NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.736 |
3.823 |
0.087 |
2.3% |
3.664 |
| High |
3.820 |
3.859 |
0.039 |
1.0% |
3.859 |
| Low |
3.688 |
3.823 |
0.135 |
3.7% |
3.658 |
| Close |
3.799 |
3.859 |
0.060 |
1.6% |
3.859 |
| Range |
0.132 |
0.036 |
-0.096 |
-72.7% |
0.201 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.2% |
0.000 |
| Volume |
2,003 |
2,130 |
127 |
6.3% |
10,522 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.955 |
3.943 |
3.879 |
|
| R3 |
3.919 |
3.907 |
3.869 |
|
| R2 |
3.883 |
3.883 |
3.866 |
|
| R1 |
3.871 |
3.871 |
3.862 |
3.877 |
| PP |
3.847 |
3.847 |
3.847 |
3.850 |
| S1 |
3.835 |
3.835 |
3.856 |
3.841 |
| S2 |
3.811 |
3.811 |
3.852 |
|
| S3 |
3.775 |
3.799 |
3.849 |
|
| S4 |
3.739 |
3.763 |
3.839 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.395 |
4.328 |
3.970 |
|
| R3 |
4.194 |
4.127 |
3.914 |
|
| R2 |
3.993 |
3.993 |
3.896 |
|
| R1 |
3.926 |
3.926 |
3.877 |
3.960 |
| PP |
3.792 |
3.792 |
3.792 |
3.809 |
| S1 |
3.725 |
3.725 |
3.841 |
3.759 |
| S2 |
3.591 |
3.591 |
3.822 |
|
| S3 |
3.390 |
3.524 |
3.804 |
|
| S4 |
3.189 |
3.323 |
3.748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.012 |
|
2.618 |
3.953 |
|
1.618 |
3.917 |
|
1.000 |
3.895 |
|
0.618 |
3.881 |
|
HIGH |
3.859 |
|
0.618 |
3.845 |
|
0.500 |
3.841 |
|
0.382 |
3.837 |
|
LOW |
3.823 |
|
0.618 |
3.801 |
|
1.000 |
3.787 |
|
1.618 |
3.765 |
|
2.618 |
3.729 |
|
4.250 |
3.670 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.853 |
3.831 |
| PP |
3.847 |
3.802 |
| S1 |
3.841 |
3.774 |
|