NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.925 |
3.923 |
-0.002 |
-0.1% |
3.962 |
| High |
3.972 |
4.077 |
0.105 |
2.6% |
4.077 |
| Low |
3.887 |
3.922 |
0.035 |
0.9% |
3.887 |
| Close |
3.911 |
4.053 |
0.142 |
3.6% |
4.053 |
| Range |
0.085 |
0.155 |
0.070 |
82.4% |
0.190 |
| ATR |
0.096 |
0.101 |
0.005 |
5.2% |
0.000 |
| Volume |
11,695 |
20,905 |
9,210 |
78.8% |
66,130 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.423 |
4.138 |
|
| R3 |
4.327 |
4.268 |
4.096 |
|
| R2 |
4.172 |
4.172 |
4.081 |
|
| R1 |
4.113 |
4.113 |
4.067 |
4.143 |
| PP |
4.017 |
4.017 |
4.017 |
4.032 |
| S1 |
3.958 |
3.958 |
4.039 |
3.988 |
| S2 |
3.862 |
3.862 |
4.025 |
|
| S3 |
3.707 |
3.803 |
4.010 |
|
| S4 |
3.552 |
3.648 |
3.968 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.504 |
4.158 |
|
| R3 |
4.386 |
4.314 |
4.105 |
|
| R2 |
4.196 |
4.196 |
4.088 |
|
| R1 |
4.124 |
4.124 |
4.070 |
4.160 |
| PP |
4.006 |
4.006 |
4.006 |
4.024 |
| S1 |
3.934 |
3.934 |
4.036 |
3.970 |
| S2 |
3.816 |
3.816 |
4.018 |
|
| S3 |
3.626 |
3.744 |
4.001 |
|
| S4 |
3.436 |
3.554 |
3.949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.077 |
3.887 |
0.190 |
4.7% |
0.108 |
2.7% |
87% |
True |
False |
13,226 |
| 10 |
4.153 |
3.887 |
0.266 |
6.6% |
0.104 |
2.6% |
62% |
False |
False |
15,935 |
| 20 |
4.180 |
3.887 |
0.293 |
7.2% |
0.098 |
2.4% |
57% |
False |
False |
18,669 |
| 40 |
4.500 |
3.887 |
0.613 |
15.1% |
0.095 |
2.4% |
27% |
False |
False |
13,389 |
| 60 |
4.599 |
3.887 |
0.712 |
17.6% |
0.097 |
2.4% |
23% |
False |
False |
11,064 |
| 80 |
4.958 |
3.887 |
1.071 |
26.4% |
0.097 |
2.4% |
15% |
False |
False |
9,082 |
| 100 |
5.330 |
3.887 |
1.443 |
35.6% |
0.099 |
2.4% |
12% |
False |
False |
7,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.736 |
|
2.618 |
4.483 |
|
1.618 |
4.328 |
|
1.000 |
4.232 |
|
0.618 |
4.173 |
|
HIGH |
4.077 |
|
0.618 |
4.018 |
|
0.500 |
4.000 |
|
0.382 |
3.981 |
|
LOW |
3.922 |
|
0.618 |
3.826 |
|
1.000 |
3.767 |
|
1.618 |
3.671 |
|
2.618 |
3.516 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.035 |
4.029 |
| PP |
4.017 |
4.006 |
| S1 |
4.000 |
3.982 |
|