NYMEX Natural Gas Future March 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 |
3.969 |
3.900 |
-0.069 |
-1.7% |
4.100 |
| High |
3.982 |
3.940 |
-0.042 |
-1.1% |
4.114 |
| Low |
3.878 |
3.858 |
-0.020 |
-0.5% |
3.871 |
| Close |
3.898 |
3.882 |
-0.016 |
-0.4% |
3.927 |
| Range |
0.104 |
0.082 |
-0.022 |
-21.2% |
0.243 |
| ATR |
0.093 |
0.092 |
-0.001 |
-0.9% |
0.000 |
| Volume |
13,009 |
11,392 |
-1,617 |
-12.4% |
94,169 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.139 |
4.093 |
3.927 |
|
| R3 |
4.057 |
4.011 |
3.905 |
|
| R2 |
3.975 |
3.975 |
3.897 |
|
| R1 |
3.929 |
3.929 |
3.890 |
3.911 |
| PP |
3.893 |
3.893 |
3.893 |
3.885 |
| S1 |
3.847 |
3.847 |
3.874 |
3.829 |
| S2 |
3.811 |
3.811 |
3.867 |
|
| S3 |
3.729 |
3.765 |
3.859 |
|
| S4 |
3.647 |
3.683 |
3.837 |
|
|
| 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 |
3.987 |
3.858 |
0.129 |
3.3% |
0.088 |
2.3% |
19% |
False |
True |
13,675 |
| 10 |
4.114 |
3.858 |
0.256 |
6.6% |
0.102 |
2.6% |
9% |
False |
True |
16,356 |
| 20 |
4.169 |
3.858 |
0.311 |
8.0% |
0.091 |
2.3% |
8% |
False |
True |
17,483 |
| 40 |
4.516 |
3.858 |
0.658 |
17.0% |
0.092 |
2.4% |
4% |
False |
True |
14,404 |
| 60 |
4.558 |
3.858 |
0.700 |
18.0% |
0.094 |
2.4% |
3% |
False |
True |
12,026 |
| 80 |
4.912 |
3.858 |
1.054 |
27.2% |
0.093 |
2.4% |
2% |
False |
True |
10,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.155 |
|
1.618 |
4.073 |
|
1.000 |
4.022 |
|
0.618 |
3.991 |
|
HIGH |
3.940 |
|
0.618 |
3.909 |
|
0.500 |
3.899 |
|
0.382 |
3.889 |
|
LOW |
3.858 |
|
0.618 |
3.807 |
|
1.000 |
3.776 |
|
1.618 |
3.725 |
|
2.618 |
3.643 |
|
4.250 |
3.510 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.899 |
3.923 |
| PP |
3.893 |
3.909 |
| S1 |
3.888 |
3.896 |
|