NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 05-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.105 |
4.136 |
0.031 |
0.8% |
4.168 |
High |
4.143 |
4.166 |
0.023 |
0.6% |
4.314 |
Low |
4.089 |
4.065 |
-0.024 |
-0.6% |
4.108 |
Close |
4.133 |
4.079 |
-0.054 |
-1.3% |
4.142 |
Range |
0.054 |
0.101 |
0.047 |
87.0% |
0.206 |
ATR |
0.091 |
0.092 |
0.001 |
0.8% |
0.000 |
Volume |
16,936 |
20,612 |
3,676 |
21.7% |
44,809 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.406 |
4.344 |
4.135 |
|
R3 |
4.305 |
4.243 |
4.107 |
|
R2 |
4.204 |
4.204 |
4.098 |
|
R1 |
4.142 |
4.142 |
4.088 |
4.123 |
PP |
4.103 |
4.103 |
4.103 |
4.094 |
S1 |
4.041 |
4.041 |
4.070 |
4.022 |
S2 |
4.002 |
4.002 |
4.060 |
|
S3 |
3.901 |
3.940 |
4.051 |
|
S4 |
3.800 |
3.839 |
4.023 |
|
|
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 |
4.254 |
4.065 |
0.189 |
4.6% |
0.093 |
2.3% |
7% |
False |
True |
15,192 |
10 |
4.314 |
4.065 |
0.249 |
6.1% |
0.086 |
2.1% |
6% |
False |
True |
11,540 |
20 |
4.500 |
4.065 |
0.435 |
10.7% |
0.086 |
2.1% |
3% |
False |
True |
9,817 |
40 |
4.599 |
4.065 |
0.534 |
13.1% |
0.095 |
2.3% |
3% |
False |
True |
7,985 |
60 |
4.958 |
4.065 |
0.893 |
21.9% |
0.095 |
2.3% |
2% |
False |
True |
6,646 |
80 |
5.115 |
4.065 |
1.050 |
25.7% |
0.096 |
2.4% |
1% |
False |
True |
5,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.595 |
2.618 |
4.430 |
1.618 |
4.329 |
1.000 |
4.267 |
0.618 |
4.228 |
HIGH |
4.166 |
0.618 |
4.127 |
0.500 |
4.116 |
0.382 |
4.104 |
LOW |
4.065 |
0.618 |
4.003 |
1.000 |
3.964 |
1.618 |
3.902 |
2.618 |
3.801 |
4.250 |
3.636 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.116 |
4.123 |
PP |
4.103 |
4.108 |
S1 |
4.091 |
4.094 |
|