NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.635 |
3.601 |
-0.034 |
-0.9% |
3.730 |
| High |
3.678 |
3.700 |
0.022 |
0.6% |
3.777 |
| Low |
3.591 |
3.581 |
-0.010 |
-0.3% |
3.532 |
| Close |
3.603 |
3.658 |
0.055 |
1.5% |
3.629 |
| Range |
0.087 |
0.119 |
0.032 |
36.8% |
0.245 |
| ATR |
0.123 |
0.123 |
0.000 |
-0.3% |
0.000 |
| Volume |
75,959 |
80,798 |
4,839 |
6.4% |
617,216 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.003 |
3.950 |
3.723 |
|
| R3 |
3.884 |
3.831 |
3.691 |
|
| R2 |
3.765 |
3.765 |
3.680 |
|
| R1 |
3.712 |
3.712 |
3.669 |
3.739 |
| PP |
3.646 |
3.646 |
3.646 |
3.660 |
| S1 |
3.593 |
3.593 |
3.647 |
3.620 |
| S2 |
3.527 |
3.527 |
3.636 |
|
| S3 |
3.408 |
3.474 |
3.625 |
|
| S4 |
3.289 |
3.355 |
3.593 |
|
|
| 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 |
3.536 |
0.188 |
5.1% |
0.111 |
3.0% |
65% |
False |
False |
106,229 |
| 10 |
3.777 |
3.447 |
0.330 |
9.0% |
0.135 |
3.7% |
64% |
False |
False |
125,377 |
| 20 |
3.881 |
3.447 |
0.434 |
11.9% |
0.126 |
3.5% |
49% |
False |
False |
123,464 |
| 40 |
4.243 |
3.447 |
0.796 |
21.8% |
0.123 |
3.4% |
27% |
False |
False |
91,622 |
| 60 |
4.340 |
3.447 |
0.893 |
24.4% |
0.119 |
3.3% |
24% |
False |
False |
76,971 |
| 80 |
4.697 |
3.447 |
1.250 |
34.2% |
0.118 |
3.2% |
17% |
False |
False |
63,662 |
| 100 |
5.106 |
3.447 |
1.659 |
45.4% |
0.117 |
3.2% |
13% |
False |
False |
53,864 |
| 120 |
5.106 |
3.447 |
1.659 |
45.4% |
0.117 |
3.2% |
13% |
False |
False |
46,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.206 |
|
2.618 |
4.012 |
|
1.618 |
3.893 |
|
1.000 |
3.819 |
|
0.618 |
3.774 |
|
HIGH |
3.700 |
|
0.618 |
3.655 |
|
0.500 |
3.641 |
|
0.382 |
3.626 |
|
LOW |
3.581 |
|
0.618 |
3.507 |
|
1.000 |
3.462 |
|
1.618 |
3.388 |
|
2.618 |
3.269 |
|
4.250 |
3.075 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.652 |
3.647 |
| PP |
3.646 |
3.636 |
| S1 |
3.641 |
3.625 |
|