NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.590 |
-0.070 |
-1.9% |
3.730 |
| High |
3.693 |
3.600 |
-0.093 |
-2.5% |
3.777 |
| Low |
3.564 |
3.495 |
-0.069 |
-1.9% |
3.532 |
| Close |
3.590 |
3.500 |
-0.090 |
-2.5% |
3.629 |
| Range |
0.129 |
0.105 |
-0.024 |
-18.6% |
0.245 |
| ATR |
0.123 |
0.122 |
-0.001 |
-1.1% |
0.000 |
| Volume |
56,948 |
17,499 |
-39,449 |
-69.3% |
617,216 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.847 |
3.778 |
3.558 |
|
| R3 |
3.742 |
3.673 |
3.529 |
|
| R2 |
3.637 |
3.637 |
3.519 |
|
| R1 |
3.568 |
3.568 |
3.510 |
3.550 |
| PP |
3.532 |
3.532 |
3.532 |
3.523 |
| S1 |
3.463 |
3.463 |
3.490 |
3.445 |
| S2 |
3.427 |
3.427 |
3.481 |
|
| S3 |
3.322 |
3.358 |
3.471 |
|
| S4 |
3.217 |
3.253 |
3.442 |
|
|
| 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 |
3.700 |
3.495 |
0.205 |
5.9% |
0.108 |
3.1% |
2% |
False |
True |
64,904 |
| 10 |
3.777 |
3.495 |
0.282 |
8.1% |
0.132 |
3.8% |
2% |
False |
True |
102,382 |
| 20 |
3.792 |
3.447 |
0.345 |
9.9% |
0.125 |
3.6% |
15% |
False |
False |
115,027 |
| 40 |
4.243 |
3.447 |
0.796 |
22.7% |
0.121 |
3.4% |
7% |
False |
False |
91,847 |
| 60 |
4.306 |
3.447 |
0.859 |
24.5% |
0.120 |
3.4% |
6% |
False |
False |
77,197 |
| 80 |
4.697 |
3.447 |
1.250 |
35.7% |
0.118 |
3.4% |
4% |
False |
False |
64,044 |
| 100 |
5.106 |
3.447 |
1.659 |
47.4% |
0.118 |
3.4% |
3% |
False |
False |
54,253 |
| 120 |
5.106 |
3.447 |
1.659 |
47.4% |
0.117 |
3.3% |
3% |
False |
False |
47,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.875 |
|
1.618 |
3.770 |
|
1.000 |
3.705 |
|
0.618 |
3.665 |
|
HIGH |
3.600 |
|
0.618 |
3.560 |
|
0.500 |
3.548 |
|
0.382 |
3.535 |
|
LOW |
3.495 |
|
0.618 |
3.430 |
|
1.000 |
3.390 |
|
1.618 |
3.325 |
|
2.618 |
3.220 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.548 |
3.598 |
| PP |
3.532 |
3.565 |
| S1 |
3.516 |
3.533 |
|