NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.565 |
3.595 |
0.030 |
0.8% |
3.643 |
| High |
3.636 |
3.600 |
-0.036 |
-1.0% |
3.699 |
| Low |
3.512 |
3.470 |
-0.042 |
-1.2% |
3.470 |
| Close |
3.598 |
3.484 |
-0.114 |
-3.2% |
3.484 |
| Range |
0.124 |
0.130 |
0.006 |
4.8% |
0.229 |
| ATR |
0.114 |
0.115 |
0.001 |
1.0% |
0.000 |
| Volume |
145,001 |
139,409 |
-5,592 |
-3.9% |
579,975 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.908 |
3.826 |
3.556 |
|
| R3 |
3.778 |
3.696 |
3.520 |
|
| R2 |
3.648 |
3.648 |
3.508 |
|
| R1 |
3.566 |
3.566 |
3.496 |
3.542 |
| PP |
3.518 |
3.518 |
3.518 |
3.506 |
| S1 |
3.436 |
3.436 |
3.472 |
3.412 |
| S2 |
3.388 |
3.388 |
3.460 |
|
| S3 |
3.258 |
3.306 |
3.448 |
|
| S4 |
3.128 |
3.176 |
3.413 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.090 |
3.610 |
|
| R3 |
4.009 |
3.861 |
3.547 |
|
| R2 |
3.780 |
3.780 |
3.526 |
|
| R1 |
3.632 |
3.632 |
3.505 |
3.592 |
| PP |
3.551 |
3.551 |
3.551 |
3.531 |
| S1 |
3.403 |
3.403 |
3.463 |
3.363 |
| S2 |
3.322 |
3.322 |
3.442 |
|
| S3 |
3.093 |
3.174 |
3.421 |
|
| S4 |
2.864 |
2.945 |
3.358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.699 |
3.470 |
0.229 |
6.6% |
0.113 |
3.3% |
6% |
False |
True |
115,995 |
| 10 |
3.926 |
3.470 |
0.456 |
13.1% |
0.117 |
3.4% |
3% |
False |
True |
111,623 |
| 20 |
4.175 |
3.470 |
0.705 |
20.2% |
0.112 |
3.2% |
2% |
False |
True |
89,677 |
| 40 |
4.306 |
3.470 |
0.836 |
24.0% |
0.115 |
3.3% |
2% |
False |
True |
64,305 |
| 60 |
4.697 |
3.470 |
1.227 |
35.2% |
0.114 |
3.3% |
1% |
False |
True |
55,599 |
| 80 |
4.801 |
3.470 |
1.331 |
38.2% |
0.115 |
3.3% |
1% |
False |
True |
46,099 |
| 100 |
5.106 |
3.470 |
1.636 |
47.0% |
0.115 |
3.3% |
1% |
False |
True |
39,859 |
| 120 |
5.106 |
3.470 |
1.636 |
47.0% |
0.115 |
3.3% |
1% |
False |
True |
35,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.153 |
|
2.618 |
3.940 |
|
1.618 |
3.810 |
|
1.000 |
3.730 |
|
0.618 |
3.680 |
|
HIGH |
3.600 |
|
0.618 |
3.550 |
|
0.500 |
3.535 |
|
0.382 |
3.520 |
|
LOW |
3.470 |
|
0.618 |
3.390 |
|
1.000 |
3.340 |
|
1.618 |
3.260 |
|
2.618 |
3.130 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.535 |
3.581 |
| PP |
3.518 |
3.549 |
| S1 |
3.501 |
3.516 |
|