NYMEX Natural Gas Future January 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.915 |
3.890 |
-0.025 |
-0.6% |
3.959 |
| High |
3.941 |
3.977 |
0.036 |
0.9% |
4.065 |
| Low |
3.872 |
3.874 |
0.002 |
0.1% |
3.870 |
| Close |
3.882 |
3.901 |
0.019 |
0.5% |
4.042 |
| Range |
0.069 |
0.103 |
0.034 |
49.3% |
0.195 |
| ATR |
0.108 |
0.108 |
0.000 |
-0.3% |
0.000 |
| Volume |
57,873 |
31,473 |
-26,400 |
-45.6% |
202,447 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.167 |
3.958 |
|
| R3 |
4.123 |
4.064 |
3.929 |
|
| R2 |
4.020 |
4.020 |
3.920 |
|
| R1 |
3.961 |
3.961 |
3.910 |
3.991 |
| PP |
3.917 |
3.917 |
3.917 |
3.932 |
| S1 |
3.858 |
3.858 |
3.892 |
3.888 |
| S2 |
3.814 |
3.814 |
3.882 |
|
| S3 |
3.711 |
3.755 |
3.873 |
|
| S4 |
3.608 |
3.652 |
3.844 |
|
|
| 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 |
3.872 |
0.223 |
5.7% |
0.124 |
3.2% |
13% |
False |
False |
53,045 |
| 10 |
4.095 |
3.870 |
0.225 |
5.8% |
0.110 |
2.8% |
14% |
False |
False |
46,052 |
| 20 |
4.143 |
3.870 |
0.273 |
7.0% |
0.108 |
2.8% |
11% |
False |
False |
59,644 |
| 40 |
4.477 |
3.870 |
0.607 |
15.6% |
0.101 |
2.6% |
5% |
False |
False |
47,054 |
| 60 |
4.606 |
3.870 |
0.736 |
18.9% |
0.105 |
2.7% |
4% |
False |
False |
39,095 |
| 80 |
4.962 |
3.870 |
1.092 |
28.0% |
0.104 |
2.7% |
3% |
False |
False |
33,872 |
| 100 |
5.088 |
3.870 |
1.218 |
31.2% |
0.104 |
2.7% |
3% |
False |
False |
29,884 |
| 120 |
5.356 |
3.870 |
1.486 |
38.1% |
0.106 |
2.7% |
2% |
False |
False |
27,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.415 |
|
2.618 |
4.247 |
|
1.618 |
4.144 |
|
1.000 |
4.080 |
|
0.618 |
4.041 |
|
HIGH |
3.977 |
|
0.618 |
3.938 |
|
0.500 |
3.926 |
|
0.382 |
3.913 |
|
LOW |
3.874 |
|
0.618 |
3.810 |
|
1.000 |
3.771 |
|
1.618 |
3.707 |
|
2.618 |
3.604 |
|
4.250 |
3.436 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.974 |
| PP |
3.917 |
3.949 |
| S1 |
3.909 |
3.925 |
|