NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.694 |
-0.044 |
-1.2% |
3.989 |
| High |
3.756 |
3.720 |
-0.036 |
-1.0% |
3.989 |
| Low |
3.693 |
3.637 |
-0.056 |
-1.5% |
3.800 |
| Close |
3.702 |
3.648 |
-0.054 |
-1.5% |
3.827 |
| Range |
0.063 |
0.083 |
0.020 |
31.7% |
0.189 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.1% |
0.000 |
| Volume |
2,914 |
2,360 |
-554 |
-19.0% |
13,575 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.917 |
3.866 |
3.694 |
|
| R3 |
3.834 |
3.783 |
3.671 |
|
| R2 |
3.751 |
3.751 |
3.663 |
|
| R1 |
3.700 |
3.700 |
3.656 |
3.684 |
| PP |
3.668 |
3.668 |
3.668 |
3.661 |
| S1 |
3.617 |
3.617 |
3.640 |
3.601 |
| S2 |
3.585 |
3.585 |
3.633 |
|
| S3 |
3.502 |
3.534 |
3.625 |
|
| S4 |
3.419 |
3.451 |
3.602 |
|
|
| 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 |
4.073 |
|
2.618 |
3.937 |
|
1.618 |
3.854 |
|
1.000 |
3.803 |
|
0.618 |
3.771 |
|
HIGH |
3.720 |
|
0.618 |
3.688 |
|
0.500 |
3.679 |
|
0.382 |
3.669 |
|
LOW |
3.637 |
|
0.618 |
3.586 |
|
1.000 |
3.554 |
|
1.618 |
3.503 |
|
2.618 |
3.420 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.714 |
| PP |
3.668 |
3.692 |
| S1 |
3.658 |
3.670 |
|