NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.486 |
3.562 |
0.076 |
2.2% |
3.643 |
| High |
3.568 |
3.627 |
0.059 |
1.7% |
3.699 |
| Low |
3.455 |
3.513 |
0.058 |
1.7% |
3.470 |
| Close |
3.541 |
3.603 |
0.062 |
1.8% |
3.484 |
| Range |
0.113 |
0.114 |
0.001 |
0.9% |
0.229 |
| ATR |
0.115 |
0.115 |
0.000 |
0.0% |
0.000 |
| Volume |
123,351 |
168,598 |
45,247 |
36.7% |
579,975 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.877 |
3.666 |
|
| R3 |
3.809 |
3.763 |
3.634 |
|
| R2 |
3.695 |
3.695 |
3.624 |
|
| R1 |
3.649 |
3.649 |
3.613 |
3.672 |
| PP |
3.581 |
3.581 |
3.581 |
3.593 |
| S1 |
3.535 |
3.535 |
3.593 |
3.558 |
| S2 |
3.467 |
3.467 |
3.582 |
|
| S3 |
3.353 |
3.421 |
3.572 |
|
| S4 |
3.239 |
3.307 |
3.540 |
|
|
| 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 |
6.6% |
0.124 |
3.4% |
62% |
False |
False |
135,651 |
| 10 |
3.881 |
3.455 |
0.426 |
11.8% |
0.118 |
3.3% |
35% |
False |
False |
121,550 |
| 20 |
4.175 |
3.455 |
0.720 |
20.0% |
0.111 |
3.1% |
21% |
False |
False |
99,315 |
| 40 |
4.243 |
3.455 |
0.788 |
21.9% |
0.116 |
3.2% |
19% |
False |
False |
68,939 |
| 60 |
4.679 |
3.455 |
1.224 |
34.0% |
0.114 |
3.2% |
12% |
False |
False |
59,494 |
| 80 |
4.697 |
3.455 |
1.242 |
34.5% |
0.115 |
3.2% |
12% |
False |
False |
49,435 |
| 100 |
5.106 |
3.455 |
1.651 |
45.8% |
0.116 |
3.2% |
9% |
False |
False |
42,659 |
| 120 |
5.106 |
3.455 |
1.651 |
45.8% |
0.115 |
3.2% |
9% |
False |
False |
37,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.112 |
|
2.618 |
3.925 |
|
1.618 |
3.811 |
|
1.000 |
3.741 |
|
0.618 |
3.697 |
|
HIGH |
3.627 |
|
0.618 |
3.583 |
|
0.500 |
3.570 |
|
0.382 |
3.557 |
|
LOW |
3.513 |
|
0.618 |
3.443 |
|
1.000 |
3.399 |
|
1.618 |
3.329 |
|
2.618 |
3.215 |
|
4.250 |
3.029 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.592 |
3.582 |
| PP |
3.581 |
3.562 |
| S1 |
3.570 |
3.541 |
|