NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.539 |
3.730 |
0.191 |
5.4% |
3.486 |
| High |
3.743 |
3.777 |
0.034 |
0.9% |
3.743 |
| Low |
3.512 |
3.641 |
0.129 |
3.7% |
3.447 |
| Close |
3.703 |
3.690 |
-0.013 |
-0.4% |
3.703 |
| Range |
0.231 |
0.136 |
-0.095 |
-41.1% |
0.296 |
| ATR |
0.125 |
0.126 |
0.001 |
0.6% |
0.000 |
| Volume |
175,404 |
128,027 |
-47,377 |
-27.0% |
771,753 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
4.036 |
3.765 |
|
| R3 |
3.975 |
3.900 |
3.727 |
|
| R2 |
3.839 |
3.839 |
3.715 |
|
| R1 |
3.764 |
3.764 |
3.702 |
3.734 |
| PP |
3.703 |
3.703 |
3.703 |
3.687 |
| S1 |
3.628 |
3.628 |
3.678 |
3.598 |
| S2 |
3.567 |
3.567 |
3.665 |
|
| S3 |
3.431 |
3.492 |
3.653 |
|
| S4 |
3.295 |
3.356 |
3.615 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.519 |
4.407 |
3.866 |
|
| R3 |
4.223 |
4.111 |
3.784 |
|
| R2 |
3.927 |
3.927 |
3.757 |
|
| R1 |
3.815 |
3.815 |
3.730 |
3.871 |
| PP |
3.631 |
3.631 |
3.631 |
3.659 |
| S1 |
3.519 |
3.519 |
3.676 |
3.575 |
| S2 |
3.335 |
3.335 |
3.649 |
|
| S3 |
3.039 |
3.223 |
3.622 |
|
| S4 |
2.743 |
2.927 |
3.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.447 |
0.330 |
8.9% |
0.149 |
4.0% |
74% |
True |
False |
155,285 |
| 10 |
3.777 |
3.447 |
0.330 |
8.9% |
0.132 |
3.6% |
74% |
True |
False |
137,411 |
| 20 |
3.964 |
3.447 |
0.517 |
14.0% |
0.119 |
3.2% |
47% |
False |
False |
115,300 |
| 40 |
4.243 |
3.447 |
0.796 |
21.6% |
0.121 |
3.3% |
31% |
False |
False |
80,427 |
| 60 |
4.540 |
3.447 |
1.093 |
29.6% |
0.116 |
3.1% |
22% |
False |
False |
68,343 |
| 80 |
4.697 |
3.447 |
1.250 |
33.9% |
0.117 |
3.2% |
19% |
False |
False |
56,520 |
| 100 |
5.106 |
3.447 |
1.659 |
45.0% |
0.118 |
3.2% |
15% |
False |
False |
48,445 |
| 120 |
5.106 |
3.447 |
1.659 |
45.0% |
0.118 |
3.2% |
15% |
False |
False |
42,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.355 |
|
2.618 |
4.133 |
|
1.618 |
3.997 |
|
1.000 |
3.913 |
|
0.618 |
3.861 |
|
HIGH |
3.777 |
|
0.618 |
3.725 |
|
0.500 |
3.709 |
|
0.382 |
3.693 |
|
LOW |
3.641 |
|
0.618 |
3.557 |
|
1.000 |
3.505 |
|
1.618 |
3.421 |
|
2.618 |
3.285 |
|
4.250 |
3.063 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.664 |
| PP |
3.703 |
3.638 |
| S1 |
3.696 |
3.612 |
|