NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.605 |
3.621 |
0.016 |
0.4% |
3.730 |
| High |
3.724 |
3.647 |
-0.077 |
-2.1% |
3.777 |
| Low |
3.571 |
3.549 |
-0.022 |
-0.6% |
3.532 |
| Close |
3.630 |
3.629 |
-0.001 |
0.0% |
3.629 |
| Range |
0.153 |
0.098 |
-0.055 |
-35.9% |
0.245 |
| ATR |
0.128 |
0.126 |
-0.002 |
-1.7% |
0.000 |
| Volume |
174,530 |
93,317 |
-81,213 |
-46.5% |
617,216 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.864 |
3.683 |
|
| R3 |
3.804 |
3.766 |
3.656 |
|
| R2 |
3.706 |
3.706 |
3.647 |
|
| R1 |
3.668 |
3.668 |
3.638 |
3.687 |
| PP |
3.608 |
3.608 |
3.608 |
3.618 |
| S1 |
3.570 |
3.570 |
3.620 |
3.589 |
| S2 |
3.510 |
3.510 |
3.611 |
|
| S3 |
3.412 |
3.472 |
3.602 |
|
| S4 |
3.314 |
3.374 |
3.575 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.381 |
4.250 |
3.764 |
|
| R3 |
4.136 |
4.005 |
3.696 |
|
| R2 |
3.891 |
3.891 |
3.674 |
|
| R1 |
3.760 |
3.760 |
3.651 |
3.703 |
| PP |
3.646 |
3.646 |
3.646 |
3.618 |
| S1 |
3.515 |
3.515 |
3.607 |
3.458 |
| S2 |
3.401 |
3.401 |
3.584 |
|
| S3 |
3.156 |
3.270 |
3.562 |
|
| S4 |
2.911 |
3.025 |
3.494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.532 |
0.245 |
6.8% |
0.130 |
3.6% |
40% |
False |
False |
123,443 |
| 10 |
3.777 |
3.447 |
0.330 |
9.1% |
0.137 |
3.8% |
55% |
False |
False |
138,896 |
| 20 |
3.926 |
3.447 |
0.479 |
13.2% |
0.127 |
3.5% |
38% |
False |
False |
125,260 |
| 40 |
4.243 |
3.447 |
0.796 |
21.9% |
0.123 |
3.4% |
23% |
False |
False |
89,667 |
| 60 |
4.354 |
3.447 |
0.907 |
25.0% |
0.118 |
3.3% |
20% |
False |
False |
75,246 |
| 80 |
4.697 |
3.447 |
1.250 |
34.4% |
0.119 |
3.3% |
15% |
False |
False |
62,093 |
| 100 |
5.106 |
3.447 |
1.659 |
45.7% |
0.118 |
3.2% |
11% |
False |
False |
52,800 |
| 120 |
5.106 |
3.447 |
1.659 |
45.7% |
0.119 |
3.3% |
11% |
False |
False |
45,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.904 |
|
1.618 |
3.806 |
|
1.000 |
3.745 |
|
0.618 |
3.708 |
|
HIGH |
3.647 |
|
0.618 |
3.610 |
|
0.500 |
3.598 |
|
0.382 |
3.586 |
|
LOW |
3.549 |
|
0.618 |
3.488 |
|
1.000 |
3.451 |
|
1.618 |
3.390 |
|
2.618 |
3.292 |
|
4.250 |
3.133 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.619 |
3.630 |
| PP |
3.608 |
3.630 |
| S1 |
3.598 |
3.629 |
|