NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.944 |
3.935 |
-0.009 |
-0.2% |
4.100 |
| High |
3.944 |
3.964 |
0.020 |
0.5% |
4.114 |
| Low |
3.871 |
3.884 |
0.013 |
0.3% |
3.871 |
| Close |
3.927 |
3.901 |
-0.026 |
-0.7% |
3.927 |
| Range |
0.073 |
0.080 |
0.007 |
9.6% |
0.243 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.0% |
0.000 |
| Volume |
21,530 |
10,525 |
-11,005 |
-51.1% |
94,169 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.156 |
4.109 |
3.945 |
|
| R3 |
4.076 |
4.029 |
3.923 |
|
| R2 |
3.996 |
3.996 |
3.916 |
|
| R1 |
3.949 |
3.949 |
3.908 |
3.933 |
| PP |
3.916 |
3.916 |
3.916 |
3.908 |
| S1 |
3.869 |
3.869 |
3.894 |
3.853 |
| S2 |
3.836 |
3.836 |
3.886 |
|
| S3 |
3.756 |
3.789 |
3.879 |
|
| S4 |
3.676 |
3.709 |
3.857 |
|
|
| 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 |
4.029 |
3.871 |
0.158 |
4.1% |
0.085 |
2.2% |
19% |
False |
False |
15,274 |
| 10 |
4.114 |
3.871 |
0.243 |
6.2% |
0.097 |
2.5% |
12% |
False |
False |
18,711 |
| 20 |
4.281 |
3.871 |
0.410 |
10.5% |
0.090 |
2.3% |
7% |
False |
False |
17,106 |
| 40 |
4.516 |
3.871 |
0.645 |
16.5% |
0.094 |
2.4% |
5% |
False |
False |
13,963 |
| 60 |
4.602 |
3.871 |
0.731 |
18.7% |
0.093 |
2.4% |
4% |
False |
False |
11,640 |
| 80 |
4.912 |
3.871 |
1.041 |
26.7% |
0.092 |
2.4% |
3% |
False |
False |
9,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.304 |
|
2.618 |
4.173 |
|
1.618 |
4.093 |
|
1.000 |
4.044 |
|
0.618 |
4.013 |
|
HIGH |
3.964 |
|
0.618 |
3.933 |
|
0.500 |
3.924 |
|
0.382 |
3.915 |
|
LOW |
3.884 |
|
0.618 |
3.835 |
|
1.000 |
3.804 |
|
1.618 |
3.755 |
|
2.618 |
3.675 |
|
4.250 |
3.544 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
3.938 |
| PP |
3.916 |
3.925 |
| S1 |
3.909 |
3.913 |
|