NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.827 |
3.838 |
0.011 |
0.3% |
4.024 |
| High |
3.848 |
3.865 |
0.017 |
0.4% |
4.039 |
| Low |
3.749 |
3.776 |
0.027 |
0.7% |
3.749 |
| Close |
3.826 |
3.794 |
-0.032 |
-0.8% |
3.826 |
| Range |
0.099 |
0.089 |
-0.010 |
-10.1% |
0.290 |
| ATR |
0.110 |
0.109 |
-0.002 |
-1.4% |
0.000 |
| Volume |
52,608 |
51,528 |
-1,080 |
-2.1% |
351,734 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.079 |
4.025 |
3.843 |
|
| R3 |
3.990 |
3.936 |
3.818 |
|
| R2 |
3.901 |
3.901 |
3.810 |
|
| R1 |
3.847 |
3.847 |
3.802 |
3.830 |
| PP |
3.812 |
3.812 |
3.812 |
3.803 |
| S1 |
3.758 |
3.758 |
3.786 |
3.741 |
| S2 |
3.723 |
3.723 |
3.778 |
|
| S3 |
3.634 |
3.669 |
3.770 |
|
| S4 |
3.545 |
3.580 |
3.745 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.741 |
4.574 |
3.986 |
|
| R3 |
4.451 |
4.284 |
3.906 |
|
| R2 |
4.161 |
4.161 |
3.879 |
|
| R1 |
3.994 |
3.994 |
3.853 |
3.933 |
| PP |
3.871 |
3.871 |
3.871 |
3.841 |
| S1 |
3.704 |
3.704 |
3.799 |
3.643 |
| S2 |
3.581 |
3.581 |
3.773 |
|
| S3 |
3.291 |
3.414 |
3.746 |
|
| S4 |
3.001 |
3.124 |
3.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.749 |
0.165 |
4.3% |
0.103 |
2.7% |
27% |
False |
False |
66,708 |
| 10 |
4.039 |
3.747 |
0.292 |
7.7% |
0.115 |
3.0% |
16% |
False |
False |
75,187 |
| 20 |
4.161 |
3.747 |
0.414 |
10.9% |
0.109 |
2.9% |
11% |
False |
False |
62,670 |
| 40 |
4.450 |
3.747 |
0.703 |
18.5% |
0.109 |
2.9% |
7% |
False |
False |
47,263 |
| 60 |
4.537 |
3.747 |
0.790 |
20.8% |
0.107 |
2.8% |
6% |
False |
False |
39,024 |
| 80 |
4.871 |
3.747 |
1.124 |
29.6% |
0.107 |
2.8% |
4% |
False |
False |
32,162 |
| 100 |
5.283 |
3.747 |
1.536 |
40.5% |
0.110 |
2.9% |
3% |
False |
False |
27,608 |
| 120 |
5.283 |
3.747 |
1.536 |
40.5% |
0.112 |
2.9% |
3% |
False |
False |
24,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.243 |
|
2.618 |
4.098 |
|
1.618 |
4.009 |
|
1.000 |
3.954 |
|
0.618 |
3.920 |
|
HIGH |
3.865 |
|
0.618 |
3.831 |
|
0.500 |
3.821 |
|
0.382 |
3.810 |
|
LOW |
3.776 |
|
0.618 |
3.721 |
|
1.000 |
3.687 |
|
1.618 |
3.632 |
|
2.618 |
3.543 |
|
4.250 |
3.398 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.821 |
3.828 |
| PP |
3.812 |
3.816 |
| S1 |
3.803 |
3.805 |
|