NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.280 |
4.252 |
-0.028 |
-0.7% |
4.290 |
High |
4.314 |
4.259 |
-0.055 |
-1.3% |
4.357 |
Low |
4.231 |
4.190 |
-0.041 |
-1.0% |
4.173 |
Close |
4.261 |
4.203 |
-0.058 |
-1.4% |
4.176 |
Range |
0.083 |
0.069 |
-0.014 |
-16.9% |
0.184 |
ATR |
0.094 |
0.092 |
-0.002 |
-1.7% |
0.000 |
Volume |
7,089 |
7,711 |
622 |
8.8% |
36,173 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.424 |
4.383 |
4.241 |
|
R3 |
4.355 |
4.314 |
4.222 |
|
R2 |
4.286 |
4.286 |
4.216 |
|
R1 |
4.245 |
4.245 |
4.209 |
4.231 |
PP |
4.217 |
4.217 |
4.217 |
4.211 |
S1 |
4.176 |
4.176 |
4.197 |
4.162 |
S2 |
4.148 |
4.148 |
4.190 |
|
S3 |
4.079 |
4.107 |
4.184 |
|
S4 |
4.010 |
4.038 |
4.165 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.787 |
4.666 |
4.277 |
|
R3 |
4.603 |
4.482 |
4.227 |
|
R2 |
4.419 |
4.419 |
4.210 |
|
R1 |
4.298 |
4.298 |
4.193 |
4.267 |
PP |
4.235 |
4.235 |
4.235 |
4.220 |
S1 |
4.114 |
4.114 |
4.159 |
4.083 |
S2 |
4.051 |
4.051 |
4.142 |
|
S3 |
3.867 |
3.930 |
4.125 |
|
S4 |
3.683 |
3.746 |
4.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.314 |
4.161 |
0.153 |
3.6% |
0.079 |
1.9% |
27% |
False |
False |
7,888 |
10 |
4.472 |
4.161 |
0.311 |
7.4% |
0.078 |
1.9% |
14% |
False |
False |
7,872 |
20 |
4.580 |
4.161 |
0.419 |
10.0% |
0.098 |
2.3% |
10% |
False |
False |
7,579 |
40 |
4.599 |
4.161 |
0.438 |
10.4% |
0.098 |
2.3% |
10% |
False |
False |
6,908 |
60 |
4.958 |
4.161 |
0.797 |
19.0% |
0.096 |
2.3% |
5% |
False |
False |
5,566 |
80 |
5.330 |
4.161 |
1.169 |
27.8% |
0.098 |
2.3% |
4% |
False |
False |
4,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.552 |
2.618 |
4.440 |
1.618 |
4.371 |
1.000 |
4.328 |
0.618 |
4.302 |
HIGH |
4.259 |
0.618 |
4.233 |
0.500 |
4.225 |
0.382 |
4.216 |
LOW |
4.190 |
0.618 |
4.147 |
1.000 |
4.121 |
1.618 |
4.078 |
2.618 |
4.009 |
4.250 |
3.897 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.225 |
4.238 |
PP |
4.217 |
4.226 |
S1 |
4.210 |
4.215 |
|