NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.621 |
3.635 |
0.014 |
0.4% |
3.730 |
| High |
3.647 |
3.678 |
0.031 |
0.9% |
3.777 |
| Low |
3.549 |
3.591 |
0.042 |
1.2% |
3.532 |
| Close |
3.629 |
3.603 |
-0.026 |
-0.7% |
3.629 |
| Range |
0.098 |
0.087 |
-0.011 |
-11.2% |
0.245 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.2% |
0.000 |
| Volume |
93,317 |
75,959 |
-17,358 |
-18.6% |
617,216 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.831 |
3.651 |
|
| R3 |
3.798 |
3.744 |
3.627 |
|
| R2 |
3.711 |
3.711 |
3.619 |
|
| R1 |
3.657 |
3.657 |
3.611 |
3.641 |
| PP |
3.624 |
3.624 |
3.624 |
3.616 |
| S1 |
3.570 |
3.570 |
3.595 |
3.554 |
| S2 |
3.537 |
3.537 |
3.587 |
|
| S3 |
3.450 |
3.483 |
3.579 |
|
| S4 |
3.363 |
3.396 |
3.555 |
|
|
| 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 |
3.724 |
3.532 |
0.192 |
5.3% |
0.121 |
3.3% |
37% |
False |
False |
113,029 |
| 10 |
3.777 |
3.447 |
0.330 |
9.2% |
0.135 |
3.7% |
47% |
False |
False |
134,157 |
| 20 |
3.926 |
3.447 |
0.479 |
13.3% |
0.125 |
3.5% |
33% |
False |
False |
125,102 |
| 40 |
4.243 |
3.447 |
0.796 |
22.1% |
0.123 |
3.4% |
20% |
False |
False |
90,393 |
| 60 |
4.340 |
3.447 |
0.893 |
24.8% |
0.118 |
3.3% |
17% |
False |
False |
76,039 |
| 80 |
4.697 |
3.447 |
1.250 |
34.7% |
0.118 |
3.3% |
12% |
False |
False |
62,886 |
| 100 |
5.106 |
3.447 |
1.659 |
46.0% |
0.117 |
3.2% |
9% |
False |
False |
53,434 |
| 120 |
5.106 |
3.447 |
1.659 |
46.0% |
0.119 |
3.3% |
9% |
False |
False |
46,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.048 |
|
2.618 |
3.906 |
|
1.618 |
3.819 |
|
1.000 |
3.765 |
|
0.618 |
3.732 |
|
HIGH |
3.678 |
|
0.618 |
3.645 |
|
0.500 |
3.635 |
|
0.382 |
3.624 |
|
LOW |
3.591 |
|
0.618 |
3.537 |
|
1.000 |
3.504 |
|
1.618 |
3.450 |
|
2.618 |
3.363 |
|
4.250 |
3.221 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.637 |
| PP |
3.624 |
3.625 |
| S1 |
3.614 |
3.614 |
|