NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.002 |
3.941 |
-0.061 |
-1.5% |
4.100 |
| High |
4.011 |
3.964 |
-0.047 |
-1.2% |
4.144 |
| Low |
3.933 |
3.890 |
-0.043 |
-1.1% |
3.980 |
| Close |
3.939 |
3.953 |
0.014 |
0.4% |
3.990 |
| Range |
0.078 |
0.074 |
-0.004 |
-5.1% |
0.164 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.0% |
0.000 |
| Volume |
23,202 |
19,854 |
-3,348 |
-14.4% |
86,231 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.158 |
4.129 |
3.994 |
|
| R3 |
4.084 |
4.055 |
3.973 |
|
| R2 |
4.010 |
4.010 |
3.967 |
|
| R1 |
3.981 |
3.981 |
3.960 |
3.996 |
| PP |
3.936 |
3.936 |
3.936 |
3.943 |
| S1 |
3.907 |
3.907 |
3.946 |
3.922 |
| S2 |
3.862 |
3.862 |
3.939 |
|
| S3 |
3.788 |
3.833 |
3.933 |
|
| S4 |
3.714 |
3.759 |
3.912 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.424 |
4.080 |
|
| R3 |
4.366 |
4.260 |
4.035 |
|
| R2 |
4.202 |
4.202 |
4.020 |
|
| R1 |
4.096 |
4.096 |
4.005 |
4.067 |
| PP |
4.038 |
4.038 |
4.038 |
4.024 |
| S1 |
3.932 |
3.932 |
3.975 |
3.903 |
| S2 |
3.874 |
3.874 |
3.960 |
|
| S3 |
3.710 |
3.768 |
3.945 |
|
| S4 |
3.546 |
3.604 |
3.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.077 |
3.890 |
0.187 |
4.7% |
0.081 |
2.0% |
34% |
False |
True |
20,107 |
| 10 |
4.169 |
3.890 |
0.279 |
7.1% |
0.079 |
2.0% |
23% |
False |
True |
18,610 |
| 20 |
4.333 |
3.890 |
0.443 |
11.2% |
0.078 |
2.0% |
14% |
False |
True |
14,452 |
| 40 |
4.516 |
3.890 |
0.626 |
15.8% |
0.092 |
2.3% |
10% |
False |
True |
12,022 |
| 60 |
4.878 |
3.890 |
0.988 |
25.0% |
0.091 |
2.3% |
6% |
False |
True |
10,038 |
| 80 |
4.912 |
3.890 |
1.022 |
25.9% |
0.093 |
2.3% |
6% |
False |
True |
8,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.279 |
|
2.618 |
4.158 |
|
1.618 |
4.084 |
|
1.000 |
4.038 |
|
0.618 |
4.010 |
|
HIGH |
3.964 |
|
0.618 |
3.936 |
|
0.500 |
3.927 |
|
0.382 |
3.918 |
|
LOW |
3.890 |
|
0.618 |
3.844 |
|
1.000 |
3.816 |
|
1.618 |
3.770 |
|
2.618 |
3.696 |
|
4.250 |
3.576 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.944 |
3.952 |
| PP |
3.936 |
3.951 |
| S1 |
3.927 |
3.951 |
|