NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.784 |
3.830 |
0.046 |
1.2% |
3.815 |
| High |
3.854 |
3.906 |
0.052 |
1.3% |
3.984 |
| Low |
3.784 |
3.790 |
0.006 |
0.2% |
3.747 |
| Close |
3.813 |
3.827 |
0.014 |
0.4% |
3.960 |
| Range |
0.070 |
0.116 |
0.046 |
65.7% |
0.237 |
| ATR |
0.111 |
0.111 |
0.000 |
0.3% |
0.000 |
| Volume |
68,598 |
101,532 |
32,934 |
48.0% |
414,641 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.124 |
3.891 |
|
| R3 |
4.073 |
4.008 |
3.859 |
|
| R2 |
3.957 |
3.957 |
3.848 |
|
| R1 |
3.892 |
3.892 |
3.838 |
3.867 |
| PP |
3.841 |
3.841 |
3.841 |
3.828 |
| S1 |
3.776 |
3.776 |
3.816 |
3.751 |
| S2 |
3.725 |
3.725 |
3.806 |
|
| S3 |
3.609 |
3.660 |
3.795 |
|
| S4 |
3.493 |
3.544 |
3.763 |
|
|
| 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 |
3.775 |
0.264 |
6.9% |
0.138 |
3.6% |
20% |
False |
False |
77,870 |
| 10 |
4.039 |
3.747 |
0.292 |
7.6% |
0.117 |
3.1% |
27% |
False |
False |
78,638 |
| 20 |
4.161 |
3.747 |
0.414 |
10.8% |
0.108 |
2.8% |
19% |
False |
False |
60,708 |
| 40 |
4.450 |
3.747 |
0.703 |
18.4% |
0.110 |
2.9% |
11% |
False |
False |
45,874 |
| 60 |
4.630 |
3.747 |
0.883 |
23.1% |
0.107 |
2.8% |
9% |
False |
False |
37,657 |
| 80 |
4.871 |
3.747 |
1.124 |
29.4% |
0.108 |
2.8% |
7% |
False |
False |
31,049 |
| 100 |
5.283 |
3.747 |
1.536 |
40.1% |
0.110 |
2.9% |
5% |
False |
False |
26,770 |
| 120 |
5.283 |
3.747 |
1.536 |
40.1% |
0.111 |
2.9% |
5% |
False |
False |
23,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.399 |
|
2.618 |
4.210 |
|
1.618 |
4.094 |
|
1.000 |
4.022 |
|
0.618 |
3.978 |
|
HIGH |
3.906 |
|
0.618 |
3.862 |
|
0.500 |
3.848 |
|
0.382 |
3.834 |
|
LOW |
3.790 |
|
0.618 |
3.718 |
|
1.000 |
3.674 |
|
1.618 |
3.602 |
|
2.618 |
3.486 |
|
4.250 |
3.297 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.848 |
3.845 |
| PP |
3.841 |
3.839 |
| S1 |
3.834 |
3.833 |
|