NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.031 |
3.970 |
-0.061 |
-1.5% |
4.125 |
| High |
4.048 |
4.008 |
-0.040 |
-1.0% |
4.180 |
| Low |
3.966 |
3.929 |
-0.037 |
-0.9% |
4.010 |
| Close |
3.970 |
3.989 |
0.019 |
0.5% |
4.022 |
| Range |
0.082 |
0.079 |
-0.003 |
-3.7% |
0.170 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.8% |
0.000 |
| Volume |
25,195 |
19,101 |
-6,094 |
-24.2% |
104,496 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.180 |
4.032 |
|
| R3 |
4.133 |
4.101 |
4.011 |
|
| R2 |
4.054 |
4.054 |
4.003 |
|
| R1 |
4.022 |
4.022 |
3.996 |
4.038 |
| PP |
3.975 |
3.975 |
3.975 |
3.984 |
| S1 |
3.943 |
3.943 |
3.982 |
3.959 |
| S2 |
3.896 |
3.896 |
3.975 |
|
| S3 |
3.817 |
3.864 |
3.967 |
|
| S4 |
3.738 |
3.785 |
3.946 |
|
|
| 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 |
4.111 |
3.929 |
0.182 |
4.6% |
0.084 |
2.1% |
33% |
False |
True |
22,155 |
| 10 |
4.213 |
3.929 |
0.284 |
7.1% |
0.082 |
2.1% |
21% |
False |
True |
20,540 |
| 20 |
4.360 |
3.929 |
0.431 |
10.8% |
0.081 |
2.0% |
14% |
False |
True |
14,051 |
| 40 |
4.580 |
3.929 |
0.651 |
16.3% |
0.095 |
2.4% |
9% |
False |
True |
10,414 |
| 60 |
4.920 |
3.929 |
0.991 |
24.8% |
0.094 |
2.4% |
6% |
False |
True |
8,706 |
| 80 |
4.958 |
3.929 |
1.029 |
25.8% |
0.096 |
2.4% |
6% |
False |
True |
7,085 |
| 100 |
5.330 |
3.929 |
1.401 |
35.1% |
0.097 |
2.4% |
4% |
False |
True |
6,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.344 |
|
2.618 |
4.215 |
|
1.618 |
4.136 |
|
1.000 |
4.087 |
|
0.618 |
4.057 |
|
HIGH |
4.008 |
|
0.618 |
3.978 |
|
0.500 |
3.969 |
|
0.382 |
3.959 |
|
LOW |
3.929 |
|
0.618 |
3.880 |
|
1.000 |
3.850 |
|
1.618 |
3.801 |
|
2.618 |
3.722 |
|
4.250 |
3.593 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
3.989 |
| PP |
3.975 |
3.989 |
| S1 |
3.969 |
3.989 |
|