NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.773 |
3.736 |
-0.037 |
-1.0% |
3.772 |
| High |
3.775 |
3.820 |
0.045 |
1.2% |
3.790 |
| Low |
3.718 |
3.688 |
-0.030 |
-0.8% |
3.637 |
| Close |
3.751 |
3.799 |
0.048 |
1.3% |
3.669 |
| Range |
0.057 |
0.132 |
0.075 |
131.6% |
0.153 |
| ATR |
0.084 |
0.087 |
0.003 |
4.1% |
0.000 |
| Volume |
3,321 |
2,003 |
-1,318 |
-39.7% |
12,747 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.114 |
3.872 |
|
| R3 |
4.033 |
3.982 |
3.835 |
|
| R2 |
3.901 |
3.901 |
3.823 |
|
| R1 |
3.850 |
3.850 |
3.811 |
3.876 |
| PP |
3.769 |
3.769 |
3.769 |
3.782 |
| S1 |
3.718 |
3.718 |
3.787 |
3.744 |
| S2 |
3.637 |
3.637 |
3.775 |
|
| S3 |
3.505 |
3.586 |
3.763 |
|
| S4 |
3.373 |
3.454 |
3.726 |
|
|
| 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 |
4.381 |
|
2.618 |
4.166 |
|
1.618 |
4.034 |
|
1.000 |
3.952 |
|
0.618 |
3.902 |
|
HIGH |
3.820 |
|
0.618 |
3.770 |
|
0.500 |
3.754 |
|
0.382 |
3.738 |
|
LOW |
3.688 |
|
0.618 |
3.606 |
|
1.000 |
3.556 |
|
1.618 |
3.474 |
|
2.618 |
3.342 |
|
4.250 |
3.127 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.784 |
3.779 |
| PP |
3.769 |
3.759 |
| S1 |
3.754 |
3.739 |
|