NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.960 |
3.976 |
0.016 |
0.4% |
4.134 |
| High |
4.042 |
3.977 |
-0.065 |
-1.6% |
4.153 |
| Low |
3.938 |
3.900 |
-0.038 |
-1.0% |
3.900 |
| Close |
3.978 |
3.963 |
-0.015 |
-0.4% |
3.963 |
| Range |
0.104 |
0.077 |
-0.027 |
-26.0% |
0.253 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.4% |
0.000 |
| Volume |
14,014 |
24,107 |
10,093 |
72.0% |
93,228 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.147 |
4.005 |
|
| R3 |
4.101 |
4.070 |
3.984 |
|
| R2 |
4.024 |
4.024 |
3.977 |
|
| R1 |
3.993 |
3.993 |
3.970 |
3.970 |
| PP |
3.947 |
3.947 |
3.947 |
3.935 |
| S1 |
3.916 |
3.916 |
3.956 |
3.893 |
| S2 |
3.870 |
3.870 |
3.949 |
|
| S3 |
3.793 |
3.839 |
3.942 |
|
| S4 |
3.716 |
3.762 |
3.921 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.764 |
4.617 |
4.102 |
|
| R3 |
4.511 |
4.364 |
4.033 |
|
| R2 |
4.258 |
4.258 |
4.009 |
|
| R1 |
4.111 |
4.111 |
3.986 |
4.058 |
| PP |
4.005 |
4.005 |
4.005 |
3.979 |
| S1 |
3.858 |
3.858 |
3.940 |
3.805 |
| S2 |
3.752 |
3.752 |
3.917 |
|
| S3 |
3.499 |
3.605 |
3.893 |
|
| S4 |
3.246 |
3.352 |
3.824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.153 |
3.900 |
0.253 |
6.4% |
0.100 |
2.5% |
25% |
False |
True |
18,645 |
| 10 |
4.153 |
3.900 |
0.253 |
6.4% |
0.099 |
2.5% |
25% |
False |
True |
20,275 |
| 20 |
4.314 |
3.900 |
0.414 |
10.4% |
0.095 |
2.4% |
15% |
False |
True |
17,603 |
| 40 |
4.580 |
3.900 |
0.680 |
17.2% |
0.097 |
2.5% |
9% |
False |
True |
12,507 |
| 60 |
4.636 |
3.900 |
0.736 |
18.6% |
0.096 |
2.4% |
9% |
False |
True |
10,376 |
| 80 |
4.958 |
3.900 |
1.058 |
26.7% |
0.097 |
2.5% |
6% |
False |
True |
8,439 |
| 100 |
5.330 |
3.900 |
1.430 |
36.1% |
0.098 |
2.5% |
4% |
False |
True |
7,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.304 |
|
2.618 |
4.179 |
|
1.618 |
4.102 |
|
1.000 |
4.054 |
|
0.618 |
4.025 |
|
HIGH |
3.977 |
|
0.618 |
3.948 |
|
0.500 |
3.939 |
|
0.382 |
3.929 |
|
LOW |
3.900 |
|
0.618 |
3.852 |
|
1.000 |
3.823 |
|
1.618 |
3.775 |
|
2.618 |
3.698 |
|
4.250 |
3.573 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.955 |
3.971 |
| PP |
3.947 |
3.968 |
| S1 |
3.939 |
3.966 |
|