NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.075 |
4.111 |
0.036 |
0.9% |
4.125 |
| High |
4.120 |
4.111 |
-0.009 |
-0.2% |
4.180 |
| Low |
4.037 |
4.010 |
-0.027 |
-0.7% |
4.010 |
| Close |
4.113 |
4.022 |
-0.091 |
-2.2% |
4.022 |
| Range |
0.083 |
0.101 |
0.018 |
21.7% |
0.170 |
| ATR |
0.091 |
0.092 |
0.001 |
0.9% |
0.000 |
| Volume |
27,010 |
25,522 |
-1,488 |
-5.5% |
104,496 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.351 |
4.287 |
4.078 |
|
| R3 |
4.250 |
4.186 |
4.050 |
|
| R2 |
4.149 |
4.149 |
4.041 |
|
| R1 |
4.085 |
4.085 |
4.031 |
4.067 |
| PP |
4.048 |
4.048 |
4.048 |
4.038 |
| S1 |
3.984 |
3.984 |
4.013 |
3.966 |
| S2 |
3.947 |
3.947 |
4.003 |
|
| S3 |
3.846 |
3.883 |
3.994 |
|
| S4 |
3.745 |
3.782 |
3.966 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.581 |
4.471 |
4.116 |
|
| R3 |
4.411 |
4.301 |
4.069 |
|
| R2 |
4.241 |
4.241 |
4.053 |
|
| R1 |
4.131 |
4.131 |
4.038 |
4.101 |
| PP |
4.071 |
4.071 |
4.071 |
4.056 |
| S1 |
3.961 |
3.961 |
4.006 |
3.931 |
| S2 |
3.901 |
3.901 |
3.991 |
|
| S3 |
3.731 |
3.791 |
3.975 |
|
| S4 |
3.561 |
3.621 |
3.929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.180 |
4.010 |
0.170 |
4.2% |
0.085 |
2.1% |
7% |
False |
True |
20,899 |
| 10 |
4.314 |
4.010 |
0.304 |
7.6% |
0.090 |
2.2% |
4% |
False |
True |
14,930 |
| 20 |
4.500 |
4.010 |
0.490 |
12.2% |
0.088 |
2.2% |
2% |
False |
True |
11,527 |
| 40 |
4.590 |
4.010 |
0.580 |
14.4% |
0.094 |
2.3% |
2% |
False |
True |
9,016 |
| 60 |
4.958 |
4.010 |
0.948 |
23.6% |
0.095 |
2.4% |
1% |
False |
True |
7,443 |
| 80 |
5.064 |
4.010 |
1.054 |
26.2% |
0.097 |
2.4% |
1% |
False |
True |
6,108 |
| 100 |
5.330 |
4.010 |
1.320 |
32.8% |
0.098 |
2.4% |
1% |
False |
True |
5,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.540 |
|
2.618 |
4.375 |
|
1.618 |
4.274 |
|
1.000 |
4.212 |
|
0.618 |
4.173 |
|
HIGH |
4.111 |
|
0.618 |
4.072 |
|
0.500 |
4.061 |
|
0.382 |
4.049 |
|
LOW |
4.010 |
|
0.618 |
3.948 |
|
1.000 |
3.909 |
|
1.618 |
3.847 |
|
2.618 |
3.746 |
|
4.250 |
3.581 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.061 |
4.088 |
| PP |
4.048 |
4.066 |
| S1 |
4.035 |
4.044 |
|