NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.881 |
3.913 |
0.032 |
0.8% |
4.025 |
| High |
3.947 |
3.924 |
-0.023 |
-0.6% |
4.052 |
| Low |
3.850 |
3.858 |
0.008 |
0.2% |
3.850 |
| Close |
3.879 |
3.871 |
-0.008 |
-0.2% |
3.871 |
| Range |
0.097 |
0.066 |
-0.031 |
-32.0% |
0.202 |
| ATR |
0.097 |
0.094 |
-0.002 |
-2.3% |
0.000 |
| Volume |
14,979 |
24,589 |
9,610 |
64.2% |
112,106 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.082 |
4.043 |
3.907 |
|
| R3 |
4.016 |
3.977 |
3.889 |
|
| R2 |
3.950 |
3.950 |
3.883 |
|
| R1 |
3.911 |
3.911 |
3.877 |
3.898 |
| PP |
3.884 |
3.884 |
3.884 |
3.878 |
| S1 |
3.845 |
3.845 |
3.865 |
3.832 |
| S2 |
3.818 |
3.818 |
3.859 |
|
| S3 |
3.752 |
3.779 |
3.853 |
|
| S4 |
3.686 |
3.713 |
3.835 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.403 |
3.982 |
|
| R3 |
4.328 |
4.201 |
3.927 |
|
| R2 |
4.126 |
4.126 |
3.908 |
|
| R1 |
3.999 |
3.999 |
3.890 |
3.962 |
| PP |
3.924 |
3.924 |
3.924 |
3.906 |
| S1 |
3.797 |
3.797 |
3.852 |
3.760 |
| S2 |
3.722 |
3.722 |
3.834 |
|
| S3 |
3.520 |
3.595 |
3.815 |
|
| S4 |
3.318 |
3.393 |
3.760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.052 |
3.850 |
0.202 |
5.2% |
0.097 |
2.5% |
10% |
False |
False |
22,421 |
| 10 |
4.052 |
3.850 |
0.202 |
5.2% |
0.098 |
2.5% |
10% |
False |
False |
19,281 |
| 20 |
4.092 |
3.850 |
0.242 |
6.3% |
0.096 |
2.5% |
9% |
False |
False |
19,676 |
| 40 |
4.414 |
3.850 |
0.564 |
14.6% |
0.089 |
2.3% |
4% |
False |
False |
16,908 |
| 60 |
4.507 |
3.850 |
0.657 |
17.0% |
0.091 |
2.3% |
3% |
False |
False |
14,830 |
| 80 |
4.817 |
3.850 |
0.967 |
25.0% |
0.090 |
2.3% |
2% |
False |
False |
12,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.205 |
|
2.618 |
4.097 |
|
1.618 |
4.031 |
|
1.000 |
3.990 |
|
0.618 |
3.965 |
|
HIGH |
3.924 |
|
0.618 |
3.899 |
|
0.500 |
3.891 |
|
0.382 |
3.883 |
|
LOW |
3.858 |
|
0.618 |
3.817 |
|
1.000 |
3.792 |
|
1.618 |
3.751 |
|
2.618 |
3.685 |
|
4.250 |
3.578 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.891 |
3.899 |
| PP |
3.884 |
3.889 |
| S1 |
3.878 |
3.880 |
|