NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 26-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.601 |
3.660 |
0.059 |
1.6% |
3.730 |
High |
3.700 |
3.693 |
-0.007 |
-0.2% |
3.777 |
Low |
3.581 |
3.564 |
-0.017 |
-0.5% |
3.532 |
Close |
3.658 |
3.590 |
-0.068 |
-1.9% |
3.629 |
Range |
0.119 |
0.129 |
0.010 |
8.4% |
0.245 |
ATR |
0.123 |
0.123 |
0.000 |
0.3% |
0.000 |
Volume |
80,798 |
56,948 |
-23,850 |
-29.5% |
617,216 |
|
Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.003 |
3.925 |
3.661 |
|
R3 |
3.874 |
3.796 |
3.625 |
|
R2 |
3.745 |
3.745 |
3.614 |
|
R1 |
3.667 |
3.667 |
3.602 |
3.642 |
PP |
3.616 |
3.616 |
3.616 |
3.603 |
S1 |
3.538 |
3.538 |
3.578 |
3.513 |
S2 |
3.487 |
3.487 |
3.566 |
|
S3 |
3.358 |
3.409 |
3.555 |
|
S4 |
3.229 |
3.280 |
3.519 |
|
|
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 |
3.549 |
0.175 |
4.9% |
0.117 |
3.3% |
23% |
False |
False |
96,310 |
10 |
3.777 |
3.447 |
0.330 |
9.2% |
0.133 |
3.7% |
43% |
False |
False |
115,144 |
20 |
3.837 |
3.447 |
0.390 |
10.9% |
0.128 |
3.6% |
37% |
False |
False |
121,721 |
40 |
4.243 |
3.447 |
0.796 |
22.2% |
0.123 |
3.4% |
18% |
False |
False |
92,355 |
60 |
4.306 |
3.447 |
0.859 |
23.9% |
0.120 |
3.3% |
17% |
False |
False |
77,465 |
80 |
4.697 |
3.447 |
1.250 |
34.8% |
0.118 |
3.3% |
11% |
False |
False |
64,214 |
100 |
5.106 |
3.447 |
1.659 |
46.2% |
0.118 |
3.3% |
9% |
False |
False |
54,256 |
120 |
5.106 |
3.447 |
1.659 |
46.2% |
0.117 |
3.3% |
9% |
False |
False |
47,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.241 |
2.618 |
4.031 |
1.618 |
3.902 |
1.000 |
3.822 |
0.618 |
3.773 |
HIGH |
3.693 |
0.618 |
3.644 |
0.500 |
3.629 |
0.382 |
3.613 |
LOW |
3.564 |
0.618 |
3.484 |
1.000 |
3.435 |
1.618 |
3.355 |
2.618 |
3.226 |
4.250 |
3.016 |
|
|
Fisher Pivots for day following 26-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.629 |
3.632 |
PP |
3.616 |
3.618 |
S1 |
3.603 |
3.604 |
|