NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.925 |
-0.075 |
-1.9% |
4.134 |
| High |
4.015 |
3.972 |
-0.043 |
-1.1% |
4.153 |
| Low |
3.909 |
3.887 |
-0.022 |
-0.6% |
3.900 |
| Close |
3.928 |
3.911 |
-0.017 |
-0.4% |
3.963 |
| Range |
0.106 |
0.085 |
-0.021 |
-19.8% |
0.253 |
| ATR |
0.097 |
0.096 |
-0.001 |
-0.9% |
0.000 |
| Volume |
11,844 |
11,695 |
-149 |
-1.3% |
93,228 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.130 |
3.958 |
|
| R3 |
4.093 |
4.045 |
3.934 |
|
| R2 |
4.008 |
4.008 |
3.927 |
|
| R1 |
3.960 |
3.960 |
3.919 |
3.942 |
| PP |
3.923 |
3.923 |
3.923 |
3.914 |
| S1 |
3.875 |
3.875 |
3.903 |
3.857 |
| S2 |
3.838 |
3.838 |
3.895 |
|
| S3 |
3.753 |
3.790 |
3.888 |
|
| S4 |
3.668 |
3.705 |
3.864 |
|
|
| 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 |
4.023 |
3.887 |
0.136 |
3.5% |
0.093 |
2.4% |
18% |
False |
True |
13,866 |
| 10 |
4.153 |
3.887 |
0.266 |
6.8% |
0.106 |
2.7% |
9% |
False |
True |
16,272 |
| 20 |
4.213 |
3.887 |
0.326 |
8.3% |
0.094 |
2.4% |
7% |
False |
True |
18,406 |
| 40 |
4.580 |
3.887 |
0.693 |
17.7% |
0.095 |
2.4% |
3% |
False |
True |
13,094 |
| 60 |
4.599 |
3.887 |
0.712 |
18.2% |
0.098 |
2.5% |
3% |
False |
True |
10,788 |
| 80 |
4.958 |
3.887 |
1.071 |
27.4% |
0.097 |
2.5% |
2% |
False |
True |
8,856 |
| 100 |
5.330 |
3.887 |
1.443 |
36.9% |
0.098 |
2.5% |
2% |
False |
True |
7,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
4.195 |
|
1.618 |
4.110 |
|
1.000 |
4.057 |
|
0.618 |
4.025 |
|
HIGH |
3.972 |
|
0.618 |
3.940 |
|
0.500 |
3.930 |
|
0.382 |
3.919 |
|
LOW |
3.887 |
|
0.618 |
3.834 |
|
1.000 |
3.802 |
|
1.618 |
3.749 |
|
2.618 |
3.664 |
|
4.250 |
3.526 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.930 |
3.955 |
| PP |
3.923 |
3.940 |
| S1 |
3.917 |
3.926 |
|