NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.082 |
3.926 |
-0.156 |
-3.8% |
3.962 |
| High |
4.082 |
3.950 |
-0.132 |
-3.2% |
4.077 |
| Low |
3.915 |
3.883 |
-0.032 |
-0.8% |
3.887 |
| Close |
3.930 |
3.893 |
-0.037 |
-0.9% |
4.053 |
| Range |
0.167 |
0.067 |
-0.100 |
-59.9% |
0.190 |
| ATR |
0.107 |
0.104 |
-0.003 |
-2.7% |
0.000 |
| Volume |
17,488 |
25,013 |
7,525 |
43.0% |
66,130 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.068 |
3.930 |
|
| R3 |
4.043 |
4.001 |
3.911 |
|
| R2 |
3.976 |
3.976 |
3.905 |
|
| R1 |
3.934 |
3.934 |
3.899 |
3.922 |
| PP |
3.909 |
3.909 |
3.909 |
3.902 |
| S1 |
3.867 |
3.867 |
3.887 |
3.855 |
| S2 |
3.842 |
3.842 |
3.881 |
|
| S3 |
3.775 |
3.800 |
3.875 |
|
| S4 |
3.708 |
3.733 |
3.856 |
|
|
| 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 |
3.883 |
0.224 |
5.8% |
0.117 |
3.0% |
4% |
False |
True |
20,273 |
| 10 |
4.107 |
3.883 |
0.224 |
5.8% |
0.107 |
2.7% |
4% |
False |
True |
17,301 |
| 20 |
4.153 |
3.883 |
0.270 |
6.9% |
0.103 |
2.7% |
4% |
False |
True |
19,509 |
| 40 |
4.500 |
3.883 |
0.617 |
15.8% |
0.094 |
2.4% |
2% |
False |
True |
14,663 |
| 60 |
4.599 |
3.883 |
0.716 |
18.4% |
0.098 |
2.5% |
1% |
False |
True |
11,826 |
| 80 |
4.958 |
3.883 |
1.075 |
27.6% |
0.097 |
2.5% |
1% |
False |
True |
9,862 |
| 100 |
5.115 |
3.883 |
1.232 |
31.6% |
0.098 |
2.5% |
1% |
False |
True |
8,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.235 |
|
2.618 |
4.125 |
|
1.618 |
4.058 |
|
1.000 |
4.017 |
|
0.618 |
3.991 |
|
HIGH |
3.950 |
|
0.618 |
3.924 |
|
0.500 |
3.917 |
|
0.382 |
3.909 |
|
LOW |
3.883 |
|
0.618 |
3.842 |
|
1.000 |
3.816 |
|
1.618 |
3.775 |
|
2.618 |
3.708 |
|
4.250 |
3.598 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.917 |
3.995 |
| PP |
3.909 |
3.961 |
| S1 |
3.901 |
3.927 |
|