NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.820 |
3.772 |
-0.048 |
-1.3% |
3.989 |
| High |
3.849 |
3.790 |
-0.059 |
-1.5% |
3.989 |
| Low |
3.800 |
3.750 |
-0.050 |
-1.3% |
3.800 |
| Close |
3.827 |
3.758 |
-0.069 |
-1.8% |
3.827 |
| Range |
0.049 |
0.040 |
-0.009 |
-18.4% |
0.189 |
| ATR |
0.087 |
0.086 |
-0.001 |
-0.8% |
0.000 |
| Volume |
2,196 |
1,566 |
-630 |
-28.7% |
13,575 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.886 |
3.862 |
3.780 |
|
| R3 |
3.846 |
3.822 |
3.769 |
|
| R2 |
3.806 |
3.806 |
3.765 |
|
| R1 |
3.782 |
3.782 |
3.762 |
3.774 |
| PP |
3.766 |
3.766 |
3.766 |
3.762 |
| S1 |
3.742 |
3.742 |
3.754 |
3.734 |
| S2 |
3.726 |
3.726 |
3.751 |
|
| S3 |
3.686 |
3.702 |
3.747 |
|
| S4 |
3.646 |
3.662 |
3.736 |
|
|
| 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 |
3.960 |
|
2.618 |
3.895 |
|
1.618 |
3.855 |
|
1.000 |
3.830 |
|
0.618 |
3.815 |
|
HIGH |
3.790 |
|
0.618 |
3.775 |
|
0.500 |
3.770 |
|
0.382 |
3.765 |
|
LOW |
3.750 |
|
0.618 |
3.725 |
|
1.000 |
3.710 |
|
1.618 |
3.685 |
|
2.618 |
3.645 |
|
4.250 |
3.580 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.770 |
3.826 |
| PP |
3.766 |
3.803 |
| S1 |
3.762 |
3.781 |
|