NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.838 |
3.792 |
-0.046 |
-1.2% |
4.024 |
| High |
3.865 |
3.888 |
0.023 |
0.6% |
4.039 |
| Low |
3.776 |
3.775 |
-0.001 |
0.0% |
3.749 |
| Close |
3.794 |
3.852 |
0.058 |
1.5% |
3.826 |
| Range |
0.089 |
0.113 |
0.024 |
27.0% |
0.290 |
| ATR |
0.109 |
0.109 |
0.000 |
0.3% |
0.000 |
| Volume |
51,528 |
76,612 |
25,084 |
48.7% |
351,734 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.177 |
4.128 |
3.914 |
|
| R3 |
4.064 |
4.015 |
3.883 |
|
| R2 |
3.951 |
3.951 |
3.873 |
|
| R1 |
3.902 |
3.902 |
3.862 |
3.927 |
| PP |
3.838 |
3.838 |
3.838 |
3.851 |
| S1 |
3.789 |
3.789 |
3.842 |
3.814 |
| S2 |
3.725 |
3.725 |
3.831 |
|
| S3 |
3.612 |
3.676 |
3.821 |
|
| S4 |
3.499 |
3.563 |
3.790 |
|
|
| 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 |
3.906 |
3.749 |
0.157 |
4.1% |
0.097 |
2.5% |
66% |
False |
False |
70,175 |
| 10 |
4.039 |
3.747 |
0.292 |
7.6% |
0.118 |
3.1% |
36% |
False |
False |
73,466 |
| 20 |
4.107 |
3.747 |
0.360 |
9.3% |
0.110 |
2.8% |
29% |
False |
False |
64,503 |
| 40 |
4.450 |
3.747 |
0.703 |
18.3% |
0.110 |
2.9% |
15% |
False |
False |
48,727 |
| 60 |
4.537 |
3.747 |
0.790 |
20.5% |
0.108 |
2.8% |
13% |
False |
False |
40,072 |
| 80 |
4.871 |
3.747 |
1.124 |
29.2% |
0.108 |
2.8% |
9% |
False |
False |
32,972 |
| 100 |
5.283 |
3.747 |
1.536 |
39.9% |
0.110 |
2.9% |
7% |
False |
False |
28,179 |
| 120 |
5.283 |
3.747 |
1.536 |
39.9% |
0.110 |
2.9% |
7% |
False |
False |
24,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.368 |
|
2.618 |
4.184 |
|
1.618 |
4.071 |
|
1.000 |
4.001 |
|
0.618 |
3.958 |
|
HIGH |
3.888 |
|
0.618 |
3.845 |
|
0.500 |
3.832 |
|
0.382 |
3.818 |
|
LOW |
3.775 |
|
0.618 |
3.705 |
|
1.000 |
3.662 |
|
1.618 |
3.592 |
|
2.618 |
3.479 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.845 |
3.841 |
| PP |
3.838 |
3.830 |
| S1 |
3.832 |
3.819 |
|