NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.044 |
4.036 |
-0.008 |
-0.2% |
3.935 |
| High |
4.070 |
4.050 |
-0.020 |
-0.5% |
4.027 |
| Low |
3.960 |
3.887 |
-0.073 |
-1.8% |
3.858 |
| Close |
4.034 |
3.903 |
-0.131 |
-3.2% |
4.020 |
| Range |
0.110 |
0.163 |
0.053 |
48.2% |
0.169 |
| ATR |
0.097 |
0.102 |
0.005 |
4.8% |
0.000 |
| Volume |
23,099 |
19,143 |
-3,956 |
-17.1% |
66,143 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.436 |
4.332 |
3.993 |
|
| R3 |
4.273 |
4.169 |
3.948 |
|
| R2 |
4.110 |
4.110 |
3.933 |
|
| R1 |
4.006 |
4.006 |
3.918 |
3.977 |
| PP |
3.947 |
3.947 |
3.947 |
3.932 |
| S1 |
3.843 |
3.843 |
3.888 |
3.814 |
| S2 |
3.784 |
3.784 |
3.873 |
|
| S3 |
3.621 |
3.680 |
3.858 |
|
| S4 |
3.458 |
3.517 |
3.813 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.475 |
4.417 |
4.113 |
|
| R3 |
4.306 |
4.248 |
4.066 |
|
| R2 |
4.137 |
4.137 |
4.051 |
|
| R1 |
4.079 |
4.079 |
4.035 |
4.108 |
| PP |
3.968 |
3.968 |
3.968 |
3.983 |
| S1 |
3.910 |
3.910 |
4.005 |
3.939 |
| S2 |
3.799 |
3.799 |
3.989 |
|
| S3 |
3.630 |
3.741 |
3.974 |
|
| S4 |
3.461 |
3.572 |
3.927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.858 |
0.212 |
5.4% |
0.117 |
3.0% |
21% |
False |
False |
17,187 |
| 10 |
4.070 |
3.858 |
0.212 |
5.4% |
0.099 |
2.5% |
21% |
False |
False |
15,620 |
| 20 |
4.129 |
3.858 |
0.271 |
6.9% |
0.100 |
2.6% |
17% |
False |
False |
17,717 |
| 40 |
4.450 |
3.858 |
0.592 |
15.2% |
0.092 |
2.4% |
8% |
False |
False |
15,106 |
| 60 |
4.558 |
3.858 |
0.700 |
17.9% |
0.095 |
2.4% |
6% |
False |
False |
12,651 |
| 80 |
4.912 |
3.858 |
1.054 |
27.0% |
0.094 |
2.4% |
4% |
False |
False |
10,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.743 |
|
2.618 |
4.477 |
|
1.618 |
4.314 |
|
1.000 |
4.213 |
|
0.618 |
4.151 |
|
HIGH |
4.050 |
|
0.618 |
3.988 |
|
0.500 |
3.969 |
|
0.382 |
3.949 |
|
LOW |
3.887 |
|
0.618 |
3.786 |
|
1.000 |
3.724 |
|
1.618 |
3.623 |
|
2.618 |
3.460 |
|
4.250 |
3.194 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.969 |
3.979 |
| PP |
3.947 |
3.953 |
| S1 |
3.925 |
3.928 |
|