NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.830 |
3.827 |
-0.003 |
-0.1% |
4.024 |
| High |
3.906 |
3.848 |
-0.058 |
-1.5% |
4.039 |
| Low |
3.790 |
3.749 |
-0.041 |
-1.1% |
3.749 |
| Close |
3.827 |
3.826 |
-0.001 |
0.0% |
3.826 |
| Range |
0.116 |
0.099 |
-0.017 |
-14.7% |
0.290 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.8% |
0.000 |
| Volume |
101,532 |
52,608 |
-48,924 |
-48.2% |
351,734 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.105 |
4.064 |
3.880 |
|
| R3 |
4.006 |
3.965 |
3.853 |
|
| R2 |
3.907 |
3.907 |
3.844 |
|
| R1 |
3.866 |
3.866 |
3.835 |
3.837 |
| PP |
3.808 |
3.808 |
3.808 |
3.793 |
| S1 |
3.767 |
3.767 |
3.817 |
3.738 |
| S2 |
3.709 |
3.709 |
3.808 |
|
| S3 |
3.610 |
3.668 |
3.799 |
|
| S4 |
3.511 |
3.569 |
3.772 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.741 |
4.574 |
3.986 |
|
| R3 |
4.451 |
4.284 |
3.906 |
|
| R2 |
4.161 |
4.161 |
3.879 |
|
| R1 |
3.994 |
3.994 |
3.853 |
3.933 |
| PP |
3.871 |
3.871 |
3.871 |
3.841 |
| S1 |
3.704 |
3.704 |
3.799 |
3.643 |
| S2 |
3.581 |
3.581 |
3.773 |
|
| S3 |
3.291 |
3.414 |
3.746 |
|
| S4 |
3.001 |
3.124 |
3.667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.039 |
3.749 |
0.290 |
7.6% |
0.120 |
3.1% |
27% |
False |
True |
70,346 |
| 10 |
4.039 |
3.747 |
0.292 |
7.6% |
0.116 |
3.0% |
27% |
False |
False |
76,637 |
| 20 |
4.161 |
3.747 |
0.414 |
10.8% |
0.110 |
2.9% |
19% |
False |
False |
61,668 |
| 40 |
4.450 |
3.747 |
0.703 |
18.4% |
0.109 |
2.9% |
11% |
False |
False |
46,779 |
| 60 |
4.537 |
3.747 |
0.790 |
20.6% |
0.107 |
2.8% |
10% |
False |
False |
38,396 |
| 80 |
4.871 |
3.747 |
1.124 |
29.4% |
0.108 |
2.8% |
7% |
False |
False |
31,603 |
| 100 |
5.283 |
3.747 |
1.536 |
40.1% |
0.110 |
2.9% |
5% |
False |
False |
27,161 |
| 120 |
5.283 |
3.747 |
1.536 |
40.1% |
0.112 |
2.9% |
5% |
False |
False |
23,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.269 |
|
2.618 |
4.107 |
|
1.618 |
4.008 |
|
1.000 |
3.947 |
|
0.618 |
3.909 |
|
HIGH |
3.848 |
|
0.618 |
3.810 |
|
0.500 |
3.799 |
|
0.382 |
3.787 |
|
LOW |
3.749 |
|
0.618 |
3.688 |
|
1.000 |
3.650 |
|
1.618 |
3.589 |
|
2.618 |
3.490 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.817 |
3.828 |
| PP |
3.808 |
3.827 |
| S1 |
3.799 |
3.827 |
|