NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.037 |
3.926 |
-0.111 |
-2.7% |
3.990 |
| High |
4.047 |
3.986 |
-0.061 |
-1.5% |
4.125 |
| Low |
3.921 |
3.924 |
0.003 |
0.1% |
3.908 |
| Close |
3.927 |
3.950 |
0.023 |
0.6% |
4.100 |
| Range |
0.126 |
0.062 |
-0.064 |
-50.8% |
0.217 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.9% |
0.000 |
| Volume |
47,167 |
41,657 |
-5,510 |
-11.7% |
469,109 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.139 |
4.107 |
3.984 |
|
| R3 |
4.077 |
4.045 |
3.967 |
|
| R2 |
4.015 |
4.015 |
3.961 |
|
| R1 |
3.983 |
3.983 |
3.956 |
3.999 |
| PP |
3.953 |
3.953 |
3.953 |
3.962 |
| S1 |
3.921 |
3.921 |
3.944 |
3.937 |
| S2 |
3.891 |
3.891 |
3.939 |
|
| S3 |
3.829 |
3.859 |
3.933 |
|
| S4 |
3.767 |
3.797 |
3.916 |
|
|
| 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 |
4.143 |
3.908 |
0.235 |
5.9% |
0.121 |
3.1% |
18% |
False |
False |
67,386 |
| 10 |
4.143 |
3.908 |
0.235 |
5.9% |
0.105 |
2.7% |
18% |
False |
False |
74,135 |
| 20 |
4.300 |
3.908 |
0.392 |
9.9% |
0.097 |
2.5% |
11% |
False |
False |
55,853 |
| 40 |
4.564 |
3.908 |
0.656 |
16.6% |
0.103 |
2.6% |
6% |
False |
False |
41,451 |
| 60 |
4.757 |
3.908 |
0.849 |
21.5% |
0.102 |
2.6% |
5% |
False |
False |
34,476 |
| 80 |
4.962 |
3.908 |
1.054 |
26.7% |
0.104 |
2.6% |
4% |
False |
False |
29,823 |
| 100 |
5.356 |
3.908 |
1.448 |
36.7% |
0.105 |
2.6% |
3% |
False |
False |
26,645 |
| 120 |
5.356 |
3.908 |
1.448 |
36.7% |
0.107 |
2.7% |
3% |
False |
False |
23,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.148 |
|
1.618 |
4.086 |
|
1.000 |
4.048 |
|
0.618 |
4.024 |
|
HIGH |
3.986 |
|
0.618 |
3.962 |
|
0.500 |
3.955 |
|
0.382 |
3.948 |
|
LOW |
3.924 |
|
0.618 |
3.886 |
|
1.000 |
3.862 |
|
1.618 |
3.824 |
|
2.618 |
3.762 |
|
4.250 |
3.661 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.955 |
4.032 |
| PP |
3.953 |
4.005 |
| S1 |
3.952 |
3.977 |
|