NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.111 |
4.014 |
-0.097 |
-2.4% |
4.125 |
High |
4.111 |
4.067 |
-0.044 |
-1.1% |
4.180 |
Low |
4.010 |
3.987 |
-0.023 |
-0.6% |
4.010 |
Close |
4.022 |
4.028 |
0.006 |
0.1% |
4.022 |
Range |
0.101 |
0.080 |
-0.021 |
-20.8% |
0.170 |
ATR |
0.092 |
0.091 |
-0.001 |
-0.9% |
0.000 |
Volume |
25,522 |
20,165 |
-5,357 |
-21.0% |
104,496 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.267 |
4.228 |
4.072 |
|
R3 |
4.187 |
4.148 |
4.050 |
|
R2 |
4.107 |
4.107 |
4.043 |
|
R1 |
4.068 |
4.068 |
4.035 |
4.088 |
PP |
4.027 |
4.027 |
4.027 |
4.037 |
S1 |
3.988 |
3.988 |
4.021 |
4.008 |
S2 |
3.947 |
3.947 |
4.013 |
|
S3 |
3.867 |
3.908 |
4.006 |
|
S4 |
3.787 |
3.828 |
3.984 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.581 |
4.471 |
4.116 |
|
R3 |
4.411 |
4.301 |
4.069 |
|
R2 |
4.241 |
4.241 |
4.053 |
|
R1 |
4.131 |
4.131 |
4.038 |
4.101 |
PP |
4.071 |
4.071 |
4.071 |
4.056 |
S1 |
3.961 |
3.961 |
4.006 |
3.931 |
S2 |
3.901 |
3.901 |
3.991 |
|
S3 |
3.731 |
3.791 |
3.975 |
|
S4 |
3.561 |
3.621 |
3.929 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.166 |
3.987 |
0.179 |
4.4% |
0.084 |
2.1% |
23% |
False |
True |
22,049 |
10 |
4.314 |
3.987 |
0.327 |
8.1% |
0.088 |
2.2% |
13% |
False |
True |
16,346 |
20 |
4.500 |
3.987 |
0.513 |
12.7% |
0.088 |
2.2% |
8% |
False |
True |
12,163 |
40 |
4.580 |
3.987 |
0.593 |
14.7% |
0.095 |
2.3% |
7% |
False |
True |
9,339 |
60 |
4.958 |
3.987 |
0.971 |
24.1% |
0.095 |
2.3% |
4% |
False |
True |
7,744 |
80 |
4.958 |
3.987 |
0.971 |
24.1% |
0.096 |
2.4% |
4% |
False |
True |
6,339 |
100 |
5.330 |
3.987 |
1.343 |
33.3% |
0.099 |
2.5% |
3% |
False |
True |
5,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.407 |
2.618 |
4.276 |
1.618 |
4.196 |
1.000 |
4.147 |
0.618 |
4.116 |
HIGH |
4.067 |
0.618 |
4.036 |
0.500 |
4.027 |
0.382 |
4.018 |
LOW |
3.987 |
0.618 |
3.938 |
1.000 |
3.907 |
1.618 |
3.858 |
2.618 |
3.778 |
4.250 |
3.647 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.028 |
4.054 |
PP |
4.027 |
4.045 |
S1 |
4.027 |
4.037 |
|