NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.927 |
-0.053 |
-1.3% |
4.110 |
| High |
4.005 |
3.961 |
-0.044 |
-1.1% |
4.143 |
| Low |
3.891 |
3.870 |
-0.021 |
-0.5% |
3.885 |
| Close |
3.911 |
3.896 |
-0.015 |
-0.4% |
3.950 |
| Range |
0.114 |
0.091 |
-0.023 |
-20.2% |
0.258 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.7% |
0.000 |
| Volume |
36,525 |
35,688 |
-837 |
-2.3% |
260,209 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.130 |
3.946 |
|
| R3 |
4.091 |
4.039 |
3.921 |
|
| R2 |
4.000 |
4.000 |
3.913 |
|
| R1 |
3.948 |
3.948 |
3.904 |
3.929 |
| PP |
3.909 |
3.909 |
3.909 |
3.899 |
| S1 |
3.857 |
3.857 |
3.888 |
3.838 |
| S2 |
3.818 |
3.818 |
3.879 |
|
| S3 |
3.727 |
3.766 |
3.871 |
|
| S4 |
3.636 |
3.675 |
3.846 |
|
|
| 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 |
4.010 |
3.870 |
0.140 |
3.6% |
0.096 |
2.5% |
19% |
False |
True |
39,059 |
| 10 |
4.143 |
3.870 |
0.273 |
7.0% |
0.111 |
2.8% |
10% |
False |
True |
47,851 |
| 20 |
4.204 |
3.870 |
0.334 |
8.6% |
0.099 |
2.5% |
8% |
False |
True |
57,382 |
| 40 |
4.564 |
3.870 |
0.694 |
17.8% |
0.101 |
2.6% |
4% |
False |
True |
43,932 |
| 60 |
4.606 |
3.870 |
0.736 |
18.9% |
0.103 |
2.7% |
4% |
False |
True |
36,842 |
| 80 |
4.962 |
3.870 |
1.092 |
28.0% |
0.103 |
2.6% |
2% |
False |
True |
31,721 |
| 100 |
5.356 |
3.870 |
1.486 |
38.1% |
0.105 |
2.7% |
2% |
False |
True |
27,941 |
| 120 |
5.356 |
3.870 |
1.486 |
38.1% |
0.105 |
2.7% |
2% |
False |
True |
25,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.348 |
|
2.618 |
4.199 |
|
1.618 |
4.108 |
|
1.000 |
4.052 |
|
0.618 |
4.017 |
|
HIGH |
3.961 |
|
0.618 |
3.926 |
|
0.500 |
3.916 |
|
0.382 |
3.905 |
|
LOW |
3.870 |
|
0.618 |
3.814 |
|
1.000 |
3.779 |
|
1.618 |
3.723 |
|
2.618 |
3.632 |
|
4.250 |
3.483 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.916 |
3.940 |
| PP |
3.909 |
3.925 |
| S1 |
3.903 |
3.911 |
|