NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.069 |
4.082 |
0.013 |
0.3% |
3.962 |
| High |
4.107 |
4.082 |
-0.025 |
-0.6% |
4.077 |
| Low |
3.994 |
3.915 |
-0.079 |
-2.0% |
3.887 |
| Close |
4.065 |
3.930 |
-0.135 |
-3.3% |
4.053 |
| Range |
0.113 |
0.167 |
0.054 |
47.8% |
0.190 |
| ATR |
0.102 |
0.107 |
0.005 |
4.6% |
0.000 |
| Volume |
26,265 |
17,488 |
-8,777 |
-33.4% |
66,130 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.477 |
4.370 |
4.022 |
|
| R3 |
4.310 |
4.203 |
3.976 |
|
| R2 |
4.143 |
4.143 |
3.961 |
|
| R1 |
4.036 |
4.036 |
3.945 |
4.006 |
| PP |
3.976 |
3.976 |
3.976 |
3.961 |
| S1 |
3.869 |
3.869 |
3.915 |
3.839 |
| S2 |
3.809 |
3.809 |
3.899 |
|
| S3 |
3.642 |
3.702 |
3.884 |
|
| S4 |
3.475 |
3.535 |
3.838 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.504 |
4.158 |
|
| R3 |
4.386 |
4.314 |
4.105 |
|
| R2 |
4.196 |
4.196 |
4.088 |
|
| R1 |
4.124 |
4.124 |
4.070 |
4.160 |
| PP |
4.006 |
4.006 |
4.006 |
4.024 |
| S1 |
3.934 |
3.934 |
4.036 |
3.970 |
| S2 |
3.816 |
3.816 |
4.018 |
|
| S3 |
3.626 |
3.744 |
4.001 |
|
| S4 |
3.436 |
3.554 |
3.949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.107 |
3.887 |
0.220 |
5.6% |
0.125 |
3.2% |
20% |
False |
False |
17,639 |
| 10 |
4.107 |
3.887 |
0.220 |
5.6% |
0.106 |
2.7% |
20% |
False |
False |
16,202 |
| 20 |
4.166 |
3.887 |
0.279 |
7.1% |
0.105 |
2.7% |
15% |
False |
False |
19,289 |
| 40 |
4.500 |
3.887 |
0.613 |
15.6% |
0.096 |
2.4% |
7% |
False |
False |
14,166 |
| 60 |
4.599 |
3.887 |
0.712 |
18.1% |
0.099 |
2.5% |
6% |
False |
False |
11,496 |
| 80 |
4.958 |
3.887 |
1.071 |
27.3% |
0.097 |
2.5% |
4% |
False |
False |
9,566 |
| 100 |
5.227 |
3.887 |
1.340 |
34.1% |
0.099 |
2.5% |
3% |
False |
False |
8,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.792 |
|
2.618 |
4.519 |
|
1.618 |
4.352 |
|
1.000 |
4.249 |
|
0.618 |
4.185 |
|
HIGH |
4.082 |
|
0.618 |
4.018 |
|
0.500 |
3.999 |
|
0.382 |
3.979 |
|
LOW |
3.915 |
|
0.618 |
3.812 |
|
1.000 |
3.748 |
|
1.618 |
3.645 |
|
2.618 |
3.478 |
|
4.250 |
3.205 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.999 |
4.011 |
| PP |
3.976 |
3.984 |
| S1 |
3.953 |
3.957 |
|