NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.886 |
3.959 |
0.073 |
1.9% |
4.077 |
| High |
3.980 |
3.972 |
-0.008 |
-0.2% |
4.092 |
| Low |
3.878 |
3.870 |
-0.008 |
-0.2% |
3.858 |
| Close |
3.948 |
3.892 |
-0.056 |
-1.4% |
3.910 |
| Range |
0.102 |
0.102 |
0.000 |
0.0% |
0.234 |
| ATR |
0.090 |
0.091 |
0.001 |
1.0% |
0.000 |
| Volume |
10,264 |
16,639 |
6,375 |
62.1% |
115,117 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.217 |
4.157 |
3.948 |
|
| R3 |
4.115 |
4.055 |
3.920 |
|
| R2 |
4.013 |
4.013 |
3.911 |
|
| R1 |
3.953 |
3.953 |
3.901 |
3.932 |
| PP |
3.911 |
3.911 |
3.911 |
3.901 |
| S1 |
3.851 |
3.851 |
3.883 |
3.830 |
| S2 |
3.809 |
3.809 |
3.873 |
|
| S3 |
3.707 |
3.749 |
3.864 |
|
| S4 |
3.605 |
3.647 |
3.836 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.655 |
4.517 |
4.039 |
|
| R3 |
4.421 |
4.283 |
3.974 |
|
| R2 |
4.187 |
4.187 |
3.953 |
|
| R1 |
4.049 |
4.049 |
3.931 |
4.001 |
| PP |
3.953 |
3.953 |
3.953 |
3.930 |
| S1 |
3.815 |
3.815 |
3.889 |
3.767 |
| S2 |
3.719 |
3.719 |
3.867 |
|
| S3 |
3.485 |
3.581 |
3.846 |
|
| S4 |
3.251 |
3.347 |
3.781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.990 |
3.858 |
0.132 |
3.4% |
0.090 |
2.3% |
26% |
False |
False |
17,944 |
| 10 |
4.092 |
3.858 |
0.234 |
6.0% |
0.098 |
2.5% |
15% |
False |
False |
19,043 |
| 20 |
4.206 |
3.858 |
0.348 |
8.9% |
0.091 |
2.3% |
10% |
False |
False |
18,317 |
| 40 |
4.500 |
3.858 |
0.642 |
16.5% |
0.092 |
2.4% |
5% |
False |
False |
15,561 |
| 60 |
4.508 |
3.858 |
0.650 |
16.7% |
0.091 |
2.3% |
5% |
False |
False |
13,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.406 |
|
2.618 |
4.239 |
|
1.618 |
4.137 |
|
1.000 |
4.074 |
|
0.618 |
4.035 |
|
HIGH |
3.972 |
|
0.618 |
3.933 |
|
0.500 |
3.921 |
|
0.382 |
3.909 |
|
LOW |
3.870 |
|
0.618 |
3.807 |
|
1.000 |
3.768 |
|
1.618 |
3.705 |
|
2.618 |
3.603 |
|
4.250 |
3.437 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.921 |
3.925 |
| PP |
3.911 |
3.914 |
| S1 |
3.902 |
3.903 |
|