NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.040 |
4.085 |
0.045 |
1.1% |
4.100 |
| High |
4.106 |
4.085 |
-0.021 |
-0.5% |
4.165 |
| Low |
4.009 |
3.989 |
-0.020 |
-0.5% |
3.989 |
| Close |
4.091 |
4.000 |
-0.091 |
-2.2% |
4.000 |
| Range |
0.097 |
0.096 |
-0.001 |
-1.0% |
0.176 |
| ATR |
0.097 |
0.097 |
0.000 |
0.4% |
0.000 |
| Volume |
47,909 |
64,182 |
16,273 |
34.0% |
241,058 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.252 |
4.053 |
|
| R3 |
4.217 |
4.156 |
4.026 |
|
| R2 |
4.121 |
4.121 |
4.018 |
|
| R1 |
4.060 |
4.060 |
4.009 |
4.043 |
| PP |
4.025 |
4.025 |
4.025 |
4.016 |
| S1 |
3.964 |
3.964 |
3.991 |
3.947 |
| S2 |
3.929 |
3.929 |
3.982 |
|
| S3 |
3.833 |
3.868 |
3.974 |
|
| S4 |
3.737 |
3.772 |
3.947 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.579 |
4.466 |
4.097 |
|
| R3 |
4.403 |
4.290 |
4.048 |
|
| R2 |
4.227 |
4.227 |
4.032 |
|
| R1 |
4.114 |
4.114 |
4.016 |
4.083 |
| PP |
4.051 |
4.051 |
4.051 |
4.036 |
| S1 |
3.938 |
3.938 |
3.984 |
3.907 |
| S2 |
3.875 |
3.875 |
3.968 |
|
| S3 |
3.699 |
3.762 |
3.952 |
|
| S4 |
3.523 |
3.586 |
3.903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.165 |
3.989 |
0.176 |
4.4% |
0.089 |
2.2% |
6% |
False |
True |
48,211 |
| 10 |
4.300 |
3.989 |
0.311 |
7.8% |
0.094 |
2.4% |
4% |
False |
True |
40,299 |
| 20 |
4.477 |
3.989 |
0.488 |
12.2% |
0.093 |
2.3% |
2% |
False |
True |
35,826 |
| 40 |
4.606 |
3.989 |
0.617 |
15.4% |
0.101 |
2.5% |
2% |
False |
True |
29,863 |
| 60 |
4.962 |
3.989 |
0.973 |
24.3% |
0.102 |
2.5% |
1% |
False |
True |
26,037 |
| 80 |
5.079 |
3.989 |
1.090 |
27.3% |
0.104 |
2.6% |
1% |
False |
True |
23,112 |
| 100 |
5.356 |
3.989 |
1.367 |
34.2% |
0.105 |
2.6% |
1% |
False |
True |
21,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.493 |
|
2.618 |
4.336 |
|
1.618 |
4.240 |
|
1.000 |
4.181 |
|
0.618 |
4.144 |
|
HIGH |
4.085 |
|
0.618 |
4.048 |
|
0.500 |
4.037 |
|
0.382 |
4.026 |
|
LOW |
3.989 |
|
0.618 |
3.930 |
|
1.000 |
3.893 |
|
1.618 |
3.834 |
|
2.618 |
3.738 |
|
4.250 |
3.581 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.037 |
4.068 |
| PP |
4.025 |
4.045 |
| S1 |
4.012 |
4.023 |
|