NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.945 |
3.960 |
0.015 |
0.4% |
4.014 |
| High |
4.002 |
4.042 |
0.040 |
1.0% |
4.132 |
| Low |
3.944 |
3.938 |
-0.006 |
-0.2% |
3.929 |
| Close |
3.970 |
3.978 |
0.008 |
0.2% |
4.111 |
| Range |
0.058 |
0.104 |
0.046 |
79.3% |
0.203 |
| ATR |
0.097 |
0.097 |
0.001 |
0.5% |
0.000 |
| Volume |
14,024 |
14,014 |
-10 |
-0.1% |
109,529 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.242 |
4.035 |
|
| R3 |
4.194 |
4.138 |
4.007 |
|
| R2 |
4.090 |
4.090 |
3.997 |
|
| R1 |
4.034 |
4.034 |
3.988 |
4.062 |
| PP |
3.986 |
3.986 |
3.986 |
4.000 |
| S1 |
3.930 |
3.930 |
3.968 |
3.958 |
| S2 |
3.882 |
3.882 |
3.959 |
|
| S3 |
3.778 |
3.826 |
3.949 |
|
| S4 |
3.674 |
3.722 |
3.921 |
|
|
| 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 |
3.938 |
0.215 |
5.4% |
0.119 |
3.0% |
19% |
False |
True |
18,679 |
| 10 |
4.153 |
3.929 |
0.224 |
5.6% |
0.102 |
2.6% |
22% |
False |
False |
20,417 |
| 20 |
4.314 |
3.929 |
0.385 |
9.7% |
0.093 |
2.3% |
13% |
False |
False |
16,895 |
| 40 |
4.580 |
3.929 |
0.651 |
16.4% |
0.098 |
2.5% |
8% |
False |
False |
12,003 |
| 60 |
4.726 |
3.929 |
0.797 |
20.0% |
0.096 |
2.4% |
6% |
False |
False |
10,015 |
| 80 |
4.958 |
3.929 |
1.029 |
25.9% |
0.097 |
2.4% |
5% |
False |
False |
8,167 |
| 100 |
5.330 |
3.929 |
1.401 |
35.2% |
0.098 |
2.5% |
3% |
False |
False |
6,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.484 |
|
2.618 |
4.314 |
|
1.618 |
4.210 |
|
1.000 |
4.146 |
|
0.618 |
4.106 |
|
HIGH |
4.042 |
|
0.618 |
4.002 |
|
0.500 |
3.990 |
|
0.382 |
3.978 |
|
LOW |
3.938 |
|
0.618 |
3.874 |
|
1.000 |
3.834 |
|
1.618 |
3.770 |
|
2.618 |
3.666 |
|
4.250 |
3.496 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.990 |
3.999 |
| PP |
3.986 |
3.992 |
| S1 |
3.982 |
3.985 |
|