NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.937 |
4.000 |
0.063 |
1.6% |
4.134 |
| High |
4.023 |
4.015 |
-0.008 |
-0.2% |
4.153 |
| Low |
3.912 |
3.909 |
-0.003 |
-0.1% |
3.900 |
| Close |
3.992 |
3.928 |
-0.064 |
-1.6% |
3.963 |
| Range |
0.111 |
0.106 |
-0.005 |
-4.5% |
0.253 |
| ATR |
0.096 |
0.097 |
0.001 |
0.7% |
0.000 |
| Volume |
9,367 |
11,844 |
2,477 |
26.4% |
93,228 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.269 |
4.204 |
3.986 |
|
| R3 |
4.163 |
4.098 |
3.957 |
|
| R2 |
4.057 |
4.057 |
3.947 |
|
| R1 |
3.992 |
3.992 |
3.938 |
3.972 |
| PP |
3.951 |
3.951 |
3.951 |
3.940 |
| S1 |
3.886 |
3.886 |
3.918 |
3.866 |
| S2 |
3.845 |
3.845 |
3.909 |
|
| S3 |
3.739 |
3.780 |
3.899 |
|
| S4 |
3.633 |
3.674 |
3.870 |
|
|
| 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 |
4.042 |
3.900 |
0.142 |
3.6% |
0.096 |
2.5% |
20% |
False |
False |
14,330 |
| 10 |
4.153 |
3.900 |
0.253 |
6.4% |
0.105 |
2.7% |
11% |
False |
False |
17,013 |
| 20 |
4.254 |
3.900 |
0.354 |
9.0% |
0.097 |
2.5% |
8% |
False |
False |
18,239 |
| 40 |
4.580 |
3.900 |
0.680 |
17.3% |
0.098 |
2.5% |
4% |
False |
False |
12,909 |
| 60 |
4.599 |
3.900 |
0.699 |
17.8% |
0.098 |
2.5% |
4% |
False |
False |
10,685 |
| 80 |
4.958 |
3.900 |
1.058 |
26.9% |
0.097 |
2.5% |
3% |
False |
False |
8,735 |
| 100 |
5.330 |
3.900 |
1.430 |
36.4% |
0.098 |
2.5% |
2% |
False |
False |
7,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.466 |
|
2.618 |
4.293 |
|
1.618 |
4.187 |
|
1.000 |
4.121 |
|
0.618 |
4.081 |
|
HIGH |
4.015 |
|
0.618 |
3.975 |
|
0.500 |
3.962 |
|
0.382 |
3.949 |
|
LOW |
3.909 |
|
0.618 |
3.843 |
|
1.000 |
3.803 |
|
1.618 |
3.737 |
|
2.618 |
3.631 |
|
4.250 |
3.459 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.966 |
| PP |
3.951 |
3.953 |
| S1 |
3.939 |
3.941 |
|