NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.775 |
3.930 |
0.155 |
4.1% |
3.838 |
| High |
3.940 |
3.978 |
0.038 |
1.0% |
3.940 |
| Low |
3.771 |
3.852 |
0.081 |
2.1% |
3.724 |
| Close |
3.923 |
3.934 |
0.011 |
0.3% |
3.923 |
| Range |
0.169 |
0.126 |
-0.043 |
-25.4% |
0.216 |
| ATR |
0.115 |
0.116 |
0.001 |
0.7% |
0.000 |
| Volume |
159,448 |
83,267 |
-76,181 |
-47.8% |
528,645 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.299 |
4.243 |
4.003 |
|
| R3 |
4.173 |
4.117 |
3.969 |
|
| R2 |
4.047 |
4.047 |
3.957 |
|
| R1 |
3.991 |
3.991 |
3.946 |
4.019 |
| PP |
3.921 |
3.921 |
3.921 |
3.936 |
| S1 |
3.865 |
3.865 |
3.922 |
3.893 |
| S2 |
3.795 |
3.795 |
3.911 |
|
| S3 |
3.669 |
3.739 |
3.899 |
|
| S4 |
3.543 |
3.613 |
3.865 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.510 |
4.433 |
4.042 |
|
| R3 |
4.294 |
4.217 |
3.982 |
|
| R2 |
4.078 |
4.078 |
3.963 |
|
| R1 |
4.001 |
4.001 |
3.943 |
4.040 |
| PP |
3.862 |
3.862 |
3.862 |
3.882 |
| S1 |
3.785 |
3.785 |
3.903 |
3.824 |
| S2 |
3.646 |
3.646 |
3.883 |
|
| S3 |
3.430 |
3.569 |
3.864 |
|
| S4 |
3.214 |
3.353 |
3.804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.978 |
3.724 |
0.254 |
6.5% |
0.128 |
3.3% |
83% |
True |
False |
112,076 |
| 10 |
3.978 |
3.724 |
0.254 |
6.5% |
0.116 |
2.9% |
83% |
True |
False |
89,392 |
| 20 |
4.039 |
3.724 |
0.315 |
8.0% |
0.113 |
2.9% |
67% |
False |
False |
80,169 |
| 40 |
4.370 |
3.724 |
0.646 |
16.4% |
0.107 |
2.7% |
33% |
False |
False |
58,160 |
| 60 |
4.516 |
3.724 |
0.792 |
20.1% |
0.110 |
2.8% |
27% |
False |
False |
46,541 |
| 80 |
4.871 |
3.724 |
1.147 |
29.2% |
0.108 |
2.7% |
18% |
False |
False |
38,474 |
| 100 |
5.156 |
3.724 |
1.432 |
36.4% |
0.109 |
2.8% |
15% |
False |
False |
32,539 |
| 120 |
5.283 |
3.724 |
1.559 |
39.6% |
0.111 |
2.8% |
13% |
False |
False |
28,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.514 |
|
2.618 |
4.308 |
|
1.618 |
4.182 |
|
1.000 |
4.104 |
|
0.618 |
4.056 |
|
HIGH |
3.978 |
|
0.618 |
3.930 |
|
0.500 |
3.915 |
|
0.382 |
3.900 |
|
LOW |
3.852 |
|
0.618 |
3.774 |
|
1.000 |
3.726 |
|
1.618 |
3.648 |
|
2.618 |
3.522 |
|
4.250 |
3.317 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.906 |
| PP |
3.921 |
3.879 |
| S1 |
3.915 |
3.851 |
|