NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.165 |
4.100 |
-0.065 |
-1.6% |
4.157 |
High |
4.204 |
4.165 |
-0.039 |
-0.9% |
4.300 |
Low |
4.118 |
4.071 |
-0.047 |
-1.1% |
4.088 |
Close |
4.123 |
4.089 |
-0.034 |
-0.8% |
4.123 |
Range |
0.086 |
0.094 |
0.008 |
9.3% |
0.212 |
ATR |
0.100 |
0.099 |
0.000 |
-0.4% |
0.000 |
Volume |
43,107 |
50,237 |
7,130 |
16.5% |
161,941 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.390 |
4.334 |
4.141 |
|
R3 |
4.296 |
4.240 |
4.115 |
|
R2 |
4.202 |
4.202 |
4.106 |
|
R1 |
4.146 |
4.146 |
4.098 |
4.127 |
PP |
4.108 |
4.108 |
4.108 |
4.099 |
S1 |
4.052 |
4.052 |
4.080 |
4.033 |
S2 |
4.014 |
4.014 |
4.072 |
|
S3 |
3.920 |
3.958 |
4.063 |
|
S4 |
3.826 |
3.864 |
4.037 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.806 |
4.677 |
4.240 |
|
R3 |
4.594 |
4.465 |
4.181 |
|
R2 |
4.382 |
4.382 |
4.162 |
|
R1 |
4.253 |
4.253 |
4.142 |
4.212 |
PP |
4.170 |
4.170 |
4.170 |
4.150 |
S1 |
4.041 |
4.041 |
4.104 |
4.000 |
S2 |
3.958 |
3.958 |
4.084 |
|
S3 |
3.746 |
3.829 |
4.065 |
|
S4 |
3.534 |
3.617 |
4.006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.300 |
4.071 |
0.229 |
5.6% |
0.097 |
2.4% |
8% |
False |
True |
36,877 |
10 |
4.350 |
4.071 |
0.279 |
6.8% |
0.088 |
2.1% |
6% |
False |
True |
34,563 |
20 |
4.477 |
4.071 |
0.406 |
9.9% |
0.095 |
2.3% |
4% |
False |
True |
32,416 |
40 |
4.606 |
4.071 |
0.535 |
13.1% |
0.104 |
2.5% |
3% |
False |
True |
27,589 |
60 |
4.962 |
4.071 |
0.891 |
21.8% |
0.104 |
2.5% |
2% |
False |
True |
23,977 |
80 |
5.242 |
4.071 |
1.171 |
28.6% |
0.104 |
2.5% |
2% |
False |
True |
21,440 |
100 |
5.356 |
4.071 |
1.285 |
31.4% |
0.107 |
2.6% |
1% |
False |
True |
19,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.565 |
2.618 |
4.411 |
1.618 |
4.317 |
1.000 |
4.259 |
0.618 |
4.223 |
HIGH |
4.165 |
0.618 |
4.129 |
0.500 |
4.118 |
0.382 |
4.107 |
LOW |
4.071 |
0.618 |
4.013 |
1.000 |
3.977 |
1.618 |
3.919 |
2.618 |
3.825 |
4.250 |
3.672 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.118 |
4.154 |
PP |
4.108 |
4.132 |
S1 |
4.099 |
4.111 |
|