NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.607 |
3.654 |
0.047 |
1.3% |
3.765 |
| High |
3.657 |
3.692 |
0.035 |
1.0% |
3.926 |
| Low |
3.591 |
3.553 |
-0.038 |
-1.1% |
3.663 |
| Close |
3.638 |
3.570 |
-0.068 |
-1.9% |
3.666 |
| Range |
0.066 |
0.139 |
0.073 |
110.6% |
0.263 |
| ATR |
0.111 |
0.113 |
0.002 |
1.8% |
0.000 |
| Volume |
88,024 |
101,899 |
13,875 |
15.8% |
536,262 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.935 |
3.646 |
|
| R3 |
3.883 |
3.796 |
3.608 |
|
| R2 |
3.744 |
3.744 |
3.595 |
|
| R1 |
3.657 |
3.657 |
3.583 |
3.631 |
| PP |
3.605 |
3.605 |
3.605 |
3.592 |
| S1 |
3.518 |
3.518 |
3.557 |
3.492 |
| S2 |
3.466 |
3.466 |
3.545 |
|
| S3 |
3.327 |
3.379 |
3.532 |
|
| S4 |
3.188 |
3.240 |
3.494 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.541 |
4.366 |
3.811 |
|
| R3 |
4.278 |
4.103 |
3.738 |
|
| R2 |
4.015 |
4.015 |
3.714 |
|
| R1 |
3.840 |
3.840 |
3.690 |
3.796 |
| PP |
3.752 |
3.752 |
3.752 |
3.730 |
| S1 |
3.577 |
3.577 |
3.642 |
3.533 |
| S2 |
3.489 |
3.489 |
3.618 |
|
| S3 |
3.226 |
3.314 |
3.594 |
|
| S4 |
2.963 |
3.051 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.837 |
3.553 |
0.284 |
8.0% |
0.119 |
3.3% |
6% |
False |
True |
109,469 |
| 10 |
3.926 |
3.553 |
0.373 |
10.4% |
0.108 |
3.0% |
5% |
False |
True |
98,993 |
| 20 |
4.175 |
3.553 |
0.622 |
17.4% |
0.109 |
3.0% |
3% |
False |
True |
80,015 |
| 40 |
4.306 |
3.553 |
0.753 |
21.1% |
0.116 |
3.2% |
2% |
False |
True |
61,164 |
| 60 |
4.697 |
3.553 |
1.144 |
32.0% |
0.114 |
3.2% |
1% |
False |
True |
51,586 |
| 80 |
4.863 |
3.553 |
1.310 |
36.7% |
0.114 |
3.2% |
1% |
False |
True |
42,961 |
| 100 |
5.106 |
3.553 |
1.553 |
43.5% |
0.116 |
3.2% |
1% |
False |
True |
37,156 |
| 120 |
5.106 |
3.553 |
1.553 |
43.5% |
0.114 |
3.2% |
1% |
False |
True |
32,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.283 |
|
2.618 |
4.056 |
|
1.618 |
3.917 |
|
1.000 |
3.831 |
|
0.618 |
3.778 |
|
HIGH |
3.692 |
|
0.618 |
3.639 |
|
0.500 |
3.623 |
|
0.382 |
3.606 |
|
LOW |
3.553 |
|
0.618 |
3.467 |
|
1.000 |
3.414 |
|
1.618 |
3.328 |
|
2.618 |
3.189 |
|
4.250 |
2.962 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.623 |
3.626 |
| PP |
3.605 |
3.607 |
| S1 |
3.588 |
3.589 |
|