NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.959 |
3.920 |
-0.039 |
-1.0% |
4.110 |
| High |
3.990 |
4.010 |
0.020 |
0.5% |
4.143 |
| Low |
3.905 |
3.899 |
-0.006 |
-0.2% |
3.885 |
| Close |
3.920 |
3.977 |
0.057 |
1.5% |
3.950 |
| Range |
0.085 |
0.111 |
0.026 |
30.6% |
0.258 |
| ATR |
0.100 |
0.101 |
0.001 |
0.8% |
0.000 |
| Volume |
35,963 |
25,981 |
-9,982 |
-27.8% |
260,209 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.295 |
4.247 |
4.038 |
|
| R3 |
4.184 |
4.136 |
4.008 |
|
| R2 |
4.073 |
4.073 |
3.997 |
|
| R1 |
4.025 |
4.025 |
3.987 |
4.049 |
| PP |
3.962 |
3.962 |
3.962 |
3.974 |
| S1 |
3.914 |
3.914 |
3.967 |
3.938 |
| S2 |
3.851 |
3.851 |
3.957 |
|
| S3 |
3.740 |
3.803 |
3.946 |
|
| S4 |
3.629 |
3.692 |
3.916 |
|
|
| 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 |
4.027 |
3.885 |
0.142 |
3.6% |
0.089 |
2.2% |
65% |
False |
False |
40,730 |
| 10 |
4.143 |
3.885 |
0.258 |
6.5% |
0.107 |
2.7% |
36% |
False |
False |
61,743 |
| 20 |
4.239 |
3.885 |
0.354 |
8.9% |
0.099 |
2.5% |
26% |
False |
False |
56,950 |
| 40 |
4.564 |
3.885 |
0.679 |
17.1% |
0.103 |
2.6% |
14% |
False |
False |
42,964 |
| 60 |
4.636 |
3.885 |
0.751 |
18.9% |
0.103 |
2.6% |
12% |
False |
False |
36,122 |
| 80 |
4.962 |
3.885 |
1.077 |
27.1% |
0.103 |
2.6% |
9% |
False |
False |
31,116 |
| 100 |
5.356 |
3.885 |
1.471 |
37.0% |
0.105 |
2.6% |
6% |
False |
False |
27,508 |
| 120 |
5.356 |
3.885 |
1.471 |
37.0% |
0.105 |
2.6% |
6% |
False |
False |
24,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.482 |
|
2.618 |
4.301 |
|
1.618 |
4.190 |
|
1.000 |
4.121 |
|
0.618 |
4.079 |
|
HIGH |
4.010 |
|
0.618 |
3.968 |
|
0.500 |
3.955 |
|
0.382 |
3.941 |
|
LOW |
3.899 |
|
0.618 |
3.830 |
|
1.000 |
3.788 |
|
1.618 |
3.719 |
|
2.618 |
3.608 |
|
4.250 |
3.427 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.970 |
3.967 |
| PP |
3.962 |
3.957 |
| S1 |
3.955 |
3.948 |
|