NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.482 |
3.539 |
0.057 |
1.6% |
3.486 |
| High |
3.559 |
3.743 |
0.184 |
5.2% |
3.743 |
| Low |
3.447 |
3.512 |
0.065 |
1.9% |
3.447 |
| Close |
3.531 |
3.703 |
0.172 |
4.9% |
3.703 |
| Range |
0.112 |
0.231 |
0.119 |
106.3% |
0.296 |
| ATR |
0.117 |
0.125 |
0.008 |
7.0% |
0.000 |
| Volume |
145,116 |
175,404 |
30,288 |
20.9% |
771,753 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.346 |
4.255 |
3.830 |
|
| R3 |
4.115 |
4.024 |
3.767 |
|
| R2 |
3.884 |
3.884 |
3.745 |
|
| R1 |
3.793 |
3.793 |
3.724 |
3.839 |
| PP |
3.653 |
3.653 |
3.653 |
3.675 |
| S1 |
3.562 |
3.562 |
3.682 |
3.608 |
| S2 |
3.422 |
3.422 |
3.661 |
|
| S3 |
3.191 |
3.331 |
3.639 |
|
| S4 |
2.960 |
3.100 |
3.576 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.519 |
4.407 |
3.866 |
|
| R3 |
4.223 |
4.111 |
3.784 |
|
| R2 |
3.927 |
3.927 |
3.757 |
|
| R1 |
3.815 |
3.815 |
3.730 |
3.871 |
| PP |
3.631 |
3.631 |
3.631 |
3.659 |
| S1 |
3.519 |
3.519 |
3.676 |
3.575 |
| S2 |
3.335 |
3.335 |
3.649 |
|
| S3 |
3.039 |
3.223 |
3.622 |
|
| S4 |
2.743 |
2.927 |
3.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.743 |
3.447 |
0.296 |
8.0% |
0.144 |
3.9% |
86% |
True |
False |
154,350 |
| 10 |
3.743 |
3.447 |
0.296 |
8.0% |
0.129 |
3.5% |
86% |
True |
False |
135,172 |
| 20 |
3.964 |
3.447 |
0.517 |
14.0% |
0.116 |
3.1% |
50% |
False |
False |
112,170 |
| 40 |
4.243 |
3.447 |
0.796 |
21.5% |
0.119 |
3.2% |
32% |
False |
False |
78,196 |
| 60 |
4.556 |
3.447 |
1.109 |
29.9% |
0.115 |
3.1% |
23% |
False |
False |
66,569 |
| 80 |
4.697 |
3.447 |
1.250 |
33.8% |
0.117 |
3.2% |
20% |
False |
False |
55,052 |
| 100 |
5.106 |
3.447 |
1.659 |
44.8% |
0.117 |
3.2% |
15% |
False |
False |
47,237 |
| 120 |
5.106 |
3.447 |
1.659 |
44.8% |
0.117 |
3.2% |
15% |
False |
False |
41,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.725 |
|
2.618 |
4.348 |
|
1.618 |
4.117 |
|
1.000 |
3.974 |
|
0.618 |
3.886 |
|
HIGH |
3.743 |
|
0.618 |
3.655 |
|
0.500 |
3.628 |
|
0.382 |
3.600 |
|
LOW |
3.512 |
|
0.618 |
3.369 |
|
1.000 |
3.281 |
|
1.618 |
3.138 |
|
2.618 |
2.907 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.678 |
3.667 |
| PP |
3.653 |
3.631 |
| S1 |
3.628 |
3.595 |
|