NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.775 |
-0.078 |
-2.0% |
4.024 |
| High |
3.880 |
3.834 |
-0.046 |
-1.2% |
4.039 |
| Low |
3.756 |
3.724 |
-0.032 |
-0.9% |
3.749 |
| Close |
3.775 |
3.764 |
-0.011 |
-0.3% |
3.826 |
| Range |
0.124 |
0.110 |
-0.014 |
-11.3% |
0.290 |
| ATR |
0.110 |
0.110 |
0.000 |
0.0% |
0.000 |
| Volume |
91,401 |
149,656 |
58,255 |
63.7% |
351,734 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.104 |
4.044 |
3.825 |
|
| R3 |
3.994 |
3.934 |
3.794 |
|
| R2 |
3.884 |
3.884 |
3.784 |
|
| R1 |
3.824 |
3.824 |
3.774 |
3.799 |
| PP |
3.774 |
3.774 |
3.774 |
3.762 |
| S1 |
3.714 |
3.714 |
3.754 |
3.689 |
| S2 |
3.664 |
3.664 |
3.744 |
|
| S3 |
3.554 |
3.604 |
3.734 |
|
| S4 |
3.444 |
3.494 |
3.704 |
|
|
| 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 |
3.888 |
3.724 |
0.164 |
4.4% |
0.107 |
2.8% |
24% |
False |
True |
84,361 |
| 10 |
4.039 |
3.724 |
0.315 |
8.4% |
0.123 |
3.3% |
13% |
False |
True |
81,115 |
| 20 |
4.056 |
3.724 |
0.332 |
8.8% |
0.109 |
2.9% |
12% |
False |
True |
72,310 |
| 40 |
4.450 |
3.724 |
0.726 |
19.3% |
0.108 |
2.9% |
6% |
False |
True |
53,555 |
| 60 |
4.516 |
3.724 |
0.792 |
21.0% |
0.109 |
2.9% |
5% |
False |
True |
43,504 |
| 80 |
4.871 |
3.724 |
1.147 |
30.5% |
0.108 |
2.9% |
3% |
False |
True |
35,783 |
| 100 |
5.283 |
3.724 |
1.559 |
41.4% |
0.111 |
2.9% |
3% |
False |
True |
30,333 |
| 120 |
5.283 |
3.724 |
1.559 |
41.4% |
0.110 |
2.9% |
3% |
False |
True |
26,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.302 |
|
2.618 |
4.122 |
|
1.618 |
4.012 |
|
1.000 |
3.944 |
|
0.618 |
3.902 |
|
HIGH |
3.834 |
|
0.618 |
3.792 |
|
0.500 |
3.779 |
|
0.382 |
3.766 |
|
LOW |
3.724 |
|
0.618 |
3.656 |
|
1.000 |
3.614 |
|
1.618 |
3.546 |
|
2.618 |
3.436 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.779 |
3.806 |
| PP |
3.774 |
3.792 |
| S1 |
3.769 |
3.778 |
|