NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.901 |
3.784 |
-0.117 |
-3.0% |
3.815 |
| High |
3.914 |
3.854 |
-0.060 |
-1.5% |
3.984 |
| Low |
3.775 |
3.784 |
0.009 |
0.2% |
3.747 |
| Close |
3.788 |
3.813 |
0.025 |
0.7% |
3.960 |
| Range |
0.139 |
0.070 |
-0.069 |
-49.6% |
0.237 |
| ATR |
0.114 |
0.111 |
-0.003 |
-2.8% |
0.000 |
| Volume |
59,274 |
68,598 |
9,324 |
15.7% |
414,641 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.990 |
3.852 |
|
| R3 |
3.957 |
3.920 |
3.832 |
|
| R2 |
3.887 |
3.887 |
3.826 |
|
| R1 |
3.850 |
3.850 |
3.819 |
3.869 |
| PP |
3.817 |
3.817 |
3.817 |
3.826 |
| S1 |
3.780 |
3.780 |
3.807 |
3.799 |
| S2 |
3.747 |
3.747 |
3.800 |
|
| S3 |
3.677 |
3.710 |
3.794 |
|
| S4 |
3.607 |
3.640 |
3.775 |
|
|
| 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 |
7.7% |
0.134 |
3.5% |
23% |
False |
False |
74,352 |
| 10 |
4.039 |
3.747 |
0.292 |
7.7% |
0.116 |
3.0% |
23% |
False |
False |
74,890 |
| 20 |
4.161 |
3.747 |
0.414 |
10.9% |
0.107 |
2.8% |
16% |
False |
False |
58,344 |
| 40 |
4.450 |
3.747 |
0.703 |
18.4% |
0.110 |
2.9% |
9% |
False |
False |
43,954 |
| 60 |
4.659 |
3.747 |
0.912 |
23.9% |
0.106 |
2.8% |
7% |
False |
False |
36,085 |
| 80 |
4.871 |
3.747 |
1.124 |
29.5% |
0.108 |
2.8% |
6% |
False |
False |
29,838 |
| 100 |
5.283 |
3.747 |
1.536 |
40.3% |
0.110 |
2.9% |
4% |
False |
False |
25,842 |
| 120 |
5.283 |
3.747 |
1.536 |
40.3% |
0.111 |
2.9% |
4% |
False |
False |
22,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.152 |
|
2.618 |
4.037 |
|
1.618 |
3.967 |
|
1.000 |
3.924 |
|
0.618 |
3.897 |
|
HIGH |
3.854 |
|
0.618 |
3.827 |
|
0.500 |
3.819 |
|
0.382 |
3.811 |
|
LOW |
3.784 |
|
0.618 |
3.741 |
|
1.000 |
3.714 |
|
1.618 |
3.671 |
|
2.618 |
3.601 |
|
4.250 |
3.487 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.819 |
3.907 |
| PP |
3.817 |
3.876 |
| S1 |
3.815 |
3.844 |
|