NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.775 |
3.775 |
0.000 |
0.0% |
3.838 |
| High |
3.834 |
3.940 |
0.106 |
2.8% |
3.940 |
| Low |
3.724 |
3.771 |
0.047 |
1.3% |
3.724 |
| Close |
3.764 |
3.923 |
0.159 |
4.2% |
3.923 |
| Range |
0.110 |
0.169 |
0.059 |
53.6% |
0.216 |
| ATR |
0.110 |
0.115 |
0.005 |
4.3% |
0.000 |
| Volume |
149,656 |
159,448 |
9,792 |
6.5% |
528,645 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.385 |
4.323 |
4.016 |
|
| R3 |
4.216 |
4.154 |
3.969 |
|
| R2 |
4.047 |
4.047 |
3.954 |
|
| R1 |
3.985 |
3.985 |
3.938 |
4.016 |
| PP |
3.878 |
3.878 |
3.878 |
3.894 |
| S1 |
3.816 |
3.816 |
3.908 |
3.847 |
| S2 |
3.709 |
3.709 |
3.892 |
|
| S3 |
3.540 |
3.647 |
3.877 |
|
| S4 |
3.371 |
3.478 |
3.830 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.510 |
4.433 |
4.042 |
|
| R3 |
4.294 |
4.217 |
3.982 |
|
| R2 |
4.078 |
4.078 |
3.963 |
|
| R1 |
4.001 |
4.001 |
3.943 |
4.040 |
| PP |
3.862 |
3.862 |
3.862 |
3.882 |
| S1 |
3.785 |
3.785 |
3.903 |
3.824 |
| S2 |
3.646 |
3.646 |
3.883 |
|
| S3 |
3.430 |
3.569 |
3.864 |
|
| S4 |
3.214 |
3.353 |
3.804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.940 |
3.724 |
0.216 |
5.5% |
0.121 |
3.1% |
92% |
True |
False |
105,729 |
| 10 |
4.039 |
3.724 |
0.315 |
8.0% |
0.121 |
3.1% |
63% |
False |
False |
88,037 |
| 20 |
4.039 |
3.724 |
0.315 |
8.0% |
0.112 |
2.8% |
63% |
False |
False |
78,273 |
| 40 |
4.385 |
3.724 |
0.661 |
16.8% |
0.108 |
2.8% |
30% |
False |
False |
56,864 |
| 60 |
4.516 |
3.724 |
0.792 |
20.2% |
0.109 |
2.8% |
25% |
False |
False |
45,780 |
| 80 |
4.871 |
3.724 |
1.147 |
29.2% |
0.108 |
2.7% |
17% |
False |
False |
37,638 |
| 100 |
5.283 |
3.724 |
1.559 |
39.7% |
0.112 |
2.8% |
13% |
False |
False |
31,802 |
| 120 |
5.283 |
3.724 |
1.559 |
39.7% |
0.111 |
2.8% |
13% |
False |
False |
27,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.658 |
|
2.618 |
4.382 |
|
1.618 |
4.213 |
|
1.000 |
4.109 |
|
0.618 |
4.044 |
|
HIGH |
3.940 |
|
0.618 |
3.875 |
|
0.500 |
3.856 |
|
0.382 |
3.836 |
|
LOW |
3.771 |
|
0.618 |
3.667 |
|
1.000 |
3.602 |
|
1.618 |
3.498 |
|
2.618 |
3.329 |
|
4.250 |
3.053 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.901 |
3.893 |
| PP |
3.878 |
3.862 |
| S1 |
3.856 |
3.832 |
|