NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.932 |
3.772 |
-0.160 |
-4.1% |
3.838 |
| High |
3.955 |
3.804 |
-0.151 |
-3.8% |
3.940 |
| Low |
3.760 |
3.730 |
-0.030 |
-0.8% |
3.724 |
| Close |
3.781 |
3.749 |
-0.032 |
-0.8% |
3.923 |
| Range |
0.195 |
0.074 |
-0.121 |
-62.1% |
0.216 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.8% |
0.000 |
| Volume |
134,159 |
75,982 |
-58,177 |
-43.4% |
528,645 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.983 |
3.940 |
3.790 |
|
| R3 |
3.909 |
3.866 |
3.769 |
|
| R2 |
3.835 |
3.835 |
3.763 |
|
| R1 |
3.792 |
3.792 |
3.756 |
3.777 |
| PP |
3.761 |
3.761 |
3.761 |
3.753 |
| S1 |
3.718 |
3.718 |
3.742 |
3.703 |
| S2 |
3.687 |
3.687 |
3.735 |
|
| S3 |
3.613 |
3.644 |
3.729 |
|
| S4 |
3.539 |
3.570 |
3.708 |
|
|
| 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 |
6.8% |
0.135 |
3.6% |
10% |
False |
False |
120,502 |
| 10 |
3.978 |
3.724 |
0.254 |
6.8% |
0.122 |
3.2% |
10% |
False |
False |
97,619 |
| 20 |
4.039 |
3.724 |
0.315 |
8.4% |
0.119 |
3.2% |
8% |
False |
False |
86,254 |
| 40 |
4.370 |
3.724 |
0.646 |
17.2% |
0.108 |
2.9% |
4% |
False |
False |
61,555 |
| 60 |
4.516 |
3.724 |
0.792 |
21.1% |
0.110 |
2.9% |
3% |
False |
False |
49,117 |
| 80 |
4.871 |
3.724 |
1.147 |
30.6% |
0.108 |
2.9% |
2% |
False |
False |
40,797 |
| 100 |
5.037 |
3.724 |
1.313 |
35.0% |
0.109 |
2.9% |
2% |
False |
False |
34,388 |
| 120 |
5.283 |
3.724 |
1.559 |
41.6% |
0.112 |
3.0% |
2% |
False |
False |
30,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.119 |
|
2.618 |
3.998 |
|
1.618 |
3.924 |
|
1.000 |
3.878 |
|
0.618 |
3.850 |
|
HIGH |
3.804 |
|
0.618 |
3.776 |
|
0.500 |
3.767 |
|
0.382 |
3.758 |
|
LOW |
3.730 |
|
0.618 |
3.684 |
|
1.000 |
3.656 |
|
1.618 |
3.610 |
|
2.618 |
3.536 |
|
4.250 |
3.416 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.767 |
3.854 |
| PP |
3.761 |
3.819 |
| S1 |
3.755 |
3.784 |
|