NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.881 |
3.916 |
0.035 |
0.9% |
3.940 |
| High |
3.943 |
3.916 |
-0.027 |
-0.7% |
4.001 |
| Low |
3.841 |
3.807 |
-0.034 |
-0.9% |
3.807 |
| Close |
3.916 |
3.820 |
-0.096 |
-2.5% |
3.820 |
| Range |
0.102 |
0.109 |
0.007 |
6.9% |
0.194 |
| ATR |
0.103 |
0.104 |
0.000 |
0.4% |
0.000 |
| Volume |
64,048 |
72,618 |
8,570 |
13.4% |
270,440 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.106 |
3.880 |
|
| R3 |
4.066 |
3.997 |
3.850 |
|
| R2 |
3.957 |
3.957 |
3.840 |
|
| R1 |
3.888 |
3.888 |
3.830 |
3.868 |
| PP |
3.848 |
3.848 |
3.848 |
3.838 |
| S1 |
3.779 |
3.779 |
3.810 |
3.759 |
| S2 |
3.739 |
3.739 |
3.800 |
|
| S3 |
3.630 |
3.670 |
3.790 |
|
| S4 |
3.521 |
3.561 |
3.760 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.333 |
3.927 |
|
| R3 |
4.264 |
4.139 |
3.873 |
|
| R2 |
4.070 |
4.070 |
3.856 |
|
| R1 |
3.945 |
3.945 |
3.838 |
3.911 |
| PP |
3.876 |
3.876 |
3.876 |
3.859 |
| S1 |
3.751 |
3.751 |
3.802 |
3.717 |
| S2 |
3.682 |
3.682 |
3.784 |
|
| S3 |
3.488 |
3.557 |
3.767 |
|
| S4 |
3.294 |
3.363 |
3.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.001 |
3.807 |
0.194 |
5.1% |
0.093 |
2.4% |
7% |
False |
True |
54,088 |
| 10 |
4.161 |
3.807 |
0.354 |
9.3% |
0.103 |
2.7% |
4% |
False |
True |
46,700 |
| 20 |
4.370 |
3.807 |
0.563 |
14.7% |
0.099 |
2.6% |
2% |
False |
True |
40,223 |
| 40 |
4.515 |
3.807 |
0.708 |
18.5% |
0.105 |
2.7% |
2% |
False |
True |
32,708 |
| 60 |
4.871 |
3.807 |
1.064 |
27.9% |
0.105 |
2.7% |
1% |
False |
True |
27,462 |
| 80 |
4.985 |
3.807 |
1.178 |
30.8% |
0.107 |
2.8% |
1% |
False |
True |
22,897 |
| 100 |
5.283 |
3.807 |
1.476 |
38.6% |
0.110 |
2.9% |
1% |
False |
True |
20,127 |
| 120 |
5.283 |
3.807 |
1.476 |
38.6% |
0.109 |
2.9% |
1% |
False |
True |
17,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.379 |
|
2.618 |
4.201 |
|
1.618 |
4.092 |
|
1.000 |
4.025 |
|
0.618 |
3.983 |
|
HIGH |
3.916 |
|
0.618 |
3.874 |
|
0.500 |
3.862 |
|
0.382 |
3.849 |
|
LOW |
3.807 |
|
0.618 |
3.740 |
|
1.000 |
3.698 |
|
1.618 |
3.631 |
|
2.618 |
3.522 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.862 |
3.894 |
| PP |
3.848 |
3.869 |
| S1 |
3.834 |
3.845 |
|