NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.115 |
4.040 |
-0.075 |
-1.8% |
4.157 |
High |
4.146 |
4.106 |
-0.040 |
-1.0% |
4.300 |
Low |
4.041 |
4.009 |
-0.032 |
-0.8% |
4.088 |
Close |
4.058 |
4.091 |
0.033 |
0.8% |
4.123 |
Range |
0.105 |
0.097 |
-0.008 |
-7.6% |
0.212 |
ATR |
0.097 |
0.097 |
0.000 |
0.0% |
0.000 |
Volume |
40,811 |
47,909 |
7,098 |
17.4% |
161,941 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.360 |
4.322 |
4.144 |
|
R3 |
4.263 |
4.225 |
4.118 |
|
R2 |
4.166 |
4.166 |
4.109 |
|
R1 |
4.128 |
4.128 |
4.100 |
4.147 |
PP |
4.069 |
4.069 |
4.069 |
4.078 |
S1 |
4.031 |
4.031 |
4.082 |
4.050 |
S2 |
3.972 |
3.972 |
4.073 |
|
S3 |
3.875 |
3.934 |
4.064 |
|
S4 |
3.778 |
3.837 |
4.038 |
|
|
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 |
4.204 |
4.009 |
0.195 |
4.8% |
0.087 |
2.1% |
42% |
False |
True |
43,996 |
10 |
4.300 |
4.009 |
0.291 |
7.1% |
0.089 |
2.2% |
28% |
False |
True |
38,556 |
20 |
4.477 |
4.009 |
0.468 |
11.4% |
0.093 |
2.3% |
18% |
False |
True |
34,464 |
40 |
4.606 |
4.009 |
0.597 |
14.6% |
0.103 |
2.5% |
14% |
False |
True |
28,821 |
60 |
4.962 |
4.009 |
0.953 |
23.3% |
0.102 |
2.5% |
9% |
False |
True |
25,281 |
80 |
5.088 |
4.009 |
1.079 |
26.4% |
0.103 |
2.5% |
8% |
False |
True |
22,444 |
100 |
5.356 |
4.009 |
1.347 |
32.9% |
0.106 |
2.6% |
6% |
False |
True |
20,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.360 |
1.618 |
4.263 |
1.000 |
4.203 |
0.618 |
4.166 |
HIGH |
4.106 |
0.618 |
4.069 |
0.500 |
4.058 |
0.382 |
4.046 |
LOW |
4.009 |
0.618 |
3.949 |
1.000 |
3.912 |
1.618 |
3.852 |
2.618 |
3.755 |
4.250 |
3.597 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.080 |
4.087 |
PP |
4.069 |
4.082 |
S1 |
4.058 |
4.078 |
|