NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.014 |
4.042 |
0.028 |
0.7% |
4.125 |
| High |
4.067 |
4.042 |
-0.025 |
-0.6% |
4.180 |
| Low |
3.987 |
3.964 |
-0.023 |
-0.6% |
4.010 |
| Close |
4.028 |
4.028 |
0.000 |
0.0% |
4.022 |
| Range |
0.080 |
0.078 |
-0.002 |
-2.5% |
0.170 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.0% |
0.000 |
| Volume |
20,165 |
20,793 |
628 |
3.1% |
104,496 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.245 |
4.215 |
4.071 |
|
| R3 |
4.167 |
4.137 |
4.049 |
|
| R2 |
4.089 |
4.089 |
4.042 |
|
| R1 |
4.059 |
4.059 |
4.035 |
4.035 |
| PP |
4.011 |
4.011 |
4.011 |
4.000 |
| S1 |
3.981 |
3.981 |
4.021 |
3.957 |
| S2 |
3.933 |
3.933 |
4.014 |
|
| S3 |
3.855 |
3.903 |
4.007 |
|
| S4 |
3.777 |
3.825 |
3.985 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.581 |
4.471 |
4.116 |
|
| R3 |
4.411 |
4.301 |
4.069 |
|
| R2 |
4.241 |
4.241 |
4.053 |
|
| R1 |
4.131 |
4.131 |
4.038 |
4.101 |
| PP |
4.071 |
4.071 |
4.071 |
4.056 |
| S1 |
3.961 |
3.961 |
4.006 |
3.931 |
| S2 |
3.901 |
3.901 |
3.991 |
|
| S3 |
3.731 |
3.791 |
3.975 |
|
| S4 |
3.561 |
3.621 |
3.929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.166 |
3.964 |
0.202 |
5.0% |
0.089 |
2.2% |
32% |
False |
True |
22,820 |
| 10 |
4.259 |
3.964 |
0.295 |
7.3% |
0.088 |
2.2% |
22% |
False |
True |
17,716 |
| 20 |
4.500 |
3.964 |
0.536 |
13.3% |
0.086 |
2.1% |
12% |
False |
True |
12,872 |
| 40 |
4.580 |
3.964 |
0.616 |
15.3% |
0.094 |
2.3% |
10% |
False |
True |
9,776 |
| 60 |
4.944 |
3.964 |
0.980 |
24.3% |
0.094 |
2.3% |
7% |
False |
True |
8,043 |
| 80 |
4.958 |
3.964 |
0.994 |
24.7% |
0.096 |
2.4% |
6% |
False |
True |
6,569 |
| 100 |
5.330 |
3.964 |
1.366 |
33.9% |
0.099 |
2.5% |
5% |
False |
True |
5,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.374 |
|
2.618 |
4.246 |
|
1.618 |
4.168 |
|
1.000 |
4.120 |
|
0.618 |
4.090 |
|
HIGH |
4.042 |
|
0.618 |
4.012 |
|
0.500 |
4.003 |
|
0.382 |
3.994 |
|
LOW |
3.964 |
|
0.618 |
3.916 |
|
1.000 |
3.886 |
|
1.618 |
3.838 |
|
2.618 |
3.760 |
|
4.250 |
3.633 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.020 |
4.038 |
| PP |
4.011 |
4.034 |
| S1 |
4.003 |
4.031 |
|