NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.008 |
3.956 |
-0.052 |
-1.3% |
4.100 |
| High |
4.028 |
3.995 |
-0.033 |
-0.8% |
4.165 |
| Low |
3.944 |
3.908 |
-0.036 |
-0.9% |
3.989 |
| Close |
3.950 |
3.971 |
0.021 |
0.5% |
4.000 |
| Range |
0.084 |
0.087 |
0.003 |
3.6% |
0.176 |
| ATR |
0.094 |
0.094 |
-0.001 |
-0.6% |
0.000 |
| Volume |
118,507 |
92,625 |
-25,882 |
-21.8% |
241,058 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.182 |
4.019 |
|
| R3 |
4.132 |
4.095 |
3.995 |
|
| R2 |
4.045 |
4.045 |
3.987 |
|
| R1 |
4.008 |
4.008 |
3.979 |
4.027 |
| PP |
3.958 |
3.958 |
3.958 |
3.967 |
| S1 |
3.921 |
3.921 |
3.963 |
3.940 |
| S2 |
3.871 |
3.871 |
3.955 |
|
| S3 |
3.784 |
3.834 |
3.947 |
|
| S4 |
3.697 |
3.747 |
3.923 |
|
|
| 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 |
4.085 |
3.908 |
0.177 |
4.5% |
0.087 |
2.2% |
36% |
False |
True |
89,828 |
| 10 |
4.204 |
3.908 |
0.296 |
7.5% |
0.087 |
2.2% |
21% |
False |
True |
66,912 |
| 20 |
4.350 |
3.908 |
0.442 |
11.1% |
0.085 |
2.1% |
14% |
False |
True |
49,283 |
| 40 |
4.564 |
3.908 |
0.656 |
16.5% |
0.101 |
2.5% |
10% |
False |
True |
37,047 |
| 60 |
4.934 |
3.908 |
1.026 |
25.8% |
0.101 |
2.5% |
6% |
False |
True |
31,249 |
| 80 |
4.962 |
3.908 |
1.054 |
26.5% |
0.103 |
2.6% |
6% |
False |
True |
27,297 |
| 100 |
5.356 |
3.908 |
1.448 |
36.5% |
0.104 |
2.6% |
4% |
False |
True |
24,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
4.223 |
|
1.618 |
4.136 |
|
1.000 |
4.082 |
|
0.618 |
4.049 |
|
HIGH |
3.995 |
|
0.618 |
3.962 |
|
0.500 |
3.952 |
|
0.382 |
3.941 |
|
LOW |
3.908 |
|
0.618 |
3.854 |
|
1.000 |
3.821 |
|
1.618 |
3.767 |
|
2.618 |
3.680 |
|
4.250 |
3.538 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.965 |
3.970 |
| PP |
3.958 |
3.969 |
| S1 |
3.952 |
3.968 |
|