NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
3.956 |
0.003 |
0.1% |
4.110 |
| High |
4.027 |
3.965 |
-0.062 |
-1.5% |
4.143 |
| Low |
3.919 |
3.885 |
-0.034 |
-0.9% |
3.885 |
| Close |
3.964 |
3.950 |
-0.014 |
-0.4% |
3.950 |
| Range |
0.108 |
0.080 |
-0.028 |
-25.9% |
0.258 |
| ATR |
0.102 |
0.101 |
-0.002 |
-1.6% |
0.000 |
| Volume |
38,909 |
61,141 |
22,232 |
57.1% |
260,209 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.173 |
4.142 |
3.994 |
|
| R3 |
4.093 |
4.062 |
3.972 |
|
| R2 |
4.013 |
4.013 |
3.965 |
|
| R1 |
3.982 |
3.982 |
3.957 |
3.958 |
| PP |
3.933 |
3.933 |
3.933 |
3.921 |
| S1 |
3.902 |
3.902 |
3.943 |
3.878 |
| S2 |
3.853 |
3.853 |
3.935 |
|
| S3 |
3.773 |
3.822 |
3.928 |
|
| S4 |
3.693 |
3.742 |
3.906 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.767 |
4.616 |
4.092 |
|
| R3 |
4.509 |
4.358 |
4.021 |
|
| R2 |
4.251 |
4.251 |
3.997 |
|
| R1 |
4.100 |
4.100 |
3.974 |
4.047 |
| PP |
3.993 |
3.993 |
3.993 |
3.966 |
| S1 |
3.842 |
3.842 |
3.926 |
3.789 |
| S2 |
3.735 |
3.735 |
3.903 |
|
| S3 |
3.477 |
3.584 |
3.879 |
|
| S4 |
3.219 |
3.326 |
3.808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.143 |
3.885 |
0.258 |
6.5% |
0.104 |
2.6% |
25% |
False |
True |
52,041 |
| 10 |
4.143 |
3.885 |
0.258 |
6.5% |
0.104 |
2.6% |
25% |
False |
True |
72,931 |
| 20 |
4.300 |
3.885 |
0.415 |
10.5% |
0.099 |
2.5% |
16% |
False |
True |
56,615 |
| 40 |
4.564 |
3.885 |
0.679 |
17.2% |
0.103 |
2.6% |
10% |
False |
True |
42,707 |
| 60 |
4.636 |
3.885 |
0.751 |
19.0% |
0.102 |
2.6% |
9% |
False |
True |
35,729 |
| 80 |
4.962 |
3.885 |
1.077 |
27.3% |
0.104 |
2.6% |
6% |
False |
True |
30,752 |
| 100 |
5.356 |
3.885 |
1.471 |
37.2% |
0.105 |
2.7% |
4% |
False |
True |
27,275 |
| 120 |
5.356 |
3.885 |
1.471 |
37.2% |
0.107 |
2.7% |
4% |
False |
True |
24,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.305 |
|
2.618 |
4.174 |
|
1.618 |
4.094 |
|
1.000 |
4.045 |
|
0.618 |
4.014 |
|
HIGH |
3.965 |
|
0.618 |
3.934 |
|
0.500 |
3.925 |
|
0.382 |
3.916 |
|
LOW |
3.885 |
|
0.618 |
3.836 |
|
1.000 |
3.805 |
|
1.618 |
3.756 |
|
2.618 |
3.676 |
|
4.250 |
3.545 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
3.956 |
| PP |
3.933 |
3.954 |
| S1 |
3.925 |
3.952 |
|