NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.890 |
3.928 |
0.038 |
1.0% |
4.055 |
| High |
3.977 |
3.955 |
-0.022 |
-0.6% |
4.095 |
| Low |
3.874 |
3.883 |
0.009 |
0.2% |
3.872 |
| Close |
3.901 |
3.892 |
-0.009 |
-0.2% |
3.892 |
| Range |
0.103 |
0.072 |
-0.031 |
-30.1% |
0.223 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.4% |
0.000 |
| Volume |
31,473 |
60,716 |
29,243 |
92.9% |
257,653 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.126 |
4.081 |
3.932 |
|
| R3 |
4.054 |
4.009 |
3.912 |
|
| R2 |
3.982 |
3.982 |
3.905 |
|
| R1 |
3.937 |
3.937 |
3.899 |
3.924 |
| PP |
3.910 |
3.910 |
3.910 |
3.903 |
| S1 |
3.865 |
3.865 |
3.885 |
3.852 |
| S2 |
3.838 |
3.838 |
3.879 |
|
| S3 |
3.766 |
3.793 |
3.872 |
|
| S4 |
3.694 |
3.721 |
3.852 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.622 |
4.480 |
4.015 |
|
| R3 |
4.399 |
4.257 |
3.953 |
|
| R2 |
4.176 |
4.176 |
3.933 |
|
| R1 |
4.034 |
4.034 |
3.912 |
3.994 |
| PP |
3.953 |
3.953 |
3.953 |
3.933 |
| S1 |
3.811 |
3.811 |
3.872 |
3.771 |
| S2 |
3.730 |
3.730 |
3.851 |
|
| S3 |
3.507 |
3.588 |
3.831 |
|
| S4 |
3.284 |
3.365 |
3.769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.095 |
3.872 |
0.223 |
5.7% |
0.107 |
2.7% |
9% |
False |
False |
51,530 |
| 10 |
4.095 |
3.870 |
0.225 |
5.8% |
0.110 |
2.8% |
10% |
False |
False |
46,010 |
| 20 |
4.143 |
3.870 |
0.273 |
7.0% |
0.107 |
2.7% |
8% |
False |
False |
59,470 |
| 40 |
4.477 |
3.870 |
0.607 |
15.6% |
0.100 |
2.6% |
4% |
False |
False |
47,648 |
| 60 |
4.606 |
3.870 |
0.736 |
18.9% |
0.103 |
2.6% |
3% |
False |
False |
39,732 |
| 80 |
4.962 |
3.870 |
1.092 |
28.1% |
0.103 |
2.6% |
2% |
False |
False |
34,395 |
| 100 |
5.079 |
3.870 |
1.209 |
31.1% |
0.104 |
2.7% |
2% |
False |
False |
30,384 |
| 120 |
5.356 |
3.870 |
1.486 |
38.2% |
0.106 |
2.7% |
1% |
False |
False |
27,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.261 |
|
2.618 |
4.143 |
|
1.618 |
4.071 |
|
1.000 |
4.027 |
|
0.618 |
3.999 |
|
HIGH |
3.955 |
|
0.618 |
3.927 |
|
0.500 |
3.919 |
|
0.382 |
3.911 |
|
LOW |
3.883 |
|
0.618 |
3.839 |
|
1.000 |
3.811 |
|
1.618 |
3.767 |
|
2.618 |
3.695 |
|
4.250 |
3.577 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.925 |
| PP |
3.910 |
3.914 |
| S1 |
3.901 |
3.903 |
|