NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.976 |
3.962 |
-0.014 |
-0.4% |
4.134 |
| High |
3.977 |
4.001 |
0.024 |
0.6% |
4.153 |
| Low |
3.900 |
3.917 |
0.017 |
0.4% |
3.900 |
| Close |
3.963 |
3.935 |
-0.028 |
-0.7% |
3.963 |
| Range |
0.077 |
0.084 |
0.007 |
9.1% |
0.253 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.9% |
0.000 |
| Volume |
24,107 |
12,319 |
-11,788 |
-48.9% |
93,228 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.153 |
3.981 |
|
| R3 |
4.119 |
4.069 |
3.958 |
|
| R2 |
4.035 |
4.035 |
3.950 |
|
| R1 |
3.985 |
3.985 |
3.943 |
3.968 |
| PP |
3.951 |
3.951 |
3.951 |
3.943 |
| S1 |
3.901 |
3.901 |
3.927 |
3.884 |
| S2 |
3.867 |
3.867 |
3.920 |
|
| S3 |
3.783 |
3.817 |
3.912 |
|
| S4 |
3.699 |
3.733 |
3.889 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.764 |
4.617 |
4.102 |
|
| R3 |
4.511 |
4.364 |
4.033 |
|
| R2 |
4.258 |
4.258 |
4.009 |
|
| R1 |
4.111 |
4.111 |
3.986 |
4.058 |
| PP |
4.005 |
4.005 |
4.005 |
3.979 |
| S1 |
3.858 |
3.858 |
3.940 |
3.805 |
| S2 |
3.752 |
3.752 |
3.917 |
|
| S3 |
3.499 |
3.605 |
3.893 |
|
| S4 |
3.246 |
3.352 |
3.824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.060 |
3.900 |
0.160 |
4.1% |
0.089 |
2.3% |
22% |
False |
False |
15,600 |
| 10 |
4.153 |
3.900 |
0.253 |
6.4% |
0.100 |
2.5% |
14% |
False |
False |
19,491 |
| 20 |
4.314 |
3.900 |
0.414 |
10.5% |
0.094 |
2.4% |
8% |
False |
False |
17,918 |
| 40 |
4.580 |
3.900 |
0.680 |
17.3% |
0.097 |
2.5% |
5% |
False |
False |
12,688 |
| 60 |
4.636 |
3.900 |
0.736 |
18.7% |
0.096 |
2.4% |
5% |
False |
False |
10,476 |
| 80 |
4.958 |
3.900 |
1.058 |
26.9% |
0.096 |
2.4% |
3% |
False |
False |
8,547 |
| 100 |
5.330 |
3.900 |
1.430 |
36.3% |
0.098 |
2.5% |
2% |
False |
False |
7,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.221 |
|
1.618 |
4.137 |
|
1.000 |
4.085 |
|
0.618 |
4.053 |
|
HIGH |
4.001 |
|
0.618 |
3.969 |
|
0.500 |
3.959 |
|
0.382 |
3.949 |
|
LOW |
3.917 |
|
0.618 |
3.865 |
|
1.000 |
3.833 |
|
1.618 |
3.781 |
|
2.618 |
3.697 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
3.971 |
| PP |
3.951 |
3.959 |
| S1 |
3.943 |
3.947 |
|