NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.595 |
3.486 |
-0.109 |
-3.0% |
3.643 |
| High |
3.600 |
3.568 |
-0.032 |
-0.9% |
3.699 |
| Low |
3.470 |
3.455 |
-0.015 |
-0.4% |
3.470 |
| Close |
3.484 |
3.541 |
0.057 |
1.6% |
3.484 |
| Range |
0.130 |
0.113 |
-0.017 |
-13.1% |
0.229 |
| ATR |
0.115 |
0.115 |
0.000 |
-0.1% |
0.000 |
| Volume |
139,409 |
123,351 |
-16,058 |
-11.5% |
579,975 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.860 |
3.814 |
3.603 |
|
| R3 |
3.747 |
3.701 |
3.572 |
|
| R2 |
3.634 |
3.634 |
3.562 |
|
| R1 |
3.588 |
3.588 |
3.551 |
3.611 |
| PP |
3.521 |
3.521 |
3.521 |
3.533 |
| S1 |
3.475 |
3.475 |
3.531 |
3.498 |
| S2 |
3.408 |
3.408 |
3.520 |
|
| S3 |
3.295 |
3.362 |
3.510 |
|
| S4 |
3.182 |
3.249 |
3.479 |
|
|
| 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 |
3.692 |
3.455 |
0.237 |
6.7% |
0.114 |
3.2% |
36% |
False |
True |
119,536 |
| 10 |
3.926 |
3.455 |
0.471 |
13.3% |
0.116 |
3.3% |
18% |
False |
True |
116,047 |
| 20 |
4.175 |
3.455 |
0.720 |
20.3% |
0.113 |
3.2% |
12% |
False |
True |
93,499 |
| 40 |
4.243 |
3.455 |
0.788 |
22.3% |
0.115 |
3.3% |
11% |
False |
True |
65,445 |
| 60 |
4.697 |
3.455 |
1.242 |
35.1% |
0.114 |
3.2% |
7% |
False |
True |
57,143 |
| 80 |
4.697 |
3.455 |
1.242 |
35.1% |
0.115 |
3.2% |
7% |
False |
True |
47,505 |
| 100 |
5.106 |
3.455 |
1.651 |
46.6% |
0.116 |
3.3% |
5% |
False |
True |
41,011 |
| 120 |
5.106 |
3.455 |
1.651 |
46.6% |
0.115 |
3.2% |
5% |
False |
True |
36,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.048 |
|
2.618 |
3.864 |
|
1.618 |
3.751 |
|
1.000 |
3.681 |
|
0.618 |
3.638 |
|
HIGH |
3.568 |
|
0.618 |
3.525 |
|
0.500 |
3.512 |
|
0.382 |
3.498 |
|
LOW |
3.455 |
|
0.618 |
3.385 |
|
1.000 |
3.342 |
|
1.618 |
3.272 |
|
2.618 |
3.159 |
|
4.250 |
2.975 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.531 |
3.546 |
| PP |
3.521 |
3.544 |
| S1 |
3.512 |
3.543 |
|