NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.920 |
3.980 |
0.060 |
1.5% |
4.110 |
| High |
4.010 |
4.005 |
-0.005 |
-0.1% |
4.143 |
| Low |
3.899 |
3.891 |
-0.008 |
-0.2% |
3.885 |
| Close |
3.977 |
3.911 |
-0.066 |
-1.7% |
3.950 |
| Range |
0.111 |
0.114 |
0.003 |
2.7% |
0.258 |
| ATR |
0.101 |
0.102 |
0.001 |
1.0% |
0.000 |
| Volume |
25,981 |
36,525 |
10,544 |
40.6% |
260,209 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.278 |
4.208 |
3.974 |
|
| R3 |
4.164 |
4.094 |
3.942 |
|
| R2 |
4.050 |
4.050 |
3.932 |
|
| R1 |
3.980 |
3.980 |
3.921 |
3.958 |
| PP |
3.936 |
3.936 |
3.936 |
3.925 |
| S1 |
3.866 |
3.866 |
3.901 |
3.844 |
| S2 |
3.822 |
3.822 |
3.890 |
|
| S3 |
3.708 |
3.752 |
3.880 |
|
| S4 |
3.594 |
3.638 |
3.848 |
|
|
| 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% |
0.100 |
2.5% |
18% |
False |
False |
39,703 |
| 10 |
4.143 |
3.885 |
0.258 |
6.6% |
0.110 |
2.8% |
10% |
False |
False |
53,545 |
| 20 |
4.237 |
3.885 |
0.352 |
9.0% |
0.102 |
2.6% |
7% |
False |
False |
57,085 |
| 40 |
4.564 |
3.885 |
0.679 |
17.4% |
0.104 |
2.6% |
4% |
False |
False |
43,463 |
| 60 |
4.606 |
3.885 |
0.721 |
18.4% |
0.104 |
2.6% |
4% |
False |
False |
36,504 |
| 80 |
4.962 |
3.885 |
1.077 |
27.5% |
0.103 |
2.6% |
2% |
False |
False |
31,421 |
| 100 |
5.356 |
3.885 |
1.471 |
37.6% |
0.105 |
2.7% |
2% |
False |
False |
27,747 |
| 120 |
5.356 |
3.885 |
1.471 |
37.6% |
0.106 |
2.7% |
2% |
False |
False |
24,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.490 |
|
2.618 |
4.303 |
|
1.618 |
4.189 |
|
1.000 |
4.119 |
|
0.618 |
4.075 |
|
HIGH |
4.005 |
|
0.618 |
3.961 |
|
0.500 |
3.948 |
|
0.382 |
3.935 |
|
LOW |
3.891 |
|
0.618 |
3.821 |
|
1.000 |
3.777 |
|
1.618 |
3.707 |
|
2.618 |
3.593 |
|
4.250 |
3.407 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.948 |
3.951 |
| PP |
3.936 |
3.937 |
| S1 |
3.923 |
3.924 |
|