NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.825 |
4.024 |
0.199 |
5.2% |
3.815 |
| High |
3.984 |
4.039 |
0.055 |
1.4% |
3.984 |
| Low |
3.793 |
3.863 |
0.070 |
1.8% |
3.747 |
| Close |
3.960 |
3.903 |
-0.057 |
-1.4% |
3.960 |
| Range |
0.191 |
0.176 |
-0.015 |
-7.9% |
0.237 |
| ATR |
0.107 |
0.112 |
0.005 |
4.6% |
0.000 |
| Volume |
90,228 |
69,722 |
-20,506 |
-22.7% |
414,641 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.463 |
4.359 |
4.000 |
|
| R3 |
4.287 |
4.183 |
3.951 |
|
| R2 |
4.111 |
4.111 |
3.935 |
|
| R1 |
4.007 |
4.007 |
3.919 |
3.971 |
| PP |
3.935 |
3.935 |
3.935 |
3.917 |
| S1 |
3.831 |
3.831 |
3.887 |
3.795 |
| S2 |
3.759 |
3.759 |
3.871 |
|
| S3 |
3.583 |
3.655 |
3.855 |
|
| S4 |
3.407 |
3.479 |
3.806 |
|
|
| 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 |
4.039 |
3.747 |
0.292 |
7.5% |
0.128 |
3.3% |
53% |
True |
False |
83,667 |
| 10 |
4.039 |
3.747 |
0.292 |
7.5% |
0.111 |
2.8% |
53% |
True |
False |
70,946 |
| 20 |
4.205 |
3.747 |
0.458 |
11.7% |
0.104 |
2.7% |
34% |
False |
False |
55,365 |
| 40 |
4.450 |
3.747 |
0.703 |
18.0% |
0.110 |
2.8% |
22% |
False |
False |
41,416 |
| 60 |
4.710 |
3.747 |
0.963 |
24.7% |
0.106 |
2.7% |
16% |
False |
False |
34,201 |
| 80 |
4.871 |
3.747 |
1.124 |
28.8% |
0.107 |
2.7% |
14% |
False |
False |
28,405 |
| 100 |
5.283 |
3.747 |
1.536 |
39.4% |
0.111 |
2.8% |
10% |
False |
False |
24,681 |
| 120 |
5.283 |
3.747 |
1.536 |
39.4% |
0.111 |
2.9% |
10% |
False |
False |
21,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.787 |
|
2.618 |
4.500 |
|
1.618 |
4.324 |
|
1.000 |
4.215 |
|
0.618 |
4.148 |
|
HIGH |
4.039 |
|
0.618 |
3.972 |
|
0.500 |
3.951 |
|
0.382 |
3.930 |
|
LOW |
3.863 |
|
0.618 |
3.754 |
|
1.000 |
3.687 |
|
1.618 |
3.578 |
|
2.618 |
3.402 |
|
4.250 |
3.115 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.951 |
3.900 |
| PP |
3.935 |
3.896 |
| S1 |
3.919 |
3.893 |
|