NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.125 |
4.105 |
-0.020 |
-0.5% |
4.168 |
High |
4.180 |
4.143 |
-0.037 |
-0.9% |
4.314 |
Low |
4.092 |
4.089 |
-0.003 |
-0.1% |
4.108 |
Close |
4.108 |
4.133 |
0.025 |
0.6% |
4.142 |
Range |
0.088 |
0.054 |
-0.034 |
-38.6% |
0.206 |
ATR |
0.094 |
0.091 |
-0.003 |
-3.0% |
0.000 |
Volume |
14,416 |
16,936 |
2,520 |
17.5% |
44,809 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.284 |
4.262 |
4.163 |
|
R3 |
4.230 |
4.208 |
4.148 |
|
R2 |
4.176 |
4.176 |
4.143 |
|
R1 |
4.154 |
4.154 |
4.138 |
4.165 |
PP |
4.122 |
4.122 |
4.122 |
4.127 |
S1 |
4.100 |
4.100 |
4.128 |
4.111 |
S2 |
4.068 |
4.068 |
4.123 |
|
S3 |
4.014 |
4.046 |
4.118 |
|
S4 |
3.960 |
3.992 |
4.103 |
|
|
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 |
4.259 |
4.089 |
0.170 |
4.1% |
0.086 |
2.1% |
26% |
False |
True |
12,612 |
10 |
4.314 |
4.089 |
0.225 |
5.4% |
0.081 |
2.0% |
20% |
False |
True |
10,049 |
20 |
4.500 |
4.089 |
0.411 |
9.9% |
0.086 |
2.1% |
11% |
False |
True |
9,043 |
40 |
4.599 |
4.089 |
0.510 |
12.3% |
0.096 |
2.3% |
9% |
False |
True |
7,599 |
60 |
4.958 |
4.089 |
0.869 |
21.0% |
0.095 |
2.3% |
5% |
False |
True |
6,324 |
80 |
5.227 |
4.089 |
1.138 |
27.5% |
0.097 |
2.4% |
4% |
False |
True |
5,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.373 |
2.618 |
4.284 |
1.618 |
4.230 |
1.000 |
4.197 |
0.618 |
4.176 |
HIGH |
4.143 |
0.618 |
4.122 |
0.500 |
4.116 |
0.382 |
4.110 |
LOW |
4.089 |
0.618 |
4.056 |
1.000 |
4.035 |
1.618 |
4.002 |
2.618 |
3.948 |
4.250 |
3.860 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.127 |
4.151 |
PP |
4.122 |
4.145 |
S1 |
4.116 |
4.139 |
|