NYMEX Natural Gas Future June 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.002 |
3.972 |
-0.030 |
-0.7% |
4.150 |
| High |
4.003 |
4.014 |
0.011 |
0.3% |
4.157 |
| Low |
3.937 |
3.945 |
0.008 |
0.2% |
3.937 |
| Close |
3.983 |
3.963 |
-0.020 |
-0.5% |
3.983 |
| Range |
0.066 |
0.069 |
0.003 |
4.5% |
0.220 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.1% |
0.000 |
| Volume |
2,886 |
1,134 |
-1,752 |
-60.7% |
10,661 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.181 |
4.141 |
4.001 |
|
| R3 |
4.112 |
4.072 |
3.982 |
|
| R2 |
4.043 |
4.043 |
3.976 |
|
| R1 |
4.003 |
4.003 |
3.969 |
3.989 |
| PP |
3.974 |
3.974 |
3.974 |
3.967 |
| S1 |
3.934 |
3.934 |
3.957 |
3.920 |
| S2 |
3.905 |
3.905 |
3.950 |
|
| S3 |
3.836 |
3.865 |
3.944 |
|
| S4 |
3.767 |
3.796 |
3.925 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.686 |
4.554 |
4.104 |
|
| R3 |
4.466 |
4.334 |
4.044 |
|
| R2 |
4.246 |
4.246 |
4.023 |
|
| R1 |
4.114 |
4.114 |
4.003 |
4.070 |
| PP |
4.026 |
4.026 |
4.026 |
4.004 |
| S1 |
3.894 |
3.894 |
3.963 |
3.850 |
| S2 |
3.806 |
3.806 |
3.943 |
|
| S3 |
3.586 |
3.674 |
3.923 |
|
| S4 |
3.366 |
3.454 |
3.862 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.307 |
|
2.618 |
4.195 |
|
1.618 |
4.126 |
|
1.000 |
4.083 |
|
0.618 |
4.057 |
|
HIGH |
4.014 |
|
0.618 |
3.988 |
|
0.500 |
3.980 |
|
0.382 |
3.971 |
|
LOW |
3.945 |
|
0.618 |
3.902 |
|
1.000 |
3.876 |
|
1.618 |
3.833 |
|
2.618 |
3.764 |
|
4.250 |
3.652 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
3.998 |
| PP |
3.974 |
3.986 |
| S1 |
3.969 |
3.975 |
|