NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.772 |
3.760 |
-0.012 |
-0.3% |
3.838 |
| High |
3.804 |
3.863 |
0.059 |
1.6% |
3.940 |
| Low |
3.730 |
3.741 |
0.011 |
0.3% |
3.724 |
| Close |
3.749 |
3.778 |
0.029 |
0.8% |
3.923 |
| Range |
0.074 |
0.122 |
0.048 |
64.9% |
0.216 |
| ATR |
0.118 |
0.118 |
0.000 |
0.2% |
0.000 |
| Volume |
75,982 |
149,889 |
73,907 |
97.3% |
528,645 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
4.091 |
3.845 |
|
| R3 |
4.038 |
3.969 |
3.812 |
|
| R2 |
3.916 |
3.916 |
3.800 |
|
| R1 |
3.847 |
3.847 |
3.789 |
3.882 |
| PP |
3.794 |
3.794 |
3.794 |
3.811 |
| S1 |
3.725 |
3.725 |
3.767 |
3.760 |
| S2 |
3.672 |
3.672 |
3.756 |
|
| S3 |
3.550 |
3.603 |
3.744 |
|
| S4 |
3.428 |
3.481 |
3.711 |
|
|
| 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 |
3.978 |
3.730 |
0.248 |
6.6% |
0.137 |
3.6% |
19% |
False |
False |
120,549 |
| 10 |
3.978 |
3.724 |
0.254 |
6.7% |
0.122 |
3.2% |
21% |
False |
False |
102,455 |
| 20 |
4.039 |
3.724 |
0.315 |
8.3% |
0.120 |
3.2% |
17% |
False |
False |
90,546 |
| 40 |
4.370 |
3.724 |
0.646 |
17.1% |
0.109 |
2.9% |
8% |
False |
False |
64,242 |
| 60 |
4.516 |
3.724 |
0.792 |
21.0% |
0.111 |
2.9% |
7% |
False |
False |
51,167 |
| 80 |
4.871 |
3.724 |
1.147 |
30.4% |
0.109 |
2.9% |
5% |
False |
False |
42,515 |
| 100 |
4.992 |
3.724 |
1.268 |
33.6% |
0.110 |
2.9% |
4% |
False |
False |
35,761 |
| 120 |
5.283 |
3.724 |
1.559 |
41.3% |
0.112 |
3.0% |
3% |
False |
False |
31,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.382 |
|
2.618 |
4.182 |
|
1.618 |
4.060 |
|
1.000 |
3.985 |
|
0.618 |
3.938 |
|
HIGH |
3.863 |
|
0.618 |
3.816 |
|
0.500 |
3.802 |
|
0.382 |
3.788 |
|
LOW |
3.741 |
|
0.618 |
3.666 |
|
1.000 |
3.619 |
|
1.618 |
3.544 |
|
2.618 |
3.422 |
|
4.250 |
3.223 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.843 |
| PP |
3.794 |
3.821 |
| S1 |
3.786 |
3.800 |
|