NYMEX Natural Gas Future March 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 |
3.935 |
3.900 |
-0.035 |
-0.9% |
4.100 |
| High |
3.964 |
3.987 |
0.023 |
0.6% |
4.114 |
| Low |
3.884 |
3.888 |
0.004 |
0.1% |
3.871 |
| Close |
3.901 |
3.959 |
0.058 |
1.5% |
3.927 |
| Range |
0.080 |
0.099 |
0.019 |
23.8% |
0.243 |
| ATR |
0.092 |
0.092 |
0.001 |
0.6% |
0.000 |
| Volume |
10,525 |
11,922 |
1,397 |
13.3% |
94,169 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.242 |
4.199 |
4.013 |
|
| R3 |
4.143 |
4.100 |
3.986 |
|
| R2 |
4.044 |
4.044 |
3.977 |
|
| R1 |
4.001 |
4.001 |
3.968 |
4.023 |
| PP |
3.945 |
3.945 |
3.945 |
3.955 |
| S1 |
3.902 |
3.902 |
3.950 |
3.924 |
| S2 |
3.846 |
3.846 |
3.941 |
|
| S3 |
3.747 |
3.803 |
3.932 |
|
| S4 |
3.648 |
3.704 |
3.905 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.700 |
4.556 |
4.061 |
|
| R3 |
4.457 |
4.313 |
3.994 |
|
| R2 |
4.214 |
4.214 |
3.972 |
|
| R1 |
4.070 |
4.070 |
3.949 |
4.021 |
| PP |
3.971 |
3.971 |
3.971 |
3.946 |
| S1 |
3.827 |
3.827 |
3.905 |
3.778 |
| S2 |
3.728 |
3.728 |
3.882 |
|
| S3 |
3.485 |
3.584 |
3.860 |
|
| S4 |
3.242 |
3.341 |
3.793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.004 |
3.871 |
0.133 |
3.4% |
0.081 |
2.0% |
66% |
False |
False |
14,052 |
| 10 |
4.114 |
3.871 |
0.243 |
6.1% |
0.099 |
2.5% |
36% |
False |
False |
18,222 |
| 20 |
4.225 |
3.871 |
0.354 |
8.9% |
0.091 |
2.3% |
25% |
False |
False |
17,228 |
| 40 |
4.516 |
3.871 |
0.645 |
16.3% |
0.095 |
2.4% |
14% |
False |
False |
14,113 |
| 60 |
4.602 |
3.871 |
0.731 |
18.5% |
0.094 |
2.4% |
12% |
False |
False |
11,762 |
| 80 |
4.912 |
3.871 |
1.041 |
26.3% |
0.093 |
2.3% |
8% |
False |
False |
9,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.408 |
|
2.618 |
4.246 |
|
1.618 |
4.147 |
|
1.000 |
4.086 |
|
0.618 |
4.048 |
|
HIGH |
3.987 |
|
0.618 |
3.949 |
|
0.500 |
3.938 |
|
0.382 |
3.926 |
|
LOW |
3.888 |
|
0.618 |
3.827 |
|
1.000 |
3.789 |
|
1.618 |
3.728 |
|
2.618 |
3.629 |
|
4.250 |
3.467 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.952 |
3.949 |
| PP |
3.945 |
3.939 |
| S1 |
3.938 |
3.929 |
|