NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.688 |
3.550 |
-0.138 |
-3.7% |
3.486 |
| High |
3.698 |
3.635 |
-0.063 |
-1.7% |
3.743 |
| Low |
3.532 |
3.536 |
0.004 |
0.1% |
3.447 |
| Close |
3.553 |
3.586 |
0.033 |
0.9% |
3.703 |
| Range |
0.166 |
0.099 |
-0.067 |
-40.4% |
0.296 |
| ATR |
0.129 |
0.126 |
-0.002 |
-1.6% |
0.000 |
| Volume |
114,798 |
106,544 |
-8,254 |
-7.2% |
771,753 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.883 |
3.833 |
3.640 |
|
| R3 |
3.784 |
3.734 |
3.613 |
|
| R2 |
3.685 |
3.685 |
3.604 |
|
| R1 |
3.635 |
3.635 |
3.595 |
3.660 |
| PP |
3.586 |
3.586 |
3.586 |
3.598 |
| S1 |
3.536 |
3.536 |
3.577 |
3.561 |
| S2 |
3.487 |
3.487 |
3.568 |
|
| S3 |
3.388 |
3.437 |
3.559 |
|
| S4 |
3.289 |
3.338 |
3.532 |
|
|
| 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 |
9.2% |
0.149 |
4.1% |
42% |
False |
False |
133,977 |
| 10 |
3.777 |
3.447 |
0.330 |
9.2% |
0.138 |
3.8% |
42% |
False |
False |
140,553 |
| 20 |
3.926 |
3.447 |
0.479 |
13.4% |
0.123 |
3.4% |
29% |
False |
False |
119,773 |
| 40 |
4.243 |
3.447 |
0.796 |
22.2% |
0.122 |
3.4% |
17% |
False |
False |
84,713 |
| 60 |
4.495 |
3.447 |
1.048 |
29.2% |
0.117 |
3.3% |
13% |
False |
False |
71,454 |
| 80 |
4.697 |
3.447 |
1.250 |
34.9% |
0.118 |
3.3% |
11% |
False |
False |
58,983 |
| 100 |
5.106 |
3.447 |
1.659 |
46.3% |
0.117 |
3.3% |
8% |
False |
False |
50,464 |
| 120 |
5.106 |
3.447 |
1.659 |
46.3% |
0.118 |
3.3% |
8% |
False |
False |
43,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.056 |
|
2.618 |
3.894 |
|
1.618 |
3.795 |
|
1.000 |
3.734 |
|
0.618 |
3.696 |
|
HIGH |
3.635 |
|
0.618 |
3.597 |
|
0.500 |
3.586 |
|
0.382 |
3.574 |
|
LOW |
3.536 |
|
0.618 |
3.475 |
|
1.000 |
3.437 |
|
1.618 |
3.376 |
|
2.618 |
3.277 |
|
4.250 |
3.115 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.586 |
3.655 |
| PP |
3.586 |
3.632 |
| S1 |
3.586 |
3.609 |
|