NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.654 |
3.565 |
-0.089 |
-2.4% |
3.765 |
| High |
3.692 |
3.636 |
-0.056 |
-1.5% |
3.926 |
| Low |
3.553 |
3.512 |
-0.041 |
-1.2% |
3.663 |
| Close |
3.570 |
3.598 |
0.028 |
0.8% |
3.666 |
| Range |
0.139 |
0.124 |
-0.015 |
-10.8% |
0.263 |
| ATR |
0.113 |
0.114 |
0.001 |
0.7% |
0.000 |
| Volume |
101,899 |
145,001 |
43,102 |
42.3% |
536,262 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.954 |
3.900 |
3.666 |
|
| R3 |
3.830 |
3.776 |
3.632 |
|
| R2 |
3.706 |
3.706 |
3.621 |
|
| R1 |
3.652 |
3.652 |
3.609 |
3.679 |
| PP |
3.582 |
3.582 |
3.582 |
3.596 |
| S1 |
3.528 |
3.528 |
3.587 |
3.555 |
| S2 |
3.458 |
3.458 |
3.575 |
|
| S3 |
3.334 |
3.404 |
3.564 |
|
| S4 |
3.210 |
3.280 |
3.530 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.541 |
4.366 |
3.811 |
|
| R3 |
4.278 |
4.103 |
3.738 |
|
| R2 |
4.015 |
4.015 |
3.714 |
|
| R1 |
3.840 |
3.840 |
3.690 |
3.796 |
| PP |
3.752 |
3.752 |
3.752 |
3.730 |
| S1 |
3.577 |
3.577 |
3.642 |
3.533 |
| S2 |
3.489 |
3.489 |
3.618 |
|
| S3 |
3.226 |
3.314 |
3.594 |
|
| S4 |
2.963 |
3.051 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.792 |
3.512 |
0.280 |
7.8% |
0.113 |
3.1% |
31% |
False |
True |
108,193 |
| 10 |
3.926 |
3.512 |
0.414 |
11.5% |
0.111 |
3.1% |
21% |
False |
True |
103,957 |
| 20 |
4.175 |
3.512 |
0.663 |
18.4% |
0.110 |
3.1% |
13% |
False |
True |
84,662 |
| 40 |
4.306 |
3.512 |
0.794 |
22.1% |
0.116 |
3.2% |
11% |
False |
True |
62,672 |
| 60 |
4.697 |
3.512 |
1.185 |
32.9% |
0.115 |
3.2% |
7% |
False |
True |
53,699 |
| 80 |
4.817 |
3.512 |
1.305 |
36.3% |
0.114 |
3.2% |
7% |
False |
True |
44,518 |
| 100 |
5.106 |
3.512 |
1.594 |
44.3% |
0.116 |
3.2% |
5% |
False |
True |
38,529 |
| 120 |
5.106 |
3.512 |
1.594 |
44.3% |
0.115 |
3.2% |
5% |
False |
True |
33,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.163 |
|
2.618 |
3.961 |
|
1.618 |
3.837 |
|
1.000 |
3.760 |
|
0.618 |
3.713 |
|
HIGH |
3.636 |
|
0.618 |
3.589 |
|
0.500 |
3.574 |
|
0.382 |
3.559 |
|
LOW |
3.512 |
|
0.618 |
3.435 |
|
1.000 |
3.388 |
|
1.618 |
3.311 |
|
2.618 |
3.187 |
|
4.250 |
2.985 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.590 |
3.602 |
| PP |
3.582 |
3.601 |
| S1 |
3.574 |
3.599 |
|