NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.949 |
3.881 |
-0.068 |
-1.7% |
4.018 |
| High |
3.980 |
3.943 |
-0.037 |
-0.9% |
4.161 |
| Low |
3.869 |
3.841 |
-0.028 |
-0.7% |
3.936 |
| Close |
3.884 |
3.916 |
0.032 |
0.8% |
3.962 |
| Range |
0.111 |
0.102 |
-0.009 |
-8.1% |
0.225 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.1% |
0.000 |
| Volume |
44,217 |
64,048 |
19,831 |
44.8% |
196,560 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.206 |
4.163 |
3.972 |
|
| R3 |
4.104 |
4.061 |
3.944 |
|
| R2 |
4.002 |
4.002 |
3.935 |
|
| R1 |
3.959 |
3.959 |
3.925 |
3.981 |
| PP |
3.900 |
3.900 |
3.900 |
3.911 |
| S1 |
3.857 |
3.857 |
3.907 |
3.879 |
| S2 |
3.798 |
3.798 |
3.897 |
|
| S3 |
3.696 |
3.755 |
3.888 |
|
| S4 |
3.594 |
3.653 |
3.860 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.553 |
4.086 |
|
| R3 |
4.470 |
4.328 |
4.024 |
|
| R2 |
4.245 |
4.245 |
4.003 |
|
| R1 |
4.103 |
4.103 |
3.983 |
4.062 |
| PP |
4.020 |
4.020 |
4.020 |
3.999 |
| S1 |
3.878 |
3.878 |
3.941 |
3.837 |
| S2 |
3.795 |
3.795 |
3.921 |
|
| S3 |
3.570 |
3.653 |
3.900 |
|
| S4 |
3.345 |
3.428 |
3.838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.056 |
3.841 |
0.215 |
5.5% |
0.095 |
2.4% |
35% |
False |
True |
47,603 |
| 10 |
4.161 |
3.841 |
0.320 |
8.2% |
0.098 |
2.5% |
23% |
False |
True |
42,779 |
| 20 |
4.370 |
3.841 |
0.529 |
13.5% |
0.098 |
2.5% |
14% |
False |
True |
37,937 |
| 40 |
4.516 |
3.841 |
0.675 |
17.2% |
0.106 |
2.7% |
11% |
False |
True |
31,477 |
| 60 |
4.871 |
3.841 |
1.030 |
26.3% |
0.105 |
2.7% |
7% |
False |
True |
26,505 |
| 80 |
4.992 |
3.841 |
1.151 |
29.4% |
0.107 |
2.7% |
7% |
False |
True |
22,064 |
| 100 |
5.283 |
3.841 |
1.442 |
36.8% |
0.110 |
2.8% |
5% |
False |
True |
19,444 |
| 120 |
5.283 |
3.841 |
1.442 |
36.8% |
0.110 |
2.8% |
5% |
False |
True |
17,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.377 |
|
2.618 |
4.210 |
|
1.618 |
4.108 |
|
1.000 |
4.045 |
|
0.618 |
4.006 |
|
HIGH |
3.943 |
|
0.618 |
3.904 |
|
0.500 |
3.892 |
|
0.382 |
3.880 |
|
LOW |
3.841 |
|
0.618 |
3.778 |
|
1.000 |
3.739 |
|
1.618 |
3.676 |
|
2.618 |
3.574 |
|
4.250 |
3.408 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.908 |
3.914 |
| PP |
3.900 |
3.912 |
| S1 |
3.892 |
3.911 |
|