NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.820 |
-0.080 |
-2.1% |
3.989 |
| High |
3.902 |
3.849 |
-0.053 |
-1.4% |
3.989 |
| Low |
3.824 |
3.800 |
-0.024 |
-0.6% |
3.800 |
| Close |
3.863 |
3.827 |
-0.036 |
-0.9% |
3.827 |
| Range |
0.078 |
0.049 |
-0.029 |
-37.2% |
0.189 |
| ATR |
0.088 |
0.087 |
-0.002 |
-2.0% |
0.000 |
| Volume |
6,878 |
2,196 |
-4,682 |
-68.1% |
13,575 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.949 |
3.854 |
|
| R3 |
3.923 |
3.900 |
3.840 |
|
| R2 |
3.874 |
3.874 |
3.836 |
|
| R1 |
3.851 |
3.851 |
3.831 |
3.863 |
| PP |
3.825 |
3.825 |
3.825 |
3.831 |
| S1 |
3.802 |
3.802 |
3.823 |
3.814 |
| S2 |
3.776 |
3.776 |
3.818 |
|
| S3 |
3.727 |
3.753 |
3.814 |
|
| S4 |
3.678 |
3.704 |
3.800 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.439 |
4.322 |
3.931 |
|
| R3 |
4.250 |
4.133 |
3.879 |
|
| R2 |
4.061 |
4.061 |
3.862 |
|
| R1 |
3.944 |
3.944 |
3.844 |
3.908 |
| PP |
3.872 |
3.872 |
3.872 |
3.854 |
| S1 |
3.755 |
3.755 |
3.810 |
3.719 |
| S2 |
3.683 |
3.683 |
3.792 |
|
| S3 |
3.494 |
3.566 |
3.775 |
|
| S4 |
3.305 |
3.377 |
3.723 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.057 |
|
2.618 |
3.977 |
|
1.618 |
3.928 |
|
1.000 |
3.898 |
|
0.618 |
3.879 |
|
HIGH |
3.849 |
|
0.618 |
3.830 |
|
0.500 |
3.825 |
|
0.382 |
3.819 |
|
LOW |
3.800 |
|
0.618 |
3.770 |
|
1.000 |
3.751 |
|
1.618 |
3.721 |
|
2.618 |
3.672 |
|
4.250 |
3.592 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.826 |
3.883 |
| PP |
3.825 |
3.864 |
| S1 |
3.825 |
3.846 |
|