NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.983 |
4.134 |
0.151 |
3.8% |
4.014 |
| High |
4.132 |
4.153 |
0.021 |
0.5% |
4.132 |
| Low |
3.958 |
4.012 |
0.054 |
1.4% |
3.929 |
| Close |
4.111 |
4.052 |
-0.059 |
-1.4% |
4.111 |
| Range |
0.174 |
0.141 |
-0.033 |
-19.0% |
0.203 |
| ATR |
0.095 |
0.098 |
0.003 |
3.5% |
0.000 |
| Volume |
24,275 |
27,544 |
3,269 |
13.5% |
109,529 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.495 |
4.415 |
4.130 |
|
| R3 |
4.354 |
4.274 |
4.091 |
|
| R2 |
4.213 |
4.213 |
4.078 |
|
| R1 |
4.133 |
4.133 |
4.065 |
4.103 |
| PP |
4.072 |
4.072 |
4.072 |
4.057 |
| S1 |
3.992 |
3.992 |
4.039 |
3.962 |
| S2 |
3.931 |
3.931 |
4.026 |
|
| S3 |
3.790 |
3.851 |
4.013 |
|
| S4 |
3.649 |
3.710 |
3.974 |
|
|
| 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 |
4.153 |
3.929 |
0.224 |
5.5% |
0.111 |
2.7% |
55% |
True |
False |
23,381 |
| 10 |
4.166 |
3.929 |
0.237 |
5.8% |
0.097 |
2.4% |
52% |
False |
False |
22,715 |
| 20 |
4.357 |
3.929 |
0.428 |
10.6% |
0.090 |
2.2% |
29% |
False |
False |
15,873 |
| 40 |
4.580 |
3.929 |
0.651 |
16.1% |
0.099 |
2.4% |
19% |
False |
False |
11,343 |
| 60 |
4.809 |
3.929 |
0.880 |
21.7% |
0.095 |
2.3% |
14% |
False |
False |
9,471 |
| 80 |
4.958 |
3.929 |
1.029 |
25.4% |
0.096 |
2.4% |
12% |
False |
False |
7,704 |
| 100 |
5.330 |
3.929 |
1.401 |
34.6% |
0.099 |
2.4% |
9% |
False |
False |
6,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.752 |
|
2.618 |
4.522 |
|
1.618 |
4.381 |
|
1.000 |
4.294 |
|
0.618 |
4.240 |
|
HIGH |
4.153 |
|
0.618 |
4.099 |
|
0.500 |
4.083 |
|
0.382 |
4.066 |
|
LOW |
4.012 |
|
0.618 |
3.925 |
|
1.000 |
3.871 |
|
1.618 |
3.784 |
|
2.618 |
3.643 |
|
4.250 |
3.413 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.083 |
4.048 |
| PP |
4.072 |
4.045 |
| S1 |
4.062 |
4.041 |
|