NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.989 |
3.907 |
-0.082 |
-2.1% |
4.143 |
| High |
3.989 |
3.969 |
-0.020 |
-0.5% |
4.162 |
| Low |
3.894 |
3.881 |
-0.013 |
-0.3% |
3.975 |
| Close |
3.916 |
3.955 |
0.039 |
1.0% |
3.989 |
| Range |
0.095 |
0.088 |
-0.007 |
-7.4% |
0.187 |
| ATR |
0.087 |
0.087 |
0.000 |
0.1% |
0.000 |
| Volume |
1,247 |
1,773 |
526 |
42.2% |
10,165 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
4.165 |
4.003 |
|
| R3 |
4.111 |
4.077 |
3.979 |
|
| R2 |
4.023 |
4.023 |
3.971 |
|
| R1 |
3.989 |
3.989 |
3.963 |
4.006 |
| PP |
3.935 |
3.935 |
3.935 |
3.944 |
| S1 |
3.901 |
3.901 |
3.947 |
3.918 |
| S2 |
3.847 |
3.847 |
3.939 |
|
| S3 |
3.759 |
3.813 |
3.931 |
|
| S4 |
3.671 |
3.725 |
3.907 |
|
|
| 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 |
4.343 |
|
2.618 |
4.199 |
|
1.618 |
4.111 |
|
1.000 |
4.057 |
|
0.618 |
4.023 |
|
HIGH |
3.969 |
|
0.618 |
3.935 |
|
0.500 |
3.925 |
|
0.382 |
3.915 |
|
LOW |
3.881 |
|
0.618 |
3.827 |
|
1.000 |
3.793 |
|
1.618 |
3.739 |
|
2.618 |
3.651 |
|
4.250 |
3.507 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.945 |
3.962 |
| PP |
3.935 |
3.959 |
| S1 |
3.925 |
3.957 |
|