NYMEX Natural Gas Future July 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.872 |
3.749 |
-0.123 |
-3.2% |
3.664 |
| High |
3.901 |
3.818 |
-0.083 |
-2.1% |
3.859 |
| Low |
3.732 |
3.736 |
0.004 |
0.1% |
3.658 |
| Close |
3.742 |
3.815 |
0.073 |
2.0% |
3.859 |
| Range |
0.169 |
0.082 |
-0.087 |
-51.5% |
0.201 |
| ATR |
0.091 |
0.091 |
-0.001 |
-0.7% |
0.000 |
| Volume |
610 |
2,467 |
1,857 |
304.4% |
10,522 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.036 |
4.007 |
3.860 |
|
| R3 |
3.954 |
3.925 |
3.838 |
|
| R2 |
3.872 |
3.872 |
3.830 |
|
| R1 |
3.843 |
3.843 |
3.823 |
3.858 |
| PP |
3.790 |
3.790 |
3.790 |
3.797 |
| S1 |
3.761 |
3.761 |
3.807 |
3.776 |
| S2 |
3.708 |
3.708 |
3.800 |
|
| S3 |
3.626 |
3.679 |
3.792 |
|
| S4 |
3.544 |
3.597 |
3.770 |
|
|
| 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 |
4.167 |
|
2.618 |
4.033 |
|
1.618 |
3.951 |
|
1.000 |
3.900 |
|
0.618 |
3.869 |
|
HIGH |
3.818 |
|
0.618 |
3.787 |
|
0.500 |
3.777 |
|
0.382 |
3.767 |
|
LOW |
3.736 |
|
0.618 |
3.685 |
|
1.000 |
3.654 |
|
1.618 |
3.603 |
|
2.618 |
3.521 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.817 |
| PP |
3.790 |
3.816 |
| S1 |
3.777 |
3.816 |
|