NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.609 |
3.482 |
-0.127 |
-3.5% |
3.643 |
| High |
3.630 |
3.559 |
-0.071 |
-2.0% |
3.699 |
| Low |
3.480 |
3.447 |
-0.033 |
-0.9% |
3.470 |
| Close |
3.484 |
3.531 |
0.047 |
1.3% |
3.484 |
| Range |
0.150 |
0.112 |
-0.038 |
-25.3% |
0.229 |
| ATR |
0.117 |
0.117 |
0.000 |
-0.3% |
0.000 |
| Volume |
159,284 |
145,116 |
-14,168 |
-8.9% |
579,975 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.848 |
3.802 |
3.593 |
|
| R3 |
3.736 |
3.690 |
3.562 |
|
| R2 |
3.624 |
3.624 |
3.552 |
|
| R1 |
3.578 |
3.578 |
3.541 |
3.601 |
| PP |
3.512 |
3.512 |
3.512 |
3.524 |
| S1 |
3.466 |
3.466 |
3.521 |
3.489 |
| S2 |
3.400 |
3.400 |
3.510 |
|
| S3 |
3.288 |
3.354 |
3.500 |
|
| S4 |
3.176 |
3.242 |
3.469 |
|
|
| 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 |
3.630 |
3.447 |
0.183 |
5.2% |
0.124 |
3.5% |
46% |
False |
True |
147,151 |
| 10 |
3.792 |
3.447 |
0.345 |
9.8% |
0.119 |
3.4% |
24% |
False |
True |
127,672 |
| 20 |
3.994 |
3.447 |
0.547 |
15.5% |
0.109 |
3.1% |
15% |
False |
True |
107,302 |
| 40 |
4.243 |
3.447 |
0.796 |
22.5% |
0.117 |
3.3% |
11% |
False |
True |
74,618 |
| 60 |
4.670 |
3.447 |
1.223 |
34.6% |
0.115 |
3.3% |
7% |
False |
True |
63,960 |
| 80 |
4.697 |
3.447 |
1.250 |
35.4% |
0.116 |
3.3% |
7% |
False |
True |
52,968 |
| 100 |
5.106 |
3.447 |
1.659 |
47.0% |
0.116 |
3.3% |
5% |
False |
True |
45,549 |
| 120 |
5.106 |
3.447 |
1.659 |
47.0% |
0.116 |
3.3% |
5% |
False |
True |
39,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.035 |
|
2.618 |
3.852 |
|
1.618 |
3.740 |
|
1.000 |
3.671 |
|
0.618 |
3.628 |
|
HIGH |
3.559 |
|
0.618 |
3.516 |
|
0.500 |
3.503 |
|
0.382 |
3.490 |
|
LOW |
3.447 |
|
0.618 |
3.378 |
|
1.000 |
3.335 |
|
1.618 |
3.266 |
|
2.618 |
3.154 |
|
4.250 |
2.971 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.522 |
3.539 |
| PP |
3.512 |
3.536 |
| S1 |
3.503 |
3.534 |
|