NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.927 |
3.949 |
0.022 |
0.6% |
4.018 |
| High |
3.955 |
3.980 |
0.025 |
0.6% |
4.161 |
| Low |
3.909 |
3.869 |
-0.040 |
-1.0% |
3.936 |
| Close |
3.944 |
3.884 |
-0.060 |
-1.5% |
3.962 |
| Range |
0.046 |
0.111 |
0.065 |
141.3% |
0.225 |
| ATR |
0.103 |
0.103 |
0.001 |
0.6% |
0.000 |
| Volume |
44,214 |
44,217 |
3 |
0.0% |
196,560 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.175 |
3.945 |
|
| R3 |
4.133 |
4.064 |
3.915 |
|
| R2 |
4.022 |
4.022 |
3.904 |
|
| R1 |
3.953 |
3.953 |
3.894 |
3.932 |
| PP |
3.911 |
3.911 |
3.911 |
3.901 |
| S1 |
3.842 |
3.842 |
3.874 |
3.821 |
| S2 |
3.800 |
3.800 |
3.864 |
|
| S3 |
3.689 |
3.731 |
3.853 |
|
| S4 |
3.578 |
3.620 |
3.823 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.553 |
4.086 |
|
| R3 |
4.470 |
4.328 |
4.024 |
|
| R2 |
4.245 |
4.245 |
4.003 |
|
| R1 |
4.103 |
4.103 |
3.983 |
4.062 |
| PP |
4.020 |
4.020 |
4.020 |
3.999 |
| S1 |
3.878 |
3.878 |
3.941 |
3.837 |
| S2 |
3.795 |
3.795 |
3.921 |
|
| S3 |
3.570 |
3.653 |
3.900 |
|
| S4 |
3.345 |
3.428 |
3.838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.100 |
3.869 |
0.231 |
5.9% |
0.107 |
2.8% |
6% |
False |
True |
45,613 |
| 10 |
4.161 |
3.869 |
0.292 |
7.5% |
0.098 |
2.5% |
5% |
False |
True |
41,798 |
| 20 |
4.370 |
3.869 |
0.501 |
12.9% |
0.097 |
2.5% |
3% |
False |
True |
36,855 |
| 40 |
4.516 |
3.869 |
0.647 |
16.7% |
0.106 |
2.7% |
2% |
False |
True |
30,549 |
| 60 |
4.871 |
3.869 |
1.002 |
25.8% |
0.105 |
2.7% |
1% |
False |
True |
25,644 |
| 80 |
5.037 |
3.869 |
1.168 |
30.1% |
0.107 |
2.8% |
1% |
False |
True |
21,421 |
| 100 |
5.283 |
3.869 |
1.414 |
36.4% |
0.110 |
2.8% |
1% |
False |
True |
18,853 |
| 120 |
5.283 |
3.869 |
1.414 |
36.4% |
0.109 |
2.8% |
1% |
False |
True |
16,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.452 |
|
2.618 |
4.271 |
|
1.618 |
4.160 |
|
1.000 |
4.091 |
|
0.618 |
4.049 |
|
HIGH |
3.980 |
|
0.618 |
3.938 |
|
0.500 |
3.925 |
|
0.382 |
3.911 |
|
LOW |
3.869 |
|
0.618 |
3.800 |
|
1.000 |
3.758 |
|
1.618 |
3.689 |
|
2.618 |
3.578 |
|
4.250 |
3.397 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.935 |
| PP |
3.911 |
3.918 |
| S1 |
3.898 |
3.901 |
|