NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
3.908 |
3.937 |
0.029 |
0.7% |
4.069 |
| High |
3.981 |
3.961 |
-0.020 |
-0.5% |
4.107 |
| Low |
3.882 |
3.890 |
0.008 |
0.2% |
3.882 |
| Close |
3.909 |
3.900 |
-0.009 |
-0.2% |
3.900 |
| Range |
0.099 |
0.071 |
-0.028 |
-28.3% |
0.225 |
| ATR |
0.103 |
0.101 |
-0.002 |
-2.2% |
0.000 |
| Volume |
17,511 |
26,260 |
8,749 |
50.0% |
112,537 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.086 |
3.939 |
|
| R3 |
4.059 |
4.015 |
3.920 |
|
| R2 |
3.988 |
3.988 |
3.913 |
|
| R1 |
3.944 |
3.944 |
3.907 |
3.931 |
| PP |
3.917 |
3.917 |
3.917 |
3.910 |
| S1 |
3.873 |
3.873 |
3.893 |
3.860 |
| S2 |
3.846 |
3.846 |
3.887 |
|
| S3 |
3.775 |
3.802 |
3.880 |
|
| S4 |
3.704 |
3.731 |
3.861 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.638 |
4.494 |
4.024 |
|
| R3 |
4.413 |
4.269 |
3.962 |
|
| R2 |
4.188 |
4.188 |
3.941 |
|
| R1 |
4.044 |
4.044 |
3.921 |
4.004 |
| PP |
3.963 |
3.963 |
3.963 |
3.943 |
| S1 |
3.819 |
3.819 |
3.879 |
3.779 |
| S2 |
3.738 |
3.738 |
3.859 |
|
| S3 |
3.513 |
3.594 |
3.838 |
|
| S4 |
3.288 |
3.369 |
3.776 |
|
|
| 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% |
0.103 |
2.7% |
8% |
False |
False |
22,507 |
| 10 |
4.107 |
3.882 |
0.225 |
5.8% |
0.106 |
2.7% |
8% |
False |
False |
17,866 |
| 20 |
4.153 |
3.882 |
0.271 |
6.9% |
0.103 |
2.6% |
7% |
False |
False |
19,071 |
| 40 |
4.500 |
3.882 |
0.618 |
15.8% |
0.095 |
2.4% |
3% |
False |
False |
15,299 |
| 60 |
4.590 |
3.882 |
0.708 |
18.2% |
0.097 |
2.5% |
3% |
False |
False |
12,368 |
| 80 |
4.958 |
3.882 |
1.076 |
27.6% |
0.097 |
2.5% |
2% |
False |
False |
10,350 |
| 100 |
5.064 |
3.882 |
1.182 |
30.3% |
0.098 |
2.5% |
2% |
False |
False |
8,701 |
| 120 |
5.330 |
3.882 |
1.448 |
37.1% |
0.099 |
2.5% |
1% |
False |
False |
7,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.263 |
|
2.618 |
4.147 |
|
1.618 |
4.076 |
|
1.000 |
4.032 |
|
0.618 |
4.005 |
|
HIGH |
3.961 |
|
0.618 |
3.934 |
|
0.500 |
3.926 |
|
0.382 |
3.917 |
|
LOW |
3.890 |
|
0.618 |
3.846 |
|
1.000 |
3.819 |
|
1.618 |
3.775 |
|
2.618 |
3.704 |
|
4.250 |
3.588 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.932 |
| PP |
3.917 |
3.921 |
| S1 |
3.909 |
3.911 |
|