NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.250 |
4.170 |
-0.080 |
-1.9% |
4.250 |
High |
4.250 |
4.190 |
-0.060 |
-1.4% |
4.333 |
Low |
4.160 |
4.144 |
-0.016 |
-0.4% |
4.144 |
Close |
4.172 |
4.147 |
-0.025 |
-0.6% |
4.147 |
Range |
0.090 |
0.046 |
-0.044 |
-48.9% |
0.189 |
ATR |
0.095 |
0.091 |
-0.003 |
-3.7% |
0.000 |
Volume |
13,622 |
14,046 |
424 |
3.1% |
51,988 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.298 |
4.269 |
4.172 |
|
R3 |
4.252 |
4.223 |
4.160 |
|
R2 |
4.206 |
4.206 |
4.155 |
|
R1 |
4.177 |
4.177 |
4.151 |
4.169 |
PP |
4.160 |
4.160 |
4.160 |
4.156 |
S1 |
4.131 |
4.131 |
4.143 |
4.123 |
S2 |
4.114 |
4.114 |
4.139 |
|
S3 |
4.068 |
4.085 |
4.134 |
|
S4 |
4.022 |
4.039 |
4.122 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.775 |
4.650 |
4.251 |
|
R3 |
4.586 |
4.461 |
4.199 |
|
R2 |
4.397 |
4.397 |
4.182 |
|
R1 |
4.272 |
4.272 |
4.164 |
4.240 |
PP |
4.208 |
4.208 |
4.208 |
4.192 |
S1 |
4.083 |
4.083 |
4.130 |
4.051 |
S2 |
4.019 |
4.019 |
4.112 |
|
S3 |
3.830 |
3.894 |
4.095 |
|
S4 |
3.641 |
3.705 |
4.043 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.333 |
4.144 |
0.189 |
4.6% |
0.065 |
1.6% |
2% |
False |
True |
10,397 |
10 |
4.450 |
4.144 |
0.306 |
7.4% |
0.085 |
2.0% |
1% |
False |
True |
11,735 |
20 |
4.516 |
4.144 |
0.372 |
9.0% |
0.097 |
2.3% |
1% |
False |
True |
10,663 |
40 |
4.602 |
4.144 |
0.458 |
11.0% |
0.093 |
2.2% |
1% |
False |
True |
8,820 |
60 |
4.912 |
4.144 |
0.768 |
18.5% |
0.095 |
2.3% |
0% |
False |
True |
7,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.386 |
2.618 |
4.310 |
1.618 |
4.264 |
1.000 |
4.236 |
0.618 |
4.218 |
HIGH |
4.190 |
0.618 |
4.172 |
0.500 |
4.167 |
0.382 |
4.162 |
LOW |
4.144 |
0.618 |
4.116 |
1.000 |
4.098 |
1.618 |
4.070 |
2.618 |
4.024 |
4.250 |
3.949 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.167 |
4.213 |
PP |
4.160 |
4.191 |
S1 |
4.154 |
4.169 |
|