NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.134 |
4.058 |
-0.076 |
-1.8% |
4.014 |
| High |
4.153 |
4.060 |
-0.093 |
-2.2% |
4.132 |
| Low |
4.012 |
3.940 |
-0.072 |
-1.8% |
3.929 |
| Close |
4.052 |
3.946 |
-0.106 |
-2.6% |
4.111 |
| Range |
0.141 |
0.120 |
-0.021 |
-14.9% |
0.203 |
| ATR |
0.098 |
0.100 |
0.002 |
1.6% |
0.000 |
| Volume |
27,544 |
13,539 |
-14,005 |
-50.8% |
109,529 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.342 |
4.264 |
4.012 |
|
| R3 |
4.222 |
4.144 |
3.979 |
|
| R2 |
4.102 |
4.102 |
3.968 |
|
| R1 |
4.024 |
4.024 |
3.957 |
4.003 |
| PP |
3.982 |
3.982 |
3.982 |
3.972 |
| S1 |
3.904 |
3.904 |
3.935 |
3.883 |
| S2 |
3.862 |
3.862 |
3.924 |
|
| S3 |
3.742 |
3.784 |
3.913 |
|
| S4 |
3.622 |
3.664 |
3.880 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.666 |
4.592 |
4.223 |
|
| R3 |
4.463 |
4.389 |
4.167 |
|
| R2 |
4.260 |
4.260 |
4.148 |
|
| R1 |
4.186 |
4.186 |
4.130 |
4.223 |
| PP |
4.057 |
4.057 |
4.057 |
4.076 |
| S1 |
3.983 |
3.983 |
4.092 |
4.020 |
| S2 |
3.854 |
3.854 |
4.074 |
|
| S3 |
3.651 |
3.780 |
4.055 |
|
| S4 |
3.448 |
3.577 |
3.999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.153 |
3.929 |
0.224 |
5.7% |
0.119 |
3.0% |
8% |
False |
False |
21,930 |
| 10 |
4.166 |
3.929 |
0.237 |
6.0% |
0.104 |
2.6% |
7% |
False |
False |
22,375 |
| 20 |
4.314 |
3.929 |
0.385 |
9.8% |
0.093 |
2.3% |
4% |
False |
False |
16,212 |
| 40 |
4.580 |
3.929 |
0.651 |
16.5% |
0.100 |
2.5% |
3% |
False |
False |
11,594 |
| 60 |
4.753 |
3.929 |
0.824 |
20.9% |
0.095 |
2.4% |
2% |
False |
False |
9,665 |
| 80 |
4.958 |
3.929 |
1.029 |
26.1% |
0.097 |
2.5% |
2% |
False |
False |
7,852 |
| 100 |
5.330 |
3.929 |
1.401 |
35.5% |
0.099 |
2.5% |
1% |
False |
False |
6,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.570 |
|
2.618 |
4.374 |
|
1.618 |
4.254 |
|
1.000 |
4.180 |
|
0.618 |
4.134 |
|
HIGH |
4.060 |
|
0.618 |
4.014 |
|
0.500 |
4.000 |
|
0.382 |
3.986 |
|
LOW |
3.940 |
|
0.618 |
3.866 |
|
1.000 |
3.820 |
|
1.618 |
3.746 |
|
2.618 |
3.626 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.000 |
4.047 |
| PP |
3.982 |
4.013 |
| S1 |
3.964 |
3.980 |
|