NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.956 |
3.963 |
0.007 |
0.2% |
3.990 |
| High |
3.995 |
4.125 |
0.130 |
3.3% |
4.125 |
| Low |
3.908 |
3.942 |
0.034 |
0.9% |
3.908 |
| Close |
3.971 |
4.100 |
0.129 |
3.2% |
4.100 |
| Range |
0.087 |
0.183 |
0.096 |
110.3% |
0.217 |
| ATR |
0.094 |
0.100 |
0.006 |
6.8% |
0.000 |
| Volume |
92,625 |
84,149 |
-8,476 |
-9.2% |
469,109 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.605 |
4.535 |
4.201 |
|
| R3 |
4.422 |
4.352 |
4.150 |
|
| R2 |
4.239 |
4.239 |
4.134 |
|
| R1 |
4.169 |
4.169 |
4.117 |
4.204 |
| PP |
4.056 |
4.056 |
4.056 |
4.073 |
| S1 |
3.986 |
3.986 |
4.083 |
4.021 |
| S2 |
3.873 |
3.873 |
4.066 |
|
| S3 |
3.690 |
3.803 |
4.050 |
|
| S4 |
3.507 |
3.620 |
3.999 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.615 |
4.219 |
|
| R3 |
4.478 |
4.398 |
4.160 |
|
| R2 |
4.261 |
4.261 |
4.140 |
|
| R1 |
4.181 |
4.181 |
4.120 |
4.221 |
| PP |
4.044 |
4.044 |
4.044 |
4.065 |
| S1 |
3.964 |
3.964 |
4.080 |
4.004 |
| S2 |
3.827 |
3.827 |
4.060 |
|
| S3 |
3.610 |
3.747 |
4.040 |
|
| S4 |
3.393 |
3.530 |
3.981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.125 |
3.908 |
0.217 |
5.3% |
0.104 |
2.5% |
88% |
True |
False |
93,821 |
| 10 |
4.165 |
3.908 |
0.257 |
6.3% |
0.097 |
2.4% |
75% |
False |
False |
71,016 |
| 20 |
4.350 |
3.908 |
0.442 |
10.8% |
0.091 |
2.2% |
43% |
False |
False |
51,493 |
| 40 |
4.564 |
3.908 |
0.656 |
16.0% |
0.102 |
2.5% |
29% |
False |
False |
38,695 |
| 60 |
4.830 |
3.908 |
0.922 |
22.5% |
0.101 |
2.5% |
21% |
False |
False |
32,394 |
| 80 |
4.962 |
3.908 |
1.054 |
25.7% |
0.104 |
2.5% |
18% |
False |
False |
28,226 |
| 100 |
5.356 |
3.908 |
1.448 |
35.3% |
0.105 |
2.6% |
13% |
False |
False |
25,316 |
| 120 |
5.356 |
3.908 |
1.448 |
35.3% |
0.107 |
2.6% |
13% |
False |
False |
22,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.903 |
|
2.618 |
4.604 |
|
1.618 |
4.421 |
|
1.000 |
4.308 |
|
0.618 |
4.238 |
|
HIGH |
4.125 |
|
0.618 |
4.055 |
|
0.500 |
4.034 |
|
0.382 |
4.012 |
|
LOW |
3.942 |
|
0.618 |
3.829 |
|
1.000 |
3.759 |
|
1.618 |
3.646 |
|
2.618 |
3.463 |
|
4.250 |
3.164 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.078 |
4.072 |
| PP |
4.056 |
4.044 |
| S1 |
4.034 |
4.017 |
|