NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.562 |
3.609 |
0.047 |
1.3% |
3.643 |
| High |
3.627 |
3.630 |
0.003 |
0.1% |
3.699 |
| Low |
3.513 |
3.480 |
-0.033 |
-0.9% |
3.470 |
| Close |
3.603 |
3.484 |
-0.119 |
-3.3% |
3.484 |
| Range |
0.114 |
0.150 |
0.036 |
31.6% |
0.229 |
| ATR |
0.115 |
0.117 |
0.003 |
2.2% |
0.000 |
| Volume |
168,598 |
159,284 |
-9,314 |
-5.5% |
579,975 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.981 |
3.883 |
3.567 |
|
| R3 |
3.831 |
3.733 |
3.525 |
|
| R2 |
3.681 |
3.681 |
3.512 |
|
| R1 |
3.583 |
3.583 |
3.498 |
3.557 |
| PP |
3.531 |
3.531 |
3.531 |
3.519 |
| S1 |
3.433 |
3.433 |
3.470 |
3.407 |
| S2 |
3.381 |
3.381 |
3.457 |
|
| S3 |
3.231 |
3.283 |
3.443 |
|
| S4 |
3.081 |
3.133 |
3.402 |
|
|
| 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 |
3.636 |
3.455 |
0.181 |
5.2% |
0.126 |
3.6% |
16% |
False |
False |
147,128 |
| 10 |
3.837 |
3.455 |
0.382 |
11.0% |
0.123 |
3.5% |
8% |
False |
False |
128,298 |
| 20 |
4.150 |
3.455 |
0.695 |
19.9% |
0.111 |
3.2% |
4% |
False |
False |
104,572 |
| 40 |
4.243 |
3.455 |
0.788 |
22.6% |
0.116 |
3.3% |
4% |
False |
False |
72,097 |
| 60 |
4.679 |
3.455 |
1.224 |
35.1% |
0.115 |
3.3% |
2% |
False |
False |
61,774 |
| 80 |
4.697 |
3.455 |
1.242 |
35.6% |
0.115 |
3.3% |
2% |
False |
False |
51,270 |
| 100 |
5.106 |
3.455 |
1.651 |
47.4% |
0.116 |
3.3% |
2% |
False |
False |
44,169 |
| 120 |
5.106 |
3.455 |
1.651 |
47.4% |
0.116 |
3.3% |
2% |
False |
False |
38,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.268 |
|
2.618 |
4.023 |
|
1.618 |
3.873 |
|
1.000 |
3.780 |
|
0.618 |
3.723 |
|
HIGH |
3.630 |
|
0.618 |
3.573 |
|
0.500 |
3.555 |
|
0.382 |
3.537 |
|
LOW |
3.480 |
|
0.618 |
3.387 |
|
1.000 |
3.330 |
|
1.618 |
3.237 |
|
2.618 |
3.087 |
|
4.250 |
2.843 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.555 |
3.543 |
| PP |
3.531 |
3.523 |
| S1 |
3.508 |
3.504 |
|