NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.815 |
3.844 |
0.029 |
0.8% |
3.940 |
| High |
3.881 |
3.867 |
-0.014 |
-0.4% |
4.001 |
| Low |
3.785 |
3.784 |
-0.001 |
0.0% |
3.807 |
| Close |
3.843 |
3.859 |
0.016 |
0.4% |
3.820 |
| Range |
0.096 |
0.083 |
-0.013 |
-13.5% |
0.194 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.4% |
0.000 |
| Volume |
66,028 |
93,821 |
27,793 |
42.1% |
270,440 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.086 |
4.055 |
3.905 |
|
| R3 |
4.003 |
3.972 |
3.882 |
|
| R2 |
3.920 |
3.920 |
3.874 |
|
| R1 |
3.889 |
3.889 |
3.867 |
3.905 |
| PP |
3.837 |
3.837 |
3.837 |
3.844 |
| S1 |
3.806 |
3.806 |
3.851 |
3.822 |
| S2 |
3.754 |
3.754 |
3.844 |
|
| S3 |
3.671 |
3.723 |
3.836 |
|
| S4 |
3.588 |
3.640 |
3.813 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.333 |
3.927 |
|
| R3 |
4.264 |
4.139 |
3.873 |
|
| R2 |
4.070 |
4.070 |
3.856 |
|
| R1 |
3.945 |
3.945 |
3.838 |
3.911 |
| PP |
3.876 |
3.876 |
3.876 |
3.859 |
| S1 |
3.751 |
3.751 |
3.802 |
3.717 |
| S2 |
3.682 |
3.682 |
3.784 |
|
| S3 |
3.488 |
3.557 |
3.767 |
|
| S4 |
3.294 |
3.363 |
3.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.980 |
3.784 |
0.196 |
5.1% |
0.100 |
2.6% |
38% |
False |
True |
68,146 |
| 10 |
4.107 |
3.784 |
0.323 |
8.4% |
0.101 |
2.6% |
23% |
False |
True |
55,540 |
| 20 |
4.370 |
3.784 |
0.586 |
15.2% |
0.097 |
2.5% |
13% |
False |
True |
45,351 |
| 40 |
4.450 |
3.784 |
0.666 |
17.3% |
0.105 |
2.7% |
11% |
False |
True |
35,519 |
| 60 |
4.851 |
3.784 |
1.067 |
27.6% |
0.104 |
2.7% |
7% |
False |
True |
29,515 |
| 80 |
4.871 |
3.784 |
1.087 |
28.2% |
0.106 |
2.8% |
7% |
False |
True |
24,722 |
| 100 |
5.283 |
3.784 |
1.499 |
38.8% |
0.110 |
2.9% |
5% |
False |
True |
21,622 |
| 120 |
5.283 |
3.784 |
1.499 |
38.8% |
0.109 |
2.8% |
5% |
False |
True |
19,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.220 |
|
2.618 |
4.084 |
|
1.618 |
4.001 |
|
1.000 |
3.950 |
|
0.618 |
3.918 |
|
HIGH |
3.867 |
|
0.618 |
3.835 |
|
0.500 |
3.826 |
|
0.382 |
3.816 |
|
LOW |
3.784 |
|
0.618 |
3.733 |
|
1.000 |
3.701 |
|
1.618 |
3.650 |
|
2.618 |
3.567 |
|
4.250 |
3.431 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.848 |
3.856 |
| PP |
3.837 |
3.853 |
| S1 |
3.826 |
3.850 |
|