NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.930 |
3.932 |
0.002 |
0.1% |
3.838 |
| High |
3.978 |
3.955 |
-0.023 |
-0.6% |
3.940 |
| Low |
3.852 |
3.760 |
-0.092 |
-2.4% |
3.724 |
| Close |
3.934 |
3.781 |
-0.153 |
-3.9% |
3.923 |
| Range |
0.126 |
0.195 |
0.069 |
54.8% |
0.216 |
| ATR |
0.116 |
0.121 |
0.006 |
4.9% |
0.000 |
| Volume |
83,267 |
134,159 |
50,892 |
61.1% |
528,645 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.294 |
3.888 |
|
| R3 |
4.222 |
4.099 |
3.835 |
|
| R2 |
4.027 |
4.027 |
3.817 |
|
| R1 |
3.904 |
3.904 |
3.799 |
3.868 |
| PP |
3.832 |
3.832 |
3.832 |
3.814 |
| S1 |
3.709 |
3.709 |
3.763 |
3.673 |
| S2 |
3.637 |
3.637 |
3.745 |
|
| S3 |
3.442 |
3.514 |
3.727 |
|
| S4 |
3.247 |
3.319 |
3.674 |
|
|
| 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 |
6.7% |
0.145 |
3.8% |
22% |
False |
False |
123,586 |
| 10 |
3.978 |
3.724 |
0.254 |
6.7% |
0.121 |
3.2% |
22% |
False |
False |
96,880 |
| 20 |
4.039 |
3.724 |
0.315 |
8.3% |
0.120 |
3.2% |
18% |
False |
False |
84,666 |
| 40 |
4.370 |
3.724 |
0.646 |
17.1% |
0.109 |
2.9% |
9% |
False |
False |
60,726 |
| 60 |
4.516 |
3.724 |
0.792 |
20.9% |
0.111 |
2.9% |
7% |
False |
False |
48,322 |
| 80 |
4.871 |
3.724 |
1.147 |
30.3% |
0.109 |
2.9% |
5% |
False |
False |
39,997 |
| 100 |
5.156 |
3.724 |
1.432 |
37.9% |
0.110 |
2.9% |
4% |
False |
False |
33,713 |
| 120 |
5.283 |
3.724 |
1.559 |
41.2% |
0.112 |
3.0% |
4% |
False |
False |
29,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.784 |
|
2.618 |
4.466 |
|
1.618 |
4.271 |
|
1.000 |
4.150 |
|
0.618 |
4.076 |
|
HIGH |
3.955 |
|
0.618 |
3.881 |
|
0.500 |
3.858 |
|
0.382 |
3.834 |
|
LOW |
3.760 |
|
0.618 |
3.639 |
|
1.000 |
3.565 |
|
1.618 |
3.444 |
|
2.618 |
3.249 |
|
4.250 |
2.931 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.858 |
3.869 |
| PP |
3.832 |
3.840 |
| S1 |
3.807 |
3.810 |
|