NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.058 |
3.945 |
-0.113 |
-2.8% |
4.014 |
| High |
4.060 |
4.002 |
-0.058 |
-1.4% |
4.132 |
| Low |
3.940 |
3.944 |
0.004 |
0.1% |
3.929 |
| Close |
3.946 |
3.970 |
0.024 |
0.6% |
4.111 |
| Range |
0.120 |
0.058 |
-0.062 |
-51.7% |
0.203 |
| ATR |
0.100 |
0.097 |
-0.003 |
-3.0% |
0.000 |
| Volume |
13,539 |
14,024 |
485 |
3.6% |
109,529 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.116 |
4.002 |
|
| R3 |
4.088 |
4.058 |
3.986 |
|
| R2 |
4.030 |
4.030 |
3.981 |
|
| R1 |
4.000 |
4.000 |
3.975 |
4.015 |
| PP |
3.972 |
3.972 |
3.972 |
3.980 |
| S1 |
3.942 |
3.942 |
3.965 |
3.957 |
| S2 |
3.914 |
3.914 |
3.959 |
|
| S3 |
3.856 |
3.884 |
3.954 |
|
| S4 |
3.798 |
3.826 |
3.938 |
|
|
| 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 |
5.6% |
0.114 |
2.9% |
18% |
False |
False |
19,696 |
| 10 |
4.153 |
3.929 |
0.224 |
5.6% |
0.100 |
2.5% |
18% |
False |
False |
21,716 |
| 20 |
4.314 |
3.929 |
0.385 |
9.7% |
0.093 |
2.3% |
11% |
False |
False |
16,628 |
| 40 |
4.580 |
3.929 |
0.651 |
16.4% |
0.098 |
2.5% |
6% |
False |
False |
11,844 |
| 60 |
4.753 |
3.929 |
0.824 |
20.8% |
0.095 |
2.4% |
5% |
False |
False |
9,840 |
| 80 |
4.958 |
3.929 |
1.029 |
25.9% |
0.097 |
2.4% |
4% |
False |
False |
8,018 |
| 100 |
5.330 |
3.929 |
1.401 |
35.3% |
0.098 |
2.5% |
3% |
False |
False |
6,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.249 |
|
2.618 |
4.154 |
|
1.618 |
4.096 |
|
1.000 |
4.060 |
|
0.618 |
4.038 |
|
HIGH |
4.002 |
|
0.618 |
3.980 |
|
0.500 |
3.973 |
|
0.382 |
3.966 |
|
LOW |
3.944 |
|
0.618 |
3.908 |
|
1.000 |
3.886 |
|
1.618 |
3.850 |
|
2.618 |
3.792 |
|
4.250 |
3.698 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
4.047 |
| PP |
3.972 |
4.021 |
| S1 |
3.971 |
3.996 |
|