NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.797 |
3.825 |
0.028 |
0.7% |
3.815 |
| High |
3.840 |
3.984 |
0.144 |
3.8% |
3.984 |
| Low |
3.747 |
3.793 |
0.046 |
1.2% |
3.747 |
| Close |
3.814 |
3.960 |
0.146 |
3.8% |
3.960 |
| Range |
0.093 |
0.191 |
0.098 |
105.4% |
0.237 |
| ATR |
0.101 |
0.107 |
0.006 |
6.4% |
0.000 |
| Volume |
83,941 |
90,228 |
6,287 |
7.5% |
414,641 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.485 |
4.414 |
4.065 |
|
| R3 |
4.294 |
4.223 |
4.013 |
|
| R2 |
4.103 |
4.103 |
3.995 |
|
| R1 |
4.032 |
4.032 |
3.978 |
4.068 |
| PP |
3.912 |
3.912 |
3.912 |
3.930 |
| S1 |
3.841 |
3.841 |
3.942 |
3.877 |
| S2 |
3.721 |
3.721 |
3.925 |
|
| S3 |
3.530 |
3.650 |
3.907 |
|
| S4 |
3.339 |
3.459 |
3.855 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.608 |
4.521 |
4.090 |
|
| R3 |
4.371 |
4.284 |
4.025 |
|
| R2 |
4.134 |
4.134 |
4.003 |
|
| R1 |
4.047 |
4.047 |
3.982 |
4.091 |
| PP |
3.897 |
3.897 |
3.897 |
3.919 |
| S1 |
3.810 |
3.810 |
3.938 |
3.854 |
| S2 |
3.660 |
3.660 |
3.917 |
|
| S3 |
3.423 |
3.573 |
3.895 |
|
| S4 |
3.186 |
3.336 |
3.830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.984 |
3.747 |
0.237 |
6.0% |
0.112 |
2.8% |
90% |
True |
False |
82,928 |
| 10 |
4.001 |
3.747 |
0.254 |
6.4% |
0.103 |
2.6% |
84% |
False |
False |
68,508 |
| 20 |
4.205 |
3.747 |
0.458 |
11.6% |
0.098 |
2.5% |
47% |
False |
False |
53,277 |
| 40 |
4.450 |
3.747 |
0.703 |
17.8% |
0.107 |
2.7% |
30% |
False |
False |
40,269 |
| 60 |
4.726 |
3.747 |
0.979 |
24.7% |
0.104 |
2.6% |
22% |
False |
False |
33,207 |
| 80 |
4.871 |
3.747 |
1.124 |
28.4% |
0.107 |
2.7% |
19% |
False |
False |
27,596 |
| 100 |
5.283 |
3.747 |
1.536 |
38.8% |
0.110 |
2.8% |
14% |
False |
False |
24,020 |
| 120 |
5.283 |
3.747 |
1.536 |
38.8% |
0.111 |
2.8% |
14% |
False |
False |
21,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.796 |
|
2.618 |
4.484 |
|
1.618 |
4.293 |
|
1.000 |
4.175 |
|
0.618 |
4.102 |
|
HIGH |
3.984 |
|
0.618 |
3.911 |
|
0.500 |
3.889 |
|
0.382 |
3.866 |
|
LOW |
3.793 |
|
0.618 |
3.675 |
|
1.000 |
3.602 |
|
1.618 |
3.484 |
|
2.618 |
3.293 |
|
4.250 |
2.981 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.936 |
3.929 |
| PP |
3.912 |
3.897 |
| S1 |
3.889 |
3.866 |
|