NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.890 |
4.025 |
0.135 |
3.5% |
3.921 |
| High |
4.027 |
4.052 |
0.025 |
0.6% |
4.027 |
| Low |
3.890 |
3.950 |
0.060 |
1.5% |
3.852 |
| Close |
4.010 |
4.026 |
0.016 |
0.4% |
4.010 |
| Range |
0.137 |
0.102 |
-0.035 |
-25.5% |
0.175 |
| ATR |
0.094 |
0.095 |
0.001 |
0.6% |
0.000 |
| Volume |
23,020 |
33,404 |
10,384 |
45.1% |
80,713 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.315 |
4.273 |
4.082 |
|
| R3 |
4.213 |
4.171 |
4.054 |
|
| R2 |
4.111 |
4.111 |
4.045 |
|
| R1 |
4.069 |
4.069 |
4.035 |
4.090 |
| PP |
4.009 |
4.009 |
4.009 |
4.020 |
| S1 |
3.967 |
3.967 |
4.017 |
3.988 |
| S2 |
3.907 |
3.907 |
4.007 |
|
| S3 |
3.805 |
3.865 |
3.998 |
|
| S4 |
3.703 |
3.763 |
3.970 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.488 |
4.424 |
4.106 |
|
| R3 |
4.313 |
4.249 |
4.058 |
|
| R2 |
4.138 |
4.138 |
4.042 |
|
| R1 |
4.074 |
4.074 |
4.026 |
4.106 |
| PP |
3.963 |
3.963 |
3.963 |
3.979 |
| S1 |
3.899 |
3.899 |
3.994 |
3.931 |
| S2 |
3.788 |
3.788 |
3.978 |
|
| S3 |
3.613 |
3.724 |
3.962 |
|
| S4 |
3.438 |
3.549 |
3.914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.052 |
3.852 |
0.200 |
5.0% |
0.105 |
2.6% |
87% |
True |
False |
19,626 |
| 10 |
4.052 |
3.852 |
0.200 |
5.0% |
0.094 |
2.3% |
87% |
True |
False |
19,969 |
| 20 |
4.117 |
3.852 |
0.265 |
6.6% |
0.093 |
2.3% |
66% |
False |
False |
19,522 |
| 40 |
4.414 |
3.852 |
0.562 |
14.0% |
0.087 |
2.2% |
31% |
False |
False |
16,411 |
| 60 |
4.508 |
3.852 |
0.656 |
16.3% |
0.091 |
2.3% |
27% |
False |
False |
14,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.486 |
|
2.618 |
4.319 |
|
1.618 |
4.217 |
|
1.000 |
4.154 |
|
0.618 |
4.115 |
|
HIGH |
4.052 |
|
0.618 |
4.013 |
|
0.500 |
4.001 |
|
0.382 |
3.989 |
|
LOW |
3.950 |
|
0.618 |
3.887 |
|
1.000 |
3.848 |
|
1.618 |
3.785 |
|
2.618 |
3.683 |
|
4.250 |
3.517 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.018 |
4.001 |
| PP |
4.009 |
3.977 |
| S1 |
4.001 |
3.952 |
|