NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.926 |
3.953 |
0.027 |
0.7% |
3.990 |
| High |
3.986 |
4.027 |
0.041 |
1.0% |
4.125 |
| Low |
3.924 |
3.919 |
-0.005 |
-0.1% |
3.908 |
| Close |
3.950 |
3.964 |
0.014 |
0.4% |
4.100 |
| Range |
0.062 |
0.108 |
0.046 |
74.2% |
0.217 |
| ATR |
0.102 |
0.102 |
0.000 |
0.4% |
0.000 |
| Volume |
41,657 |
38,909 |
-2,748 |
-6.6% |
469,109 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.294 |
4.237 |
4.023 |
|
| R3 |
4.186 |
4.129 |
3.994 |
|
| R2 |
4.078 |
4.078 |
3.984 |
|
| R1 |
4.021 |
4.021 |
3.974 |
4.050 |
| PP |
3.970 |
3.970 |
3.970 |
3.984 |
| S1 |
3.913 |
3.913 |
3.954 |
3.942 |
| S2 |
3.862 |
3.862 |
3.944 |
|
| S3 |
3.754 |
3.805 |
3.934 |
|
| S4 |
3.646 |
3.697 |
3.905 |
|
|
| 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 |
3.919 |
0.224 |
5.7% |
0.125 |
3.2% |
20% |
False |
True |
56,643 |
| 10 |
4.143 |
3.908 |
0.235 |
5.9% |
0.106 |
2.7% |
24% |
False |
False |
73,235 |
| 20 |
4.300 |
3.908 |
0.392 |
9.9% |
0.098 |
2.5% |
14% |
False |
False |
55,896 |
| 40 |
4.564 |
3.908 |
0.656 |
16.5% |
0.103 |
2.6% |
9% |
False |
False |
41,570 |
| 60 |
4.727 |
3.908 |
0.819 |
20.7% |
0.103 |
2.6% |
7% |
False |
False |
34,909 |
| 80 |
4.962 |
3.908 |
1.054 |
26.6% |
0.104 |
2.6% |
5% |
False |
False |
30,200 |
| 100 |
5.356 |
3.908 |
1.448 |
36.5% |
0.105 |
2.6% |
4% |
False |
False |
26,882 |
| 120 |
5.356 |
3.908 |
1.448 |
36.5% |
0.107 |
2.7% |
4% |
False |
False |
24,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.486 |
|
2.618 |
4.310 |
|
1.618 |
4.202 |
|
1.000 |
4.135 |
|
0.618 |
4.094 |
|
HIGH |
4.027 |
|
0.618 |
3.986 |
|
0.500 |
3.973 |
|
0.382 |
3.960 |
|
LOW |
3.919 |
|
0.618 |
3.852 |
|
1.000 |
3.811 |
|
1.618 |
3.744 |
|
2.618 |
3.636 |
|
4.250 |
3.460 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
3.983 |
| PP |
3.970 |
3.977 |
| S1 |
3.967 |
3.970 |
|