NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
4.010 |
0.020 |
0.5% |
4.100 |
| High |
4.050 |
4.024 |
-0.026 |
-0.6% |
4.165 |
| Low |
3.966 |
3.940 |
-0.026 |
-0.7% |
3.989 |
| Close |
4.006 |
4.008 |
0.002 |
0.0% |
4.000 |
| Range |
0.084 |
0.084 |
0.000 |
0.0% |
0.176 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.9% |
0.000 |
| Volume |
88,714 |
85,114 |
-3,600 |
-4.1% |
241,058 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.209 |
4.054 |
|
| R3 |
4.159 |
4.125 |
4.031 |
|
| R2 |
4.075 |
4.075 |
4.023 |
|
| R1 |
4.041 |
4.041 |
4.016 |
4.016 |
| PP |
3.991 |
3.991 |
3.991 |
3.978 |
| S1 |
3.957 |
3.957 |
4.000 |
3.932 |
| S2 |
3.907 |
3.907 |
3.993 |
|
| S3 |
3.823 |
3.873 |
3.985 |
|
| S4 |
3.739 |
3.789 |
3.962 |
|
|
| 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 |
4.146 |
3.940 |
0.206 |
5.1% |
0.093 |
2.3% |
33% |
False |
True |
65,346 |
| 10 |
4.239 |
3.940 |
0.299 |
7.5% |
0.092 |
2.3% |
23% |
False |
True |
52,156 |
| 20 |
4.477 |
3.940 |
0.537 |
13.4% |
0.091 |
2.3% |
13% |
False |
True |
41,721 |
| 40 |
4.564 |
3.940 |
0.624 |
15.6% |
0.101 |
2.5% |
11% |
False |
True |
33,093 |
| 60 |
4.949 |
3.940 |
1.009 |
25.2% |
0.101 |
2.5% |
7% |
False |
True |
28,181 |
| 80 |
4.962 |
3.940 |
1.022 |
25.5% |
0.102 |
2.6% |
7% |
False |
True |
24,944 |
| 100 |
5.356 |
3.940 |
1.416 |
35.3% |
0.106 |
2.6% |
5% |
False |
True |
22,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.381 |
|
2.618 |
4.244 |
|
1.618 |
4.160 |
|
1.000 |
4.108 |
|
0.618 |
4.076 |
|
HIGH |
4.024 |
|
0.618 |
3.992 |
|
0.500 |
3.982 |
|
0.382 |
3.972 |
|
LOW |
3.940 |
|
0.618 |
3.888 |
|
1.000 |
3.856 |
|
1.618 |
3.804 |
|
2.618 |
3.720 |
|
4.250 |
3.583 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.999 |
4.013 |
| PP |
3.991 |
4.011 |
| S1 |
3.982 |
4.010 |
|