NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.089 |
4.115 |
0.026 |
0.6% |
4.157 |
High |
4.124 |
4.146 |
0.022 |
0.5% |
4.300 |
Low |
4.071 |
4.041 |
-0.030 |
-0.7% |
4.088 |
Close |
4.114 |
4.058 |
-0.056 |
-1.4% |
4.123 |
Range |
0.053 |
0.105 |
0.052 |
98.1% |
0.212 |
ATR |
0.096 |
0.097 |
0.001 |
0.7% |
0.000 |
Volume |
37,919 |
40,811 |
2,892 |
7.6% |
161,941 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.397 |
4.332 |
4.116 |
|
R3 |
4.292 |
4.227 |
4.087 |
|
R2 |
4.187 |
4.187 |
4.077 |
|
R1 |
4.122 |
4.122 |
4.068 |
4.102 |
PP |
4.082 |
4.082 |
4.082 |
4.072 |
S1 |
4.017 |
4.017 |
4.048 |
3.997 |
S2 |
3.977 |
3.977 |
4.039 |
|
S3 |
3.872 |
3.912 |
4.029 |
|
S4 |
3.767 |
3.807 |
4.000 |
|
|
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 |
4.237 |
4.041 |
0.196 |
4.8% |
0.097 |
2.4% |
9% |
False |
True |
40,365 |
10 |
4.300 |
4.041 |
0.259 |
6.4% |
0.090 |
2.2% |
7% |
False |
True |
37,571 |
20 |
4.477 |
4.041 |
0.436 |
10.7% |
0.092 |
2.3% |
4% |
False |
True |
33,706 |
40 |
4.606 |
4.041 |
0.565 |
13.9% |
0.102 |
2.5% |
3% |
False |
True |
28,289 |
60 |
4.962 |
4.041 |
0.921 |
22.7% |
0.102 |
2.5% |
2% |
False |
True |
24,784 |
80 |
5.125 |
4.041 |
1.084 |
26.7% |
0.103 |
2.5% |
2% |
False |
True |
21,993 |
100 |
5.356 |
4.041 |
1.315 |
32.4% |
0.106 |
2.6% |
1% |
False |
True |
20,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.592 |
2.618 |
4.421 |
1.618 |
4.316 |
1.000 |
4.251 |
0.618 |
4.211 |
HIGH |
4.146 |
0.618 |
4.106 |
0.500 |
4.094 |
0.382 |
4.081 |
LOW |
4.041 |
0.618 |
3.976 |
1.000 |
3.936 |
1.618 |
3.871 |
2.618 |
3.766 |
4.250 |
3.595 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.094 |
4.103 |
PP |
4.082 |
4.088 |
S1 |
4.070 |
4.073 |
|