NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.010 |
4.008 |
-0.002 |
0.0% |
4.100 |
| High |
4.024 |
4.028 |
0.004 |
0.1% |
4.165 |
| Low |
3.940 |
3.944 |
0.004 |
0.1% |
3.989 |
| Close |
4.008 |
3.950 |
-0.058 |
-1.4% |
4.000 |
| Range |
0.084 |
0.084 |
0.000 |
0.0% |
0.176 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.8% |
0.000 |
| Volume |
85,114 |
118,507 |
33,393 |
39.2% |
241,058 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.172 |
3.996 |
|
| R3 |
4.142 |
4.088 |
3.973 |
|
| R2 |
4.058 |
4.058 |
3.965 |
|
| R1 |
4.004 |
4.004 |
3.958 |
3.989 |
| PP |
3.974 |
3.974 |
3.974 |
3.967 |
| S1 |
3.920 |
3.920 |
3.942 |
3.905 |
| S2 |
3.890 |
3.890 |
3.935 |
|
| S3 |
3.806 |
3.836 |
3.927 |
|
| S4 |
3.722 |
3.752 |
3.904 |
|
|
| 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 |
4.106 |
3.940 |
0.166 |
4.2% |
0.089 |
2.3% |
6% |
False |
False |
80,885 |
| 10 |
4.237 |
3.940 |
0.297 |
7.5% |
0.093 |
2.4% |
3% |
False |
False |
60,625 |
| 20 |
4.461 |
3.940 |
0.521 |
13.2% |
0.089 |
2.2% |
2% |
False |
False |
46,087 |
| 40 |
4.564 |
3.940 |
0.624 |
15.8% |
0.100 |
2.5% |
2% |
False |
False |
35,416 |
| 60 |
4.949 |
3.940 |
1.009 |
25.5% |
0.101 |
2.6% |
1% |
False |
False |
29,874 |
| 80 |
4.962 |
3.940 |
1.022 |
25.9% |
0.103 |
2.6% |
1% |
False |
False |
26,276 |
| 100 |
5.356 |
3.940 |
1.416 |
35.8% |
0.105 |
2.7% |
1% |
False |
False |
23,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.385 |
|
2.618 |
4.248 |
|
1.618 |
4.164 |
|
1.000 |
4.112 |
|
0.618 |
4.080 |
|
HIGH |
4.028 |
|
0.618 |
3.996 |
|
0.500 |
3.986 |
|
0.382 |
3.976 |
|
LOW |
3.944 |
|
0.618 |
3.892 |
|
1.000 |
3.860 |
|
1.618 |
3.808 |
|
2.618 |
3.724 |
|
4.250 |
3.587 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.986 |
3.995 |
| PP |
3.974 |
3.980 |
| S1 |
3.962 |
3.965 |
|