NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.056 |
3.915 |
-0.141 |
-3.5% |
3.959 |
| High |
4.075 |
3.941 |
-0.134 |
-3.3% |
4.065 |
| Low |
3.900 |
3.872 |
-0.028 |
-0.7% |
3.870 |
| Close |
3.920 |
3.882 |
-0.038 |
-1.0% |
4.042 |
| Range |
0.175 |
0.069 |
-0.106 |
-60.6% |
0.195 |
| ATR |
0.111 |
0.108 |
-0.003 |
-2.7% |
0.000 |
| Volume |
41,887 |
57,873 |
15,986 |
38.2% |
202,447 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.105 |
4.063 |
3.920 |
|
| R3 |
4.036 |
3.994 |
3.901 |
|
| R2 |
3.967 |
3.967 |
3.895 |
|
| R1 |
3.925 |
3.925 |
3.888 |
3.912 |
| PP |
3.898 |
3.898 |
3.898 |
3.892 |
| S1 |
3.856 |
3.856 |
3.876 |
3.843 |
| S2 |
3.829 |
3.829 |
3.869 |
|
| S3 |
3.760 |
3.787 |
3.863 |
|
| S4 |
3.691 |
3.718 |
3.844 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.577 |
4.505 |
4.149 |
|
| R3 |
4.382 |
4.310 |
4.096 |
|
| R2 |
4.187 |
4.187 |
4.078 |
|
| R1 |
4.115 |
4.115 |
4.060 |
4.151 |
| PP |
3.992 |
3.992 |
3.992 |
4.011 |
| S1 |
3.920 |
3.920 |
4.024 |
3.956 |
| S2 |
3.797 |
3.797 |
4.006 |
|
| S3 |
3.602 |
3.725 |
3.988 |
|
| S4 |
3.407 |
3.530 |
3.935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.095 |
3.870 |
0.225 |
5.8% |
0.122 |
3.1% |
5% |
False |
False |
53,888 |
| 10 |
4.095 |
3.870 |
0.225 |
5.8% |
0.111 |
2.9% |
5% |
False |
False |
46,796 |
| 20 |
4.143 |
3.870 |
0.273 |
7.0% |
0.108 |
2.8% |
4% |
False |
False |
60,466 |
| 40 |
4.477 |
3.870 |
0.607 |
15.6% |
0.100 |
2.6% |
2% |
False |
False |
47,086 |
| 60 |
4.606 |
3.870 |
0.736 |
19.0% |
0.104 |
2.7% |
2% |
False |
False |
39,015 |
| 80 |
4.962 |
3.870 |
1.092 |
28.1% |
0.104 |
2.7% |
1% |
False |
False |
33,704 |
| 100 |
5.125 |
3.870 |
1.255 |
32.3% |
0.104 |
2.7% |
1% |
False |
False |
29,688 |
| 120 |
5.356 |
3.870 |
1.486 |
38.3% |
0.106 |
2.7% |
1% |
False |
False |
26,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.234 |
|
2.618 |
4.122 |
|
1.618 |
4.053 |
|
1.000 |
4.010 |
|
0.618 |
3.984 |
|
HIGH |
3.941 |
|
0.618 |
3.915 |
|
0.500 |
3.907 |
|
0.382 |
3.898 |
|
LOW |
3.872 |
|
0.618 |
3.829 |
|
1.000 |
3.803 |
|
1.618 |
3.760 |
|
2.618 |
3.691 |
|
4.250 |
3.579 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.907 |
3.984 |
| PP |
3.898 |
3.950 |
| S1 |
3.890 |
3.916 |
|