NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.969 |
0.069 |
1.8% |
4.100 |
| High |
3.987 |
3.982 |
-0.005 |
-0.1% |
4.114 |
| Low |
3.888 |
3.878 |
-0.010 |
-0.3% |
3.871 |
| Close |
3.959 |
3.898 |
-0.061 |
-1.5% |
3.927 |
| Range |
0.099 |
0.104 |
0.005 |
5.1% |
0.243 |
| ATR |
0.092 |
0.093 |
0.001 |
0.9% |
0.000 |
| Volume |
11,922 |
13,009 |
1,087 |
9.1% |
94,169 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.169 |
3.955 |
|
| R3 |
4.127 |
4.065 |
3.927 |
|
| R2 |
4.023 |
4.023 |
3.917 |
|
| R1 |
3.961 |
3.961 |
3.908 |
3.940 |
| PP |
3.919 |
3.919 |
3.919 |
3.909 |
| S1 |
3.857 |
3.857 |
3.888 |
3.836 |
| S2 |
3.815 |
3.815 |
3.879 |
|
| S3 |
3.711 |
3.753 |
3.869 |
|
| S4 |
3.607 |
3.649 |
3.841 |
|
|
| 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% |
0.091 |
2.3% |
20% |
False |
False |
13,798 |
| 10 |
4.114 |
3.871 |
0.243 |
6.2% |
0.101 |
2.6% |
11% |
False |
False |
17,202 |
| 20 |
4.220 |
3.871 |
0.349 |
9.0% |
0.093 |
2.4% |
8% |
False |
False |
17,399 |
| 40 |
4.516 |
3.871 |
0.645 |
16.5% |
0.095 |
2.4% |
4% |
False |
False |
14,293 |
| 60 |
4.558 |
3.871 |
0.687 |
17.6% |
0.094 |
2.4% |
4% |
False |
False |
11,913 |
| 80 |
4.912 |
3.871 |
1.041 |
26.7% |
0.093 |
2.4% |
3% |
False |
False |
10,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.424 |
|
2.618 |
4.254 |
|
1.618 |
4.150 |
|
1.000 |
4.086 |
|
0.618 |
4.046 |
|
HIGH |
3.982 |
|
0.618 |
3.942 |
|
0.500 |
3.930 |
|
0.382 |
3.918 |
|
LOW |
3.878 |
|
0.618 |
3.814 |
|
1.000 |
3.774 |
|
1.618 |
3.710 |
|
2.618 |
3.606 |
|
4.250 |
3.436 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.930 |
3.933 |
| PP |
3.919 |
3.921 |
| S1 |
3.909 |
3.910 |
|