NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.605 |
0.055 |
1.5% |
3.486 |
| High |
3.635 |
3.724 |
0.089 |
2.4% |
3.743 |
| Low |
3.536 |
3.571 |
0.035 |
1.0% |
3.447 |
| Close |
3.586 |
3.630 |
0.044 |
1.2% |
3.703 |
| Range |
0.099 |
0.153 |
0.054 |
54.5% |
0.296 |
| ATR |
0.126 |
0.128 |
0.002 |
1.5% |
0.000 |
| Volume |
106,544 |
174,530 |
67,986 |
63.8% |
771,753 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.101 |
4.018 |
3.714 |
|
| R3 |
3.948 |
3.865 |
3.672 |
|
| R2 |
3.795 |
3.795 |
3.658 |
|
| R1 |
3.712 |
3.712 |
3.644 |
3.754 |
| PP |
3.642 |
3.642 |
3.642 |
3.662 |
| S1 |
3.559 |
3.559 |
3.616 |
3.601 |
| S2 |
3.489 |
3.489 |
3.602 |
|
| S3 |
3.336 |
3.406 |
3.588 |
|
| S4 |
3.183 |
3.253 |
3.546 |
|
|
| 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 |
3.512 |
0.265 |
7.3% |
0.157 |
4.3% |
45% |
False |
False |
139,860 |
| 10 |
3.777 |
3.447 |
0.330 |
9.1% |
0.140 |
3.9% |
55% |
False |
False |
143,506 |
| 20 |
3.926 |
3.447 |
0.479 |
13.2% |
0.125 |
3.5% |
38% |
False |
False |
123,731 |
| 40 |
4.243 |
3.447 |
0.796 |
21.9% |
0.123 |
3.4% |
23% |
False |
False |
88,026 |
| 60 |
4.460 |
3.447 |
1.013 |
27.9% |
0.119 |
3.3% |
18% |
False |
False |
74,045 |
| 80 |
4.697 |
3.447 |
1.250 |
34.4% |
0.119 |
3.3% |
15% |
False |
False |
61,068 |
| 100 |
5.106 |
3.447 |
1.659 |
45.7% |
0.117 |
3.2% |
11% |
False |
False |
52,075 |
| 120 |
5.106 |
3.447 |
1.659 |
45.7% |
0.118 |
3.3% |
11% |
False |
False |
45,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.374 |
|
2.618 |
4.125 |
|
1.618 |
3.972 |
|
1.000 |
3.877 |
|
0.618 |
3.819 |
|
HIGH |
3.724 |
|
0.618 |
3.666 |
|
0.500 |
3.648 |
|
0.382 |
3.629 |
|
LOW |
3.571 |
|
0.618 |
3.476 |
|
1.000 |
3.418 |
|
1.618 |
3.323 |
|
2.618 |
3.170 |
|
4.250 |
2.921 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.629 |
| PP |
3.642 |
3.629 |
| S1 |
3.636 |
3.628 |
|