NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.730 |
3.688 |
-0.042 |
-1.1% |
3.486 |
| High |
3.777 |
3.698 |
-0.079 |
-2.1% |
3.743 |
| Low |
3.641 |
3.532 |
-0.109 |
-3.0% |
3.447 |
| Close |
3.690 |
3.553 |
-0.137 |
-3.7% |
3.703 |
| Range |
0.136 |
0.166 |
0.030 |
22.1% |
0.296 |
| ATR |
0.126 |
0.129 |
0.003 |
2.3% |
0.000 |
| Volume |
128,027 |
114,798 |
-13,229 |
-10.3% |
771,753 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
3.989 |
3.644 |
|
| R3 |
3.926 |
3.823 |
3.599 |
|
| R2 |
3.760 |
3.760 |
3.583 |
|
| R1 |
3.657 |
3.657 |
3.568 |
3.626 |
| PP |
3.594 |
3.594 |
3.594 |
3.579 |
| S1 |
3.491 |
3.491 |
3.538 |
3.460 |
| S2 |
3.428 |
3.428 |
3.523 |
|
| S3 |
3.262 |
3.325 |
3.507 |
|
| S4 |
3.096 |
3.159 |
3.462 |
|
|
| 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 |
3.777 |
3.447 |
0.330 |
9.3% |
0.159 |
4.5% |
32% |
False |
False |
144,525 |
| 10 |
3.777 |
3.447 |
0.330 |
9.3% |
0.142 |
4.0% |
32% |
False |
False |
140,088 |
| 20 |
3.926 |
3.447 |
0.479 |
13.5% |
0.122 |
3.4% |
22% |
False |
False |
118,524 |
| 40 |
4.243 |
3.447 |
0.796 |
22.4% |
0.123 |
3.5% |
13% |
False |
False |
82,857 |
| 60 |
4.495 |
3.447 |
1.048 |
29.5% |
0.117 |
3.3% |
10% |
False |
False |
69,982 |
| 80 |
4.697 |
3.447 |
1.250 |
35.2% |
0.118 |
3.3% |
8% |
False |
False |
57,771 |
| 100 |
5.106 |
3.447 |
1.659 |
46.7% |
0.118 |
3.3% |
6% |
False |
False |
49,511 |
| 120 |
5.106 |
3.447 |
1.659 |
46.7% |
0.118 |
3.3% |
6% |
False |
False |
43,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.404 |
|
2.618 |
4.133 |
|
1.618 |
3.967 |
|
1.000 |
3.864 |
|
0.618 |
3.801 |
|
HIGH |
3.698 |
|
0.618 |
3.635 |
|
0.500 |
3.615 |
|
0.382 |
3.595 |
|
LOW |
3.532 |
|
0.618 |
3.429 |
|
1.000 |
3.366 |
|
1.618 |
3.263 |
|
2.618 |
3.097 |
|
4.250 |
2.827 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.615 |
3.645 |
| PP |
3.594 |
3.614 |
| S1 |
3.574 |
3.584 |
|