NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.014 |
4.030 |
0.016 |
0.4% |
4.143 |
| High |
4.060 |
4.042 |
-0.018 |
-0.4% |
4.162 |
| Low |
3.982 |
3.980 |
-0.002 |
-0.1% |
3.975 |
| Close |
3.999 |
3.989 |
-0.010 |
-0.3% |
3.989 |
| Range |
0.078 |
0.062 |
-0.016 |
-20.5% |
0.187 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.1% |
0.000 |
| Volume |
1,627 |
2,204 |
577 |
35.5% |
10,165 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.190 |
4.151 |
4.023 |
|
| R3 |
4.128 |
4.089 |
4.006 |
|
| R2 |
4.066 |
4.066 |
4.000 |
|
| R1 |
4.027 |
4.027 |
3.995 |
4.016 |
| PP |
4.004 |
4.004 |
4.004 |
3.998 |
| S1 |
3.965 |
3.965 |
3.983 |
3.954 |
| S2 |
3.942 |
3.942 |
3.978 |
|
| S3 |
3.880 |
3.903 |
3.972 |
|
| S4 |
3.818 |
3.841 |
3.955 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.603 |
4.483 |
4.092 |
|
| R3 |
4.416 |
4.296 |
4.040 |
|
| R2 |
4.229 |
4.229 |
4.023 |
|
| R1 |
4.109 |
4.109 |
4.006 |
4.076 |
| PP |
4.042 |
4.042 |
4.042 |
4.025 |
| S1 |
3.922 |
3.922 |
3.972 |
3.889 |
| S2 |
3.855 |
3.855 |
3.955 |
|
| S3 |
3.668 |
3.735 |
3.938 |
|
| S4 |
3.481 |
3.548 |
3.886 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.306 |
|
2.618 |
4.204 |
|
1.618 |
4.142 |
|
1.000 |
4.104 |
|
0.618 |
4.080 |
|
HIGH |
4.042 |
|
0.618 |
4.018 |
|
0.500 |
4.011 |
|
0.382 |
4.004 |
|
LOW |
3.980 |
|
0.618 |
3.942 |
|
1.000 |
3.918 |
|
1.618 |
3.880 |
|
2.618 |
3.818 |
|
4.250 |
3.717 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.011 |
4.018 |
| PP |
4.004 |
4.008 |
| S1 |
3.996 |
3.999 |
|