3.541 |
|
| S3 |
3.273 |
3.338 |
3.526 |
|
| S4 |
3.105 |
3.170 |
3.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.669 |
3.525 |
0.144 |
3.9% |
0.097 |
2.7% |
85% |
False |
True |
7,311 |
| 10 |
3.888 |
3.525 |
0.363 |
10.0% |
0.087 |
2.4% |
34% |
False |
True |
7,979 |
| 20 |
4.080 |
3.525 |
0.555 |
15.2% |
0.093 |
2.6% |
22% |
False |
True |
6,438 |
| 40 |
4.303 |
3.525 |
0.778 |
21.3% |
0.088 |
2.4% |
16% |
False |
True |
5,133 |
| 60 |
4.525 |
3.525 |
1.000 |
27.4% |
0.089 |
2.4% |
12% |
False |
True |
4,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.260 |
|
2.618 |
4.032 |
|
1.618 |
3.892 |
|
1.000 |
3.805 |
|
0.618 |
3.752 |
|
HIGH |
3.665 |
|
0.618 |
3.612 |
|
0.500 |
3.595 |
|
0.382 |
3.578 |
|
LOW |
3.525 |
|
0.618 |
3.438 |
|
1.000 |
3.385 |
|
1.618 |
3.298 |
|
2.618 |
3.158 |
|
4.250 |
2.930 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.630 |
3.630 |
| PP |
3.613 |
3.613 |
| S1 |
3.595 |
3.595 |
|