NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.694 |
3.694 |
0.000 |
0.0% |
3.989 |
| High |
3.720 |
3.754 |
0.034 |
0.9% |
3.989 |
| Low |
3.637 |
3.653 |
0.016 |
0.4% |
3.800 |
| Close |
3.648 |
3.703 |
0.055 |
1.5% |
3.827 |
| Range |
0.083 |
0.101 |
0.018 |
21.7% |
0.189 |
| ATR |
0.084 |
0.086 |
0.002 |
1.8% |
0.000 |
| Volume |
2,360 |
2,886 |
526 |
22.3% |
13,575 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.006 |
3.956 |
3.759 |
|
| R3 |
3.905 |
3.855 |
3.731 |
|
| R2 |
3.804 |
3.804 |
3.722 |
|
| R1 |
3.754 |
3.754 |
3.712 |
3.779 |
| PP |
3.703 |
3.703 |
3.703 |
3.716 |
| S1 |
3.653 |
3.653 |
3.694 |
3.678 |
| S2 |
3.602 |
3.602 |
3.684 |
|
| S3 |
3.501 |
3.552 |
3.675 |
|
| S4 |
3.400 |
3.451 |
3.647 |
|
|
| 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 |
4.183 |
|
2.618 |
4.018 |
|
1.618 |
3.917 |
|
1.000 |
3.855 |
|
0.618 |
3.816 |
|
HIGH |
3.754 |
|
0.618 |
3.715 |
|
0.500 |
3.704 |
|
0.382 |
3.692 |
|
LOW |
3.653 |
|
0.618 |
3.591 |
|
1.000 |
3.552 |
|
1.618 |
3.490 |
|
2.618 |
3.389 |
|
4.250 |
3.224 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.701 |
| PP |
3.703 |
3.699 |
| S1 |
3.703 |
3.697 |
|