NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.916 |
3.815 |
-0.101 |
-2.6% |
3.940 |
| High |
3.916 |
3.881 |
-0.035 |
-0.9% |
4.001 |
| Low |
3.807 |
3.785 |
-0.022 |
-0.6% |
3.807 |
| Close |
3.820 |
3.843 |
0.023 |
0.6% |
3.820 |
| Range |
0.109 |
0.096 |
-0.013 |
-11.9% |
0.194 |
| ATR |
0.104 |
0.103 |
-0.001 |
-0.5% |
0.000 |
| Volume |
72,618 |
66,028 |
-6,590 |
-9.1% |
270,440 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.124 |
4.080 |
3.896 |
|
| R3 |
4.028 |
3.984 |
3.869 |
|
| R2 |
3.932 |
3.932 |
3.861 |
|
| R1 |
3.888 |
3.888 |
3.852 |
3.910 |
| PP |
3.836 |
3.836 |
3.836 |
3.848 |
| S1 |
3.792 |
3.792 |
3.834 |
3.814 |
| S2 |
3.740 |
3.740 |
3.825 |
|
| S3 |
3.644 |
3.696 |
3.817 |
|
| S4 |
3.548 |
3.600 |
3.790 |
|
|
| 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 |
3.980 |
3.785 |
0.195 |
5.1% |
0.093 |
2.4% |
30% |
False |
True |
58,225 |
| 10 |
4.161 |
3.785 |
0.376 |
9.8% |
0.102 |
2.6% |
15% |
False |
True |
50,153 |
| 20 |
4.370 |
3.785 |
0.585 |
15.2% |
0.100 |
2.6% |
10% |
False |
True |
42,176 |
| 40 |
4.450 |
3.785 |
0.665 |
17.3% |
0.105 |
2.7% |
9% |
False |
True |
33,582 |
| 60 |
4.871 |
3.785 |
1.086 |
28.3% |
0.104 |
2.7% |
5% |
False |
True |
28,287 |
| 80 |
4.871 |
3.785 |
1.086 |
28.3% |
0.107 |
2.8% |
5% |
False |
True |
23,645 |
| 100 |
5.283 |
3.785 |
1.498 |
39.0% |
0.110 |
2.9% |
4% |
False |
True |
20,717 |
| 120 |
5.283 |
3.785 |
1.498 |
39.0% |
0.109 |
2.8% |
4% |
False |
True |
18,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.132 |
|
1.618 |
4.036 |
|
1.000 |
3.977 |
|
0.618 |
3.940 |
|
HIGH |
3.881 |
|
0.618 |
3.844 |
|
0.500 |
3.833 |
|
0.382 |
3.822 |
|
LOW |
3.785 |
|
0.618 |
3.726 |
|
1.000 |
3.689 |
|
1.618 |
3.630 |
|
2.618 |
3.534 |
|
4.250 |
3.377 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.864 |
| PP |
3.836 |
3.857 |
| S1 |
3.833 |
3.850 |
|