NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.024 |
3.901 |
-0.123 |
-3.1% |
3.815 |
| High |
4.039 |
3.914 |
-0.125 |
-3.1% |
3.984 |
| Low |
3.863 |
3.775 |
-0.088 |
-2.3% |
3.747 |
| Close |
3.903 |
3.788 |
-0.115 |
-2.9% |
3.960 |
| Range |
0.176 |
0.139 |
-0.037 |
-21.0% |
0.237 |
| ATR |
0.112 |
0.114 |
0.002 |
1.7% |
0.000 |
| Volume |
69,722 |
59,274 |
-10,448 |
-15.0% |
414,641 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.154 |
3.864 |
|
| R3 |
4.104 |
4.015 |
3.826 |
|
| R2 |
3.965 |
3.965 |
3.813 |
|
| R1 |
3.876 |
3.876 |
3.801 |
3.851 |
| PP |
3.826 |
3.826 |
3.826 |
3.813 |
| S1 |
3.737 |
3.737 |
3.775 |
3.712 |
| S2 |
3.687 |
3.687 |
3.763 |
|
| S3 |
3.548 |
3.598 |
3.750 |
|
| S4 |
3.409 |
3.459 |
3.712 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.608 |
4.521 |
4.090 |
|
| R3 |
4.371 |
4.284 |
4.025 |
|
| R2 |
4.134 |
4.134 |
4.003 |
|
| R1 |
4.047 |
4.047 |
3.982 |
4.091 |
| PP |
3.897 |
3.897 |
3.897 |
3.919 |
| S1 |
3.810 |
3.810 |
3.938 |
3.854 |
| S2 |
3.660 |
3.660 |
3.917 |
|
| S3 |
3.423 |
3.573 |
3.895 |
|
| S4 |
3.186 |
3.336 |
3.830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.039 |
3.747 |
0.292 |
7.7% |
0.139 |
3.7% |
14% |
False |
False |
76,757 |
| 10 |
4.039 |
3.747 |
0.292 |
7.7% |
0.120 |
3.2% |
14% |
False |
False |
72,452 |
| 20 |
4.161 |
3.747 |
0.414 |
10.9% |
0.107 |
2.8% |
10% |
False |
False |
56,953 |
| 40 |
4.450 |
3.747 |
0.703 |
18.6% |
0.111 |
2.9% |
6% |
False |
False |
42,631 |
| 60 |
4.659 |
3.747 |
0.912 |
24.1% |
0.106 |
2.8% |
4% |
False |
False |
35,080 |
| 80 |
4.871 |
3.747 |
1.124 |
29.7% |
0.108 |
2.9% |
4% |
False |
False |
29,035 |
| 100 |
5.283 |
3.747 |
1.536 |
40.5% |
0.111 |
2.9% |
3% |
False |
False |
25,224 |
| 120 |
5.283 |
3.747 |
1.536 |
40.5% |
0.111 |
2.9% |
3% |
False |
False |
22,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.505 |
|
2.618 |
4.278 |
|
1.618 |
4.139 |
|
1.000 |
4.053 |
|
0.618 |
4.000 |
|
HIGH |
3.914 |
|
0.618 |
3.861 |
|
0.500 |
3.845 |
|
0.382 |
3.828 |
|
LOW |
3.775 |
|
0.618 |
3.689 |
|
1.000 |
3.636 |
|
1.618 |
3.550 |
|
2.618 |
3.411 |
|
4.250 |
3.184 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.845 |
3.907 |
| PP |
3.826 |
3.867 |
| S1 |
3.807 |
3.828 |
|