NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.030 |
3.989 |
-0.041 |
-1.0% |
4.143 |
| High |
4.042 |
3.989 |
-0.053 |
-1.3% |
4.162 |
| Low |
3.980 |
3.894 |
-0.086 |
-2.2% |
3.975 |
| Close |
3.989 |
3.916 |
-0.073 |
-1.8% |
3.989 |
| Range |
0.062 |
0.095 |
0.033 |
53.2% |
0.187 |
| ATR |
0.087 |
0.087 |
0.001 |
0.7% |
0.000 |
| Volume |
2,204 |
1,247 |
-957 |
-43.4% |
10,165 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.218 |
4.162 |
3.968 |
|
| R3 |
4.123 |
4.067 |
3.942 |
|
| R2 |
4.028 |
4.028 |
3.933 |
|
| R1 |
3.972 |
3.972 |
3.925 |
3.953 |
| PP |
3.933 |
3.933 |
3.933 |
3.923 |
| S1 |
3.877 |
3.877 |
3.907 |
3.858 |
| S2 |
3.838 |
3.838 |
3.899 |
|
| S3 |
3.743 |
3.782 |
3.890 |
|
| S4 |
3.648 |
3.687 |
3.864 |
|
|
| 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 |
4.393 |
|
2.618 |
4.238 |
|
1.618 |
4.143 |
|
1.000 |
4.084 |
|
0.618 |
4.048 |
|
HIGH |
3.989 |
|
0.618 |
3.953 |
|
0.500 |
3.942 |
|
0.382 |
3.930 |
|
LOW |
3.894 |
|
0.618 |
3.835 |
|
1.000 |
3.799 |
|
1.618 |
3.740 |
|
2.618 |
3.645 |
|
4.250 |
3.490 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
3.977 |
| PP |
3.933 |
3.957 |
| S1 |
3.925 |
3.936 |
|