NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.962 |
3.937 |
-0.025 |
-0.6% |
4.134 |
| High |
4.001 |
4.023 |
0.022 |
0.5% |
4.153 |
| Low |
3.917 |
3.912 |
-0.005 |
-0.1% |
3.900 |
| Close |
3.935 |
3.992 |
0.057 |
1.4% |
3.963 |
| Range |
0.084 |
0.111 |
0.027 |
32.1% |
0.253 |
| ATR |
0.095 |
0.096 |
0.001 |
1.2% |
0.000 |
| Volume |
12,319 |
9,367 |
-2,952 |
-24.0% |
93,228 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.261 |
4.053 |
|
| R3 |
4.198 |
4.150 |
4.023 |
|
| R2 |
4.087 |
4.087 |
4.012 |
|
| R1 |
4.039 |
4.039 |
4.002 |
4.063 |
| PP |
3.976 |
3.976 |
3.976 |
3.988 |
| S1 |
3.928 |
3.928 |
3.982 |
3.952 |
| S2 |
3.865 |
3.865 |
3.972 |
|
| S3 |
3.754 |
3.817 |
3.961 |
|
| S4 |
3.643 |
3.706 |
3.931 |
|
|
| 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 |
4.042 |
3.900 |
0.142 |
3.6% |
0.087 |
2.2% |
65% |
False |
False |
14,766 |
| 10 |
4.153 |
3.900 |
0.253 |
6.3% |
0.103 |
2.6% |
36% |
False |
False |
18,348 |
| 20 |
4.259 |
3.900 |
0.359 |
9.0% |
0.095 |
2.4% |
26% |
False |
False |
18,032 |
| 40 |
4.580 |
3.900 |
0.680 |
17.0% |
0.098 |
2.4% |
14% |
False |
False |
12,750 |
| 60 |
4.636 |
3.900 |
0.736 |
18.4% |
0.097 |
2.4% |
13% |
False |
False |
10,556 |
| 80 |
4.958 |
3.900 |
1.058 |
26.5% |
0.097 |
2.4% |
9% |
False |
False |
8,612 |
| 100 |
5.330 |
3.900 |
1.430 |
35.8% |
0.098 |
2.4% |
6% |
False |
False |
7,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.495 |
|
2.618 |
4.314 |
|
1.618 |
4.203 |
|
1.000 |
4.134 |
|
0.618 |
4.092 |
|
HIGH |
4.023 |
|
0.618 |
3.981 |
|
0.500 |
3.968 |
|
0.382 |
3.954 |
|
LOW |
3.912 |
|
0.618 |
3.843 |
|
1.000 |
3.801 |
|
1.618 |
3.732 |
|
2.618 |
3.621 |
|
4.250 |
3.440 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.984 |
3.982 |
| PP |
3.976 |
3.972 |
| S1 |
3.968 |
3.962 |
|