NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.042 |
4.031 |
-0.011 |
-0.3% |
4.125 |
| High |
4.042 |
4.048 |
0.006 |
0.1% |
4.180 |
| Low |
3.964 |
3.966 |
0.002 |
0.1% |
4.010 |
| Close |
4.028 |
3.970 |
-0.058 |
-1.4% |
4.022 |
| Range |
0.078 |
0.082 |
0.004 |
5.1% |
0.170 |
| ATR |
0.090 |
0.090 |
-0.001 |
-0.7% |
0.000 |
| Volume |
20,793 |
25,195 |
4,402 |
21.2% |
104,496 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.241 |
4.187 |
4.015 |
|
| R3 |
4.159 |
4.105 |
3.993 |
|
| R2 |
4.077 |
4.077 |
3.985 |
|
| R1 |
4.023 |
4.023 |
3.978 |
4.009 |
| PP |
3.995 |
3.995 |
3.995 |
3.988 |
| S1 |
3.941 |
3.941 |
3.962 |
3.927 |
| S2 |
3.913 |
3.913 |
3.955 |
|
| S3 |
3.831 |
3.859 |
3.947 |
|
| S4 |
3.749 |
3.777 |
3.925 |
|
|
| 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 |
4.120 |
3.964 |
0.156 |
3.9% |
0.085 |
2.1% |
4% |
False |
False |
23,737 |
| 10 |
4.254 |
3.964 |
0.290 |
7.3% |
0.089 |
2.2% |
2% |
False |
False |
19,464 |
| 20 |
4.472 |
3.964 |
0.508 |
12.8% |
0.083 |
2.1% |
1% |
False |
False |
13,668 |
| 40 |
4.580 |
3.964 |
0.616 |
15.5% |
0.095 |
2.4% |
1% |
False |
False |
10,209 |
| 60 |
4.944 |
3.964 |
0.980 |
24.7% |
0.095 |
2.4% |
1% |
False |
False |
8,411 |
| 80 |
4.958 |
3.964 |
0.994 |
25.0% |
0.096 |
2.4% |
1% |
False |
False |
6,866 |
| 100 |
5.330 |
3.964 |
1.366 |
34.4% |
0.098 |
2.5% |
0% |
False |
False |
5,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.397 |
|
2.618 |
4.263 |
|
1.618 |
4.181 |
|
1.000 |
4.130 |
|
0.618 |
4.099 |
|
HIGH |
4.048 |
|
0.618 |
4.017 |
|
0.500 |
4.007 |
|
0.382 |
3.997 |
|
LOW |
3.966 |
|
0.618 |
3.915 |
|
1.000 |
3.884 |
|
1.618 |
3.833 |
|
2.618 |
3.751 |
|
4.250 |
3.618 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.007 |
4.016 |
| PP |
3.995 |
4.000 |
| S1 |
3.982 |
3.985 |
|