NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.055 |
4.056 |
0.001 |
0.0% |
3.959 |
| High |
4.095 |
4.075 |
-0.020 |
-0.5% |
4.065 |
| Low |
3.980 |
3.900 |
-0.080 |
-2.0% |
3.870 |
| Close |
4.056 |
3.920 |
-0.136 |
-3.4% |
4.042 |
| Range |
0.115 |
0.175 |
0.060 |
52.2% |
0.195 |
| ATR |
0.106 |
0.111 |
0.005 |
4.6% |
0.000 |
| Volume |
65,704 |
41,887 |
-23,817 |
-36.2% |
202,447 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.490 |
4.380 |
4.016 |
|
| R3 |
4.315 |
4.205 |
3.968 |
|
| R2 |
4.140 |
4.140 |
3.952 |
|
| R1 |
4.030 |
4.030 |
3.936 |
3.998 |
| PP |
3.965 |
3.965 |
3.965 |
3.949 |
| S1 |
3.855 |
3.855 |
3.904 |
3.823 |
| S2 |
3.790 |
3.790 |
3.888 |
|
| S3 |
3.615 |
3.680 |
3.872 |
|
| S4 |
3.440 |
3.505 |
3.824 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.577 |
4.505 |
4.149 |
|
| R3 |
4.382 |
4.310 |
4.096 |
|
| R2 |
4.187 |
4.187 |
4.078 |
|
| R1 |
4.115 |
4.115 |
4.060 |
4.151 |
| PP |
3.992 |
3.992 |
3.992 |
4.011 |
| S1 |
3.920 |
3.920 |
4.024 |
3.956 |
| S2 |
3.797 |
3.797 |
4.006 |
|
| S3 |
3.602 |
3.725 |
3.988 |
|
| S4 |
3.407 |
3.530 |
3.935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.095 |
3.870 |
0.225 |
5.7% |
0.131 |
3.3% |
22% |
False |
False |
49,618 |
| 10 |
4.095 |
3.870 |
0.225 |
5.7% |
0.110 |
2.8% |
22% |
False |
False |
45,174 |
| 20 |
4.146 |
3.870 |
0.276 |
7.0% |
0.110 |
2.8% |
18% |
False |
False |
59,612 |
| 40 |
4.477 |
3.870 |
0.607 |
15.5% |
0.101 |
2.6% |
8% |
False |
False |
46,282 |
| 60 |
4.606 |
3.870 |
0.736 |
18.8% |
0.105 |
2.7% |
7% |
False |
False |
38,509 |
| 80 |
4.962 |
3.870 |
1.092 |
27.9% |
0.104 |
2.7% |
5% |
False |
False |
33,182 |
| 100 |
5.242 |
3.870 |
1.372 |
35.0% |
0.105 |
2.7% |
4% |
False |
False |
29,202 |
| 120 |
5.356 |
3.870 |
1.486 |
37.9% |
0.107 |
2.7% |
3% |
False |
False |
26,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.819 |
|
2.618 |
4.533 |
|
1.618 |
4.358 |
|
1.000 |
4.250 |
|
0.618 |
4.183 |
|
HIGH |
4.075 |
|
0.618 |
4.008 |
|
0.500 |
3.988 |
|
0.382 |
3.967 |
|
LOW |
3.900 |
|
0.618 |
3.792 |
|
1.000 |
3.725 |
|
1.618 |
3.617 |
|
2.618 |
3.442 |
|
4.250 |
3.156 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
3.998 |
| PP |
3.965 |
3.972 |
| S1 |
3.943 |
3.946 |
|