NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
4.036 |
3.890 |
-0.146 |
-3.6% |
3.935 |
| High |
4.050 |
3.914 |
-0.136 |
-3.4% |
4.027 |
| Low |
3.887 |
3.857 |
-0.030 |
-0.8% |
3.858 |
| Close |
3.903 |
3.867 |
-0.036 |
-0.9% |
4.020 |
| Range |
0.163 |
0.057 |
-0.106 |
-65.0% |
0.169 |
| ATR |
0.102 |
0.099 |
-0.003 |
-3.1% |
0.000 |
| Volume |
19,143 |
18,559 |
-584 |
-3.1% |
66,143 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
4.016 |
3.898 |
|
| R3 |
3.993 |
3.959 |
3.883 |
|
| R2 |
3.936 |
3.936 |
3.877 |
|
| R1 |
3.902 |
3.902 |
3.872 |
3.891 |
| PP |
3.879 |
3.879 |
3.879 |
3.874 |
| S1 |
3.845 |
3.845 |
3.862 |
3.834 |
| S2 |
3.822 |
3.822 |
3.857 |
|
| S3 |
3.765 |
3.788 |
3.851 |
|
| S4 |
3.708 |
3.731 |
3.836 |
|
|
| 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 |
3.857 |
0.213 |
5.5% |
0.108 |
2.8% |
5% |
False |
True |
18,297 |
| 10 |
4.070 |
3.857 |
0.213 |
5.5% |
0.099 |
2.6% |
5% |
False |
True |
16,048 |
| 20 |
4.114 |
3.857 |
0.257 |
6.6% |
0.098 |
2.5% |
4% |
False |
True |
17,913 |
| 40 |
4.450 |
3.857 |
0.593 |
15.3% |
0.091 |
2.4% |
2% |
False |
True |
15,346 |
| 60 |
4.558 |
3.857 |
0.701 |
18.1% |
0.094 |
2.4% |
1% |
False |
True |
12,843 |
| 80 |
4.912 |
3.857 |
1.055 |
27.3% |
0.094 |
2.4% |
1% |
False |
True |
10,934 |
| 100 |
5.055 |
3.857 |
1.198 |
31.0% |
0.094 |
2.4% |
1% |
False |
True |
9,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.156 |
|
2.618 |
4.063 |
|
1.618 |
4.006 |
|
1.000 |
3.971 |
|
0.618 |
3.949 |
|
HIGH |
3.914 |
|
0.618 |
3.892 |
|
0.500 |
3.886 |
|
0.382 |
3.879 |
|
LOW |
3.857 |
|
0.618 |
3.822 |
|
1.000 |
3.800 |
|
1.618 |
3.765 |
|
2.618 |
3.708 |
|
4.250 |
3.615 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.964 |
| PP |
3.879 |
3.931 |
| S1 |
3.873 |
3.899 |
|