NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.792 |
3.853 |
0.061 |
1.6% |
4.024 |
| High |
3.888 |
3.880 |
-0.008 |
-0.2% |
4.039 |
| Low |
3.775 |
3.756 |
-0.019 |
-0.5% |
3.749 |
| Close |
3.852 |
3.775 |
-0.077 |
-2.0% |
3.826 |
| Range |
0.113 |
0.124 |
0.011 |
9.7% |
0.290 |
| ATR |
0.109 |
0.110 |
0.001 |
1.0% |
0.000 |
| Volume |
76,612 |
91,401 |
14,789 |
19.3% |
351,734 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.099 |
3.843 |
|
| R3 |
4.052 |
3.975 |
3.809 |
|
| R2 |
3.928 |
3.928 |
3.798 |
|
| R1 |
3.851 |
3.851 |
3.786 |
3.828 |
| PP |
3.804 |
3.804 |
3.804 |
3.792 |
| S1 |
3.727 |
3.727 |
3.764 |
3.704 |
| S2 |
3.680 |
3.680 |
3.752 |
|
| S3 |
3.556 |
3.603 |
3.741 |
|
| S4 |
3.432 |
3.479 |
3.707 |
|
|
| 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 |
4.2% |
0.108 |
2.9% |
17% |
False |
False |
74,736 |
| 10 |
4.039 |
3.747 |
0.292 |
7.7% |
0.121 |
3.2% |
10% |
False |
False |
74,544 |
| 20 |
4.100 |
3.747 |
0.353 |
9.4% |
0.112 |
3.0% |
8% |
False |
False |
67,532 |
| 40 |
4.450 |
3.747 |
0.703 |
18.6% |
0.110 |
2.9% |
4% |
False |
False |
50,567 |
| 60 |
4.516 |
3.747 |
0.769 |
20.4% |
0.109 |
2.9% |
4% |
False |
False |
41,324 |
| 80 |
4.871 |
3.747 |
1.124 |
29.8% |
0.107 |
2.8% |
2% |
False |
False |
34,027 |
| 100 |
5.283 |
3.747 |
1.536 |
40.7% |
0.110 |
2.9% |
2% |
False |
False |
28,979 |
| 120 |
5.283 |
3.747 |
1.536 |
40.7% |
0.110 |
2.9% |
2% |
False |
False |
25,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.407 |
|
2.618 |
4.205 |
|
1.618 |
4.081 |
|
1.000 |
4.004 |
|
0.618 |
3.957 |
|
HIGH |
3.880 |
|
0.618 |
3.833 |
|
0.500 |
3.818 |
|
0.382 |
3.803 |
|
LOW |
3.756 |
|
0.618 |
3.679 |
|
1.000 |
3.632 |
|
1.618 |
3.555 |
|
2.618 |
3.431 |
|
4.250 |
3.229 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.822 |
| PP |
3.804 |
3.806 |
| S1 |
3.789 |
3.791 |
|