NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.928 |
3.944 |
0.016 |
0.4% |
4.100 |
| High |
4.004 |
3.944 |
-0.060 |
-1.5% |
4.114 |
| Low |
3.905 |
3.871 |
-0.034 |
-0.9% |
3.871 |
| Close |
3.945 |
3.927 |
-0.018 |
-0.5% |
3.927 |
| Range |
0.099 |
0.073 |
-0.026 |
-26.3% |
0.243 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.5% |
0.000 |
| Volume |
12,006 |
21,530 |
9,524 |
79.3% |
94,169 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.133 |
4.103 |
3.967 |
|
| R3 |
4.060 |
4.030 |
3.947 |
|
| R2 |
3.987 |
3.987 |
3.940 |
|
| R1 |
3.957 |
3.957 |
3.934 |
3.936 |
| PP |
3.914 |
3.914 |
3.914 |
3.903 |
| S1 |
3.884 |
3.884 |
3.920 |
3.863 |
| S2 |
3.841 |
3.841 |
3.914 |
|
| S3 |
3.768 |
3.811 |
3.907 |
|
| S4 |
3.695 |
3.738 |
3.887 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.700 |
4.556 |
4.061 |
|
| R3 |
4.457 |
4.313 |
3.994 |
|
| R2 |
4.214 |
4.214 |
3.972 |
|
| R1 |
4.070 |
4.070 |
3.949 |
4.021 |
| PP |
3.971 |
3.971 |
3.971 |
3.946 |
| S1 |
3.827 |
3.827 |
3.905 |
3.778 |
| S2 |
3.728 |
3.728 |
3.882 |
|
| S3 |
3.485 |
3.584 |
3.860 |
|
| S4 |
3.242 |
3.341 |
3.793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.114 |
3.871 |
0.243 |
6.2% |
0.097 |
2.5% |
23% |
False |
True |
18,833 |
| 10 |
4.114 |
3.871 |
0.243 |
6.2% |
0.096 |
2.4% |
23% |
False |
True |
19,605 |
| 20 |
4.281 |
3.871 |
0.410 |
10.4% |
0.091 |
2.3% |
14% |
False |
True |
17,036 |
| 40 |
4.516 |
3.871 |
0.645 |
16.4% |
0.094 |
2.4% |
9% |
False |
True |
13,849 |
| 60 |
4.602 |
3.871 |
0.731 |
18.6% |
0.092 |
2.3% |
8% |
False |
True |
11,559 |
| 80 |
4.912 |
3.871 |
1.041 |
26.5% |
0.094 |
2.4% |
5% |
False |
True |
9,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.254 |
|
2.618 |
4.135 |
|
1.618 |
4.062 |
|
1.000 |
4.017 |
|
0.618 |
3.989 |
|
HIGH |
3.944 |
|
0.618 |
3.916 |
|
0.500 |
3.908 |
|
0.382 |
3.899 |
|
LOW |
3.871 |
|
0.618 |
3.826 |
|
1.000 |
3.798 |
|
1.618 |
3.753 |
|
2.618 |
3.680 |
|
4.250 |
3.561 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.921 |
3.938 |
| PP |
3.914 |
3.934 |
| S1 |
3.908 |
3.931 |
|