NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.970 |
3.983 |
0.013 |
0.3% |
4.014 |
| High |
4.008 |
4.132 |
0.124 |
3.1% |
4.132 |
| Low |
3.929 |
3.958 |
0.029 |
0.7% |
3.929 |
| Close |
3.989 |
4.111 |
0.122 |
3.1% |
4.111 |
| Range |
0.079 |
0.174 |
0.095 |
120.3% |
0.203 |
| ATR |
0.089 |
0.095 |
0.006 |
6.8% |
0.000 |
| Volume |
19,101 |
24,275 |
5,174 |
27.1% |
109,529 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.589 |
4.524 |
4.207 |
|
| R3 |
4.415 |
4.350 |
4.159 |
|
| R2 |
4.241 |
4.241 |
4.143 |
|
| R1 |
4.176 |
4.176 |
4.127 |
4.209 |
| PP |
4.067 |
4.067 |
4.067 |
4.083 |
| S1 |
4.002 |
4.002 |
4.095 |
4.035 |
| S2 |
3.893 |
3.893 |
4.079 |
|
| S3 |
3.719 |
3.828 |
4.063 |
|
| S4 |
3.545 |
3.654 |
4.015 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.666 |
4.592 |
4.223 |
|
| R3 |
4.463 |
4.389 |
4.167 |
|
| R2 |
4.260 |
4.260 |
4.148 |
|
| R1 |
4.186 |
4.186 |
4.130 |
4.223 |
| PP |
4.057 |
4.057 |
4.057 |
4.076 |
| S1 |
3.983 |
3.983 |
4.092 |
4.020 |
| S2 |
3.854 |
3.854 |
4.074 |
|
| S3 |
3.651 |
3.780 |
4.055 |
|
| S4 |
3.448 |
3.577 |
3.999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.132 |
3.929 |
0.203 |
4.9% |
0.099 |
2.4% |
90% |
True |
False |
21,905 |
| 10 |
4.180 |
3.929 |
0.251 |
6.1% |
0.092 |
2.2% |
73% |
False |
False |
21,402 |
| 20 |
4.357 |
3.929 |
0.428 |
10.4% |
0.086 |
2.1% |
43% |
False |
False |
14,750 |
| 40 |
4.580 |
3.929 |
0.651 |
15.8% |
0.097 |
2.3% |
28% |
False |
False |
10,871 |
| 60 |
4.826 |
3.929 |
0.897 |
21.8% |
0.094 |
2.3% |
20% |
False |
False |
9,059 |
| 80 |
4.958 |
3.929 |
1.029 |
25.0% |
0.097 |
2.4% |
18% |
False |
False |
7,373 |
| 100 |
5.330 |
3.929 |
1.401 |
34.1% |
0.098 |
2.4% |
13% |
False |
False |
6,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.872 |
|
2.618 |
4.588 |
|
1.618 |
4.414 |
|
1.000 |
4.306 |
|
0.618 |
4.240 |
|
HIGH |
4.132 |
|
0.618 |
4.066 |
|
0.500 |
4.045 |
|
0.382 |
4.024 |
|
LOW |
3.958 |
|
0.618 |
3.850 |
|
1.000 |
3.784 |
|
1.618 |
3.676 |
|
2.618 |
3.502 |
|
4.250 |
3.219 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.089 |
4.084 |
| PP |
4.067 |
4.057 |
| S1 |
4.045 |
4.031 |
|