NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.926 |
3.908 |
-0.018 |
-0.5% |
3.962 |
| High |
3.950 |
3.981 |
0.031 |
0.8% |
4.077 |
| Low |
3.883 |
3.882 |
-0.001 |
0.0% |
3.887 |
| Close |
3.893 |
3.909 |
0.016 |
0.4% |
4.053 |
| Range |
0.067 |
0.099 |
0.032 |
47.8% |
0.190 |
| ATR |
0.104 |
0.103 |
0.000 |
-0.3% |
0.000 |
| Volume |
25,013 |
17,511 |
-7,502 |
-30.0% |
66,130 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.221 |
4.164 |
3.963 |
|
| R3 |
4.122 |
4.065 |
3.936 |
|
| R2 |
4.023 |
4.023 |
3.927 |
|
| R1 |
3.966 |
3.966 |
3.918 |
3.995 |
| PP |
3.924 |
3.924 |
3.924 |
3.938 |
| S1 |
3.867 |
3.867 |
3.900 |
3.896 |
| S2 |
3.825 |
3.825 |
3.891 |
|
| S3 |
3.726 |
3.768 |
3.882 |
|
| S4 |
3.627 |
3.669 |
3.855 |
|
|
| 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 |
4.107 |
3.882 |
0.225 |
5.8% |
0.120 |
3.1% |
12% |
False |
True |
21,436 |
| 10 |
4.107 |
3.882 |
0.225 |
5.8% |
0.106 |
2.7% |
12% |
False |
True |
17,651 |
| 20 |
4.153 |
3.882 |
0.271 |
6.9% |
0.104 |
2.7% |
10% |
False |
True |
19,034 |
| 40 |
4.500 |
3.882 |
0.618 |
15.8% |
0.096 |
2.4% |
4% |
False |
True |
14,897 |
| 60 |
4.599 |
3.882 |
0.717 |
18.3% |
0.098 |
2.5% |
4% |
False |
True |
12,042 |
| 80 |
4.958 |
3.882 |
1.076 |
27.5% |
0.097 |
2.5% |
3% |
False |
True |
10,056 |
| 100 |
5.074 |
3.882 |
1.192 |
30.5% |
0.098 |
2.5% |
2% |
False |
True |
8,458 |
| 120 |
5.330 |
3.882 |
1.448 |
37.0% |
0.100 |
2.5% |
2% |
False |
True |
7,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.240 |
|
1.618 |
4.141 |
|
1.000 |
4.080 |
|
0.618 |
4.042 |
|
HIGH |
3.981 |
|
0.618 |
3.943 |
|
0.500 |
3.932 |
|
0.382 |
3.920 |
|
LOW |
3.882 |
|
0.618 |
3.821 |
|
1.000 |
3.783 |
|
1.618 |
3.722 |
|
2.618 |
3.623 |
|
4.250 |
3.461 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.932 |
3.982 |
| PP |
3.924 |
3.958 |
| S1 |
3.917 |
3.933 |
|