NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.692 |
3.664 |
-0.028 |
-0.8% |
3.772 |
| High |
3.724 |
3.758 |
0.034 |
0.9% |
3.790 |
| Low |
3.649 |
3.658 |
0.009 |
0.2% |
3.637 |
| Close |
3.669 |
3.745 |
0.076 |
2.1% |
3.669 |
| Range |
0.075 |
0.100 |
0.025 |
33.3% |
0.153 |
| ATR |
0.085 |
0.086 |
0.001 |
1.3% |
0.000 |
| Volume |
3,021 |
3,068 |
47 |
1.6% |
12,747 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.020 |
3.983 |
3.800 |
|
| R3 |
3.920 |
3.883 |
3.773 |
|
| R2 |
3.820 |
3.820 |
3.763 |
|
| R1 |
3.783 |
3.783 |
3.754 |
3.802 |
| PP |
3.720 |
3.720 |
3.720 |
3.730 |
| S1 |
3.683 |
3.683 |
3.736 |
3.702 |
| S2 |
3.620 |
3.620 |
3.727 |
|
| S3 |
3.520 |
3.583 |
3.718 |
|
| S4 |
3.420 |
3.483 |
3.690 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.158 |
4.066 |
3.753 |
|
| R3 |
4.005 |
3.913 |
3.711 |
|
| R2 |
3.852 |
3.852 |
3.697 |
|
| R1 |
3.760 |
3.760 |
3.683 |
3.730 |
| PP |
3.699 |
3.699 |
3.699 |
3.683 |
| S1 |
3.607 |
3.607 |
3.655 |
3.577 |
| S2 |
3.546 |
3.546 |
3.641 |
|
| S3 |
3.393 |
3.454 |
3.627 |
|
| S4 |
3.240 |
3.301 |
3.585 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.183 |
|
2.618 |
4.020 |
|
1.618 |
3.920 |
|
1.000 |
3.858 |
|
0.618 |
3.820 |
|
HIGH |
3.758 |
|
0.618 |
3.720 |
|
0.500 |
3.708 |
|
0.382 |
3.696 |
|
LOW |
3.658 |
|
0.618 |
3.596 |
|
1.000 |
3.558 |
|
1.618 |
3.496 |
|
2.618 |
3.396 |
|
4.250 |
3.233 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.733 |
3.731 |
| PP |
3.720 |
3.717 |
| S1 |
3.708 |
3.704 |
|