NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.956 |
3.959 |
0.003 |
0.1% |
4.110 |
| High |
3.965 |
3.990 |
0.025 |
0.6% |
4.143 |
| Low |
3.885 |
3.905 |
0.020 |
0.5% |
3.885 |
| Close |
3.950 |
3.920 |
-0.030 |
-0.8% |
3.950 |
| Range |
0.080 |
0.085 |
0.005 |
6.3% |
0.258 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.1% |
0.000 |
| Volume |
61,141 |
35,963 |
-25,178 |
-41.2% |
260,209 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.193 |
4.142 |
3.967 |
|
| R3 |
4.108 |
4.057 |
3.943 |
|
| R2 |
4.023 |
4.023 |
3.936 |
|
| R1 |
3.972 |
3.972 |
3.928 |
3.955 |
| PP |
3.938 |
3.938 |
3.938 |
3.930 |
| S1 |
3.887 |
3.887 |
3.912 |
3.870 |
| S2 |
3.853 |
3.853 |
3.904 |
|
| S3 |
3.768 |
3.802 |
3.897 |
|
| S4 |
3.683 |
3.717 |
3.873 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.767 |
4.616 |
4.092 |
|
| R3 |
4.509 |
4.358 |
4.021 |
|
| R2 |
4.251 |
4.251 |
3.997 |
|
| R1 |
4.100 |
4.100 |
3.974 |
4.047 |
| PP |
3.993 |
3.993 |
3.993 |
3.966 |
| S1 |
3.842 |
3.842 |
3.926 |
3.789 |
| S2 |
3.735 |
3.735 |
3.903 |
|
| S3 |
3.477 |
3.584 |
3.879 |
|
| S4 |
3.219 |
3.326 |
3.808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.047 |
3.885 |
0.162 |
4.1% |
0.092 |
2.4% |
22% |
False |
False |
44,967 |
| 10 |
4.143 |
3.885 |
0.258 |
6.6% |
0.105 |
2.7% |
14% |
False |
False |
67,656 |
| 20 |
4.300 |
3.885 |
0.415 |
10.6% |
0.098 |
2.5% |
8% |
False |
False |
57,024 |
| 40 |
4.564 |
3.885 |
0.679 |
17.3% |
0.103 |
2.6% |
5% |
False |
False |
42,959 |
| 60 |
4.636 |
3.885 |
0.751 |
19.2% |
0.102 |
2.6% |
5% |
False |
False |
35,924 |
| 80 |
4.962 |
3.885 |
1.077 |
27.5% |
0.103 |
2.6% |
3% |
False |
False |
31,042 |
| 100 |
5.356 |
3.885 |
1.471 |
37.5% |
0.104 |
2.7% |
2% |
False |
False |
27,534 |
| 120 |
5.356 |
3.885 |
1.471 |
37.5% |
0.107 |
2.7% |
2% |
False |
False |
24,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.213 |
|
1.618 |
4.128 |
|
1.000 |
4.075 |
|
0.618 |
4.043 |
|
HIGH |
3.990 |
|
0.618 |
3.958 |
|
0.500 |
3.948 |
|
0.382 |
3.937 |
|
LOW |
3.905 |
|
0.618 |
3.852 |
|
1.000 |
3.820 |
|
1.618 |
3.767 |
|
2.618 |
3.682 |
|
4.250 |
3.544 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.948 |
3.956 |
| PP |
3.938 |
3.944 |
| S1 |
3.929 |
3.932 |
|