NYMEX Natural Gas Future April 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 |
4.025 |
4.027 |
0.002 |
0.0% |
3.921 |
| High |
4.052 |
4.035 |
-0.017 |
-0.4% |
4.027 |
| Low |
3.950 |
3.884 |
-0.066 |
-1.7% |
3.852 |
| Close |
4.026 |
3.900 |
-0.126 |
-3.1% |
4.010 |
| Range |
0.102 |
0.151 |
0.049 |
48.0% |
0.175 |
| ATR |
0.095 |
0.099 |
0.004 |
4.2% |
0.000 |
| Volume |
33,404 |
15,514 |
-17,890 |
-53.6% |
80,713 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.297 |
3.983 |
|
| R3 |
4.242 |
4.146 |
3.942 |
|
| R2 |
4.091 |
4.091 |
3.928 |
|
| R1 |
3.995 |
3.995 |
3.914 |
3.968 |
| PP |
3.940 |
3.940 |
3.940 |
3.926 |
| S1 |
3.844 |
3.844 |
3.886 |
3.817 |
| S2 |
3.789 |
3.789 |
3.872 |
|
| S3 |
3.638 |
3.693 |
3.858 |
|
| S4 |
3.487 |
3.542 |
3.817 |
|
|
| 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 |
5.1% |
0.114 |
2.9% |
24% |
False |
False |
20,676 |
| 10 |
4.052 |
3.852 |
0.200 |
5.1% |
0.097 |
2.5% |
24% |
False |
False |
19,524 |
| 20 |
4.117 |
3.852 |
0.265 |
6.8% |
0.098 |
2.5% |
18% |
False |
False |
19,480 |
| 40 |
4.414 |
3.852 |
0.562 |
14.4% |
0.089 |
2.3% |
9% |
False |
False |
16,509 |
| 60 |
4.508 |
3.852 |
0.656 |
16.8% |
0.092 |
2.4% |
7% |
False |
False |
14,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.677 |
|
2.618 |
4.430 |
|
1.618 |
4.279 |
|
1.000 |
4.186 |
|
0.618 |
4.128 |
|
HIGH |
4.035 |
|
0.618 |
3.977 |
|
0.500 |
3.960 |
|
0.382 |
3.942 |
|
LOW |
3.884 |
|
0.618 |
3.791 |
|
1.000 |
3.733 |
|
1.618 |
3.640 |
|
2.618 |
3.489 |
|
4.250 |
3.242 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
3.968 |
| PP |
3.940 |
3.945 |
| S1 |
3.920 |
3.923 |
|