NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.859 |
0.015 |
0.4% |
3.940 |
| High |
3.867 |
3.881 |
0.014 |
0.4% |
4.001 |
| Low |
3.784 |
3.783 |
-0.001 |
0.0% |
3.807 |
| Close |
3.859 |
3.787 |
-0.072 |
-1.9% |
3.820 |
| Range |
0.083 |
0.098 |
0.015 |
18.1% |
0.194 |
| ATR |
0.102 |
0.101 |
0.000 |
-0.3% |
0.000 |
| Volume |
93,821 |
80,623 |
-13,198 |
-14.1% |
270,440 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
4.047 |
3.841 |
|
| R3 |
4.013 |
3.949 |
3.814 |
|
| R2 |
3.915 |
3.915 |
3.805 |
|
| R1 |
3.851 |
3.851 |
3.796 |
3.834 |
| PP |
3.817 |
3.817 |
3.817 |
3.809 |
| S1 |
3.753 |
3.753 |
3.778 |
3.736 |
| S2 |
3.719 |
3.719 |
3.769 |
|
| S3 |
3.621 |
3.655 |
3.760 |
|
| S4 |
3.523 |
3.557 |
3.733 |
|
|
| 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 |
3.943 |
3.783 |
0.160 |
4.2% |
0.098 |
2.6% |
3% |
False |
True |
75,427 |
| 10 |
4.100 |
3.783 |
0.317 |
8.4% |
0.102 |
2.7% |
1% |
False |
True |
60,520 |
| 20 |
4.347 |
3.783 |
0.564 |
14.9% |
0.095 |
2.5% |
1% |
False |
True |
47,969 |
| 40 |
4.450 |
3.783 |
0.667 |
17.6% |
0.105 |
2.8% |
1% |
False |
True |
37,021 |
| 60 |
4.851 |
3.783 |
1.068 |
28.2% |
0.105 |
2.8% |
0% |
False |
True |
30,644 |
| 80 |
4.871 |
3.783 |
1.088 |
28.7% |
0.106 |
2.8% |
0% |
False |
True |
25,602 |
| 100 |
5.283 |
3.783 |
1.500 |
39.6% |
0.110 |
2.9% |
0% |
False |
True |
22,377 |
| 120 |
5.283 |
3.783 |
1.500 |
39.6% |
0.109 |
2.9% |
0% |
False |
True |
19,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.298 |
|
2.618 |
4.138 |
|
1.618 |
4.040 |
|
1.000 |
3.979 |
|
0.618 |
3.942 |
|
HIGH |
3.881 |
|
0.618 |
3.844 |
|
0.500 |
3.832 |
|
0.382 |
3.820 |
|
LOW |
3.783 |
|
0.618 |
3.722 |
|
1.000 |
3.685 |
|
1.618 |
3.624 |
|
2.618 |
3.526 |
|
4.250 |
3.367 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.832 |
3.832 |
| PP |
3.817 |
3.817 |
| S1 |
3.802 |
3.802 |
|