NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.859 |
3.797 |
-0.062 |
-1.6% |
3.940 |
| High |
3.881 |
3.840 |
-0.041 |
-1.1% |
4.001 |
| Low |
3.783 |
3.747 |
-0.036 |
-1.0% |
3.807 |
| Close |
3.787 |
3.814 |
0.027 |
0.7% |
3.820 |
| Range |
0.098 |
0.093 |
-0.005 |
-5.1% |
0.194 |
| ATR |
0.101 |
0.101 |
-0.001 |
-0.6% |
0.000 |
| Volume |
80,623 |
83,941 |
3,318 |
4.1% |
270,440 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.079 |
4.040 |
3.865 |
|
| R3 |
3.986 |
3.947 |
3.840 |
|
| R2 |
3.893 |
3.893 |
3.831 |
|
| R1 |
3.854 |
3.854 |
3.823 |
3.874 |
| PP |
3.800 |
3.800 |
3.800 |
3.810 |
| S1 |
3.761 |
3.761 |
3.805 |
3.781 |
| S2 |
3.707 |
3.707 |
3.797 |
|
| S3 |
3.614 |
3.668 |
3.788 |
|
| S4 |
3.521 |
3.575 |
3.763 |
|
|
| 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 |
3.916 |
3.747 |
0.169 |
4.4% |
0.096 |
2.5% |
40% |
False |
True |
79,406 |
| 10 |
4.056 |
3.747 |
0.309 |
8.1% |
0.095 |
2.5% |
22% |
False |
True |
63,504 |
| 20 |
4.206 |
3.747 |
0.459 |
12.0% |
0.092 |
2.4% |
15% |
False |
True |
50,234 |
| 40 |
4.450 |
3.747 |
0.703 |
18.4% |
0.105 |
2.8% |
10% |
False |
True |
38,504 |
| 60 |
4.837 |
3.747 |
1.090 |
28.6% |
0.104 |
2.7% |
6% |
False |
True |
31,884 |
| 80 |
4.871 |
3.747 |
1.124 |
29.5% |
0.106 |
2.8% |
6% |
False |
True |
26,537 |
| 100 |
5.283 |
3.747 |
1.536 |
40.3% |
0.109 |
2.9% |
4% |
False |
True |
23,152 |
| 120 |
5.283 |
3.747 |
1.536 |
40.3% |
0.110 |
2.9% |
4% |
False |
True |
20,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.235 |
|
2.618 |
4.083 |
|
1.618 |
3.990 |
|
1.000 |
3.933 |
|
0.618 |
3.897 |
|
HIGH |
3.840 |
|
0.618 |
3.804 |
|
0.500 |
3.794 |
|
0.382 |
3.783 |
|
LOW |
3.747 |
|
0.618 |
3.690 |
|
1.000 |
3.654 |
|
1.618 |
3.597 |
|
2.618 |
3.504 |
|
4.250 |
3.352 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.807 |
3.814 |
| PP |
3.800 |
3.814 |
| S1 |
3.794 |
3.814 |
|