NYMEX Natural Gas Future February 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 |
4.186 |
4.125 |
-0.061 |
-1.5% |
4.168 |
High |
4.213 |
4.180 |
-0.033 |
-0.8% |
4.314 |
Low |
4.138 |
4.092 |
-0.046 |
-1.1% |
4.108 |
Close |
4.142 |
4.108 |
-0.034 |
-0.8% |
4.142 |
Range |
0.075 |
0.088 |
0.013 |
17.3% |
0.206 |
ATR |
0.094 |
0.094 |
0.000 |
-0.5% |
0.000 |
Volume |
15,659 |
14,416 |
-1,243 |
-7.9% |
44,809 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.391 |
4.337 |
4.156 |
|
R3 |
4.303 |
4.249 |
4.132 |
|
R2 |
4.215 |
4.215 |
4.124 |
|
R1 |
4.161 |
4.161 |
4.116 |
4.144 |
PP |
4.127 |
4.127 |
4.127 |
4.118 |
S1 |
4.073 |
4.073 |
4.100 |
4.056 |
S2 |
4.039 |
4.039 |
4.092 |
|
S3 |
3.951 |
3.985 |
4.084 |
|
S4 |
3.863 |
3.897 |
4.060 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.806 |
4.680 |
4.255 |
|
R3 |
4.600 |
4.474 |
4.199 |
|
R2 |
4.394 |
4.394 |
4.180 |
|
R1 |
4.268 |
4.268 |
4.161 |
4.228 |
PP |
4.188 |
4.188 |
4.188 |
4.168 |
S1 |
4.062 |
4.062 |
4.123 |
4.022 |
S2 |
3.982 |
3.982 |
4.104 |
|
S3 |
3.776 |
3.856 |
4.085 |
|
S4 |
3.570 |
3.650 |
4.029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.314 |
4.092 |
0.222 |
5.4% |
0.092 |
2.2% |
7% |
False |
True |
10,643 |
10 |
4.357 |
4.092 |
0.265 |
6.5% |
0.083 |
2.0% |
6% |
False |
True |
9,030 |
20 |
4.500 |
4.092 |
0.408 |
9.9% |
0.088 |
2.1% |
4% |
False |
True |
8,523 |
40 |
4.599 |
4.092 |
0.507 |
12.3% |
0.097 |
2.4% |
3% |
False |
True |
7,427 |
60 |
4.958 |
4.092 |
0.866 |
21.1% |
0.096 |
2.3% |
2% |
False |
True |
6,071 |
80 |
5.227 |
4.092 |
1.135 |
27.6% |
0.097 |
2.4% |
1% |
False |
True |
5,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.554 |
2.618 |
4.410 |
1.618 |
4.322 |
1.000 |
4.268 |
0.618 |
4.234 |
HIGH |
4.180 |
0.618 |
4.146 |
0.500 |
4.136 |
0.382 |
4.126 |
LOW |
4.092 |
0.618 |
4.038 |
1.000 |
4.004 |
1.618 |
3.950 |
2.618 |
3.862 |
4.250 |
3.718 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.136 |
4.173 |
PP |
4.127 |
4.151 |
S1 |
4.117 |
4.130 |
|