NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.963 |
4.110 |
0.147 |
3.7% |
3.990 |
High |
4.125 |
4.143 |
0.018 |
0.4% |
4.125 |
Low |
3.942 |
3.997 |
0.055 |
1.4% |
3.908 |
Close |
4.100 |
4.037 |
-0.063 |
-1.5% |
4.100 |
Range |
0.183 |
0.146 |
-0.037 |
-20.2% |
0.217 |
ATR |
0.100 |
0.104 |
0.003 |
3.3% |
0.000 |
Volume |
84,149 |
71,335 |
-12,814 |
-15.2% |
469,109 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.497 |
4.413 |
4.117 |
|
R3 |
4.351 |
4.267 |
4.077 |
|
R2 |
4.205 |
4.205 |
4.064 |
|
R1 |
4.121 |
4.121 |
4.050 |
4.090 |
PP |
4.059 |
4.059 |
4.059 |
4.044 |
S1 |
3.975 |
3.975 |
4.024 |
3.944 |
S2 |
3.913 |
3.913 |
4.010 |
|
S3 |
3.767 |
3.829 |
3.997 |
|
S4 |
3.621 |
3.683 |
3.957 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.695 |
4.615 |
4.219 |
|
R3 |
4.478 |
4.398 |
4.160 |
|
R2 |
4.261 |
4.261 |
4.140 |
|
R1 |
4.181 |
4.181 |
4.120 |
4.221 |
PP |
4.044 |
4.044 |
4.044 |
4.065 |
S1 |
3.964 |
3.964 |
4.080 |
4.004 |
S2 |
3.827 |
3.827 |
4.060 |
|
S3 |
3.610 |
3.747 |
4.040 |
|
S4 |
3.393 |
3.530 |
3.981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.143 |
3.908 |
0.235 |
5.8% |
0.117 |
2.9% |
55% |
True |
False |
90,346 |
10 |
4.146 |
3.908 |
0.238 |
5.9% |
0.102 |
2.5% |
54% |
False |
False |
73,126 |
20 |
4.350 |
3.908 |
0.442 |
10.9% |
0.095 |
2.3% |
29% |
False |
False |
53,844 |
40 |
4.564 |
3.908 |
0.656 |
16.2% |
0.104 |
2.6% |
20% |
False |
False |
39,899 |
60 |
4.810 |
3.908 |
0.902 |
22.3% |
0.102 |
2.5% |
14% |
False |
False |
33,315 |
80 |
4.962 |
3.908 |
1.054 |
26.1% |
0.103 |
2.6% |
12% |
False |
False |
28,985 |
100 |
5.356 |
3.908 |
1.448 |
35.9% |
0.106 |
2.6% |
9% |
False |
False |
25,949 |
120 |
5.356 |
3.908 |
1.448 |
35.9% |
0.107 |
2.7% |
9% |
False |
False |
23,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.764 |
2.618 |
4.525 |
1.618 |
4.379 |
1.000 |
4.289 |
0.618 |
4.233 |
HIGH |
4.143 |
0.618 |
4.087 |
0.500 |
4.070 |
0.382 |
4.053 |
LOW |
3.997 |
0.618 |
3.907 |
1.000 |
3.851 |
1.618 |
3.761 |
2.618 |
3.615 |
4.250 |
3.377 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.070 |
4.033 |
PP |
4.059 |
4.029 |
S1 |
4.048 |
4.026 |
|