NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.664 |
3.773 |
0.109 |
3.0% |
3.772 |
| High |
3.758 |
3.775 |
0.017 |
0.5% |
3.790 |
| Low |
3.658 |
3.718 |
0.060 |
1.6% |
3.637 |
| Close |
3.745 |
3.751 |
0.006 |
0.2% |
3.669 |
| Range |
0.100 |
0.057 |
-0.043 |
-43.0% |
0.153 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.4% |
0.000 |
| Volume |
3,068 |
3,321 |
253 |
8.2% |
12,747 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.919 |
3.892 |
3.782 |
|
| R3 |
3.862 |
3.835 |
3.767 |
|
| R2 |
3.805 |
3.805 |
3.761 |
|
| R1 |
3.778 |
3.778 |
3.756 |
3.763 |
| PP |
3.748 |
3.748 |
3.748 |
3.741 |
| S1 |
3.721 |
3.721 |
3.746 |
3.706 |
| S2 |
3.691 |
3.691 |
3.741 |
|
| S3 |
3.634 |
3.664 |
3.735 |
|
| S4 |
3.577 |
3.607 |
3.720 |
|
|
| 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 |
4.017 |
|
2.618 |
3.924 |
|
1.618 |
3.867 |
|
1.000 |
3.832 |
|
0.618 |
3.810 |
|
HIGH |
3.775 |
|
0.618 |
3.753 |
|
0.500 |
3.747 |
|
0.382 |
3.740 |
|
LOW |
3.718 |
|
0.618 |
3.683 |
|
1.000 |
3.661 |
|
1.618 |
3.626 |
|
2.618 |
3.569 |
|
4.250 |
3.476 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.750 |
3.738 |
| PP |
3.748 |
3.725 |
| S1 |
3.747 |
3.712 |
|