NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.221 |
4.154 |
-0.067 |
-1.6% |
4.250 |
High |
4.225 |
4.220 |
-0.005 |
-0.1% |
4.333 |
Low |
4.162 |
4.090 |
-0.072 |
-1.7% |
4.144 |
Close |
4.170 |
4.147 |
-0.023 |
-0.6% |
4.147 |
Range |
0.063 |
0.130 |
0.067 |
106.3% |
0.189 |
ATR |
0.089 |
0.092 |
0.003 |
3.2% |
0.000 |
Volume |
9,596 |
9,706 |
110 |
1.1% |
51,988 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.542 |
4.475 |
4.219 |
|
R3 |
4.412 |
4.345 |
4.183 |
|
R2 |
4.282 |
4.282 |
4.171 |
|
R1 |
4.215 |
4.215 |
4.159 |
4.184 |
PP |
4.152 |
4.152 |
4.152 |
4.137 |
S1 |
4.085 |
4.085 |
4.135 |
4.054 |
S2 |
4.022 |
4.022 |
4.123 |
|
S3 |
3.892 |
3.955 |
4.111 |
|
S4 |
3.762 |
3.825 |
4.076 |
|
|
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 |
4.281 |
4.090 |
0.191 |
4.6% |
0.085 |
2.0% |
30% |
False |
True |
10,389 |
10 |
4.333 |
4.090 |
0.243 |
5.9% |
0.076 |
1.8% |
23% |
False |
True |
10,295 |
20 |
4.516 |
4.090 |
0.426 |
10.3% |
0.094 |
2.3% |
13% |
False |
True |
11,325 |
40 |
4.558 |
4.090 |
0.468 |
11.3% |
0.096 |
2.3% |
12% |
False |
True |
9,297 |
60 |
4.912 |
4.090 |
0.822 |
19.8% |
0.093 |
2.3% |
7% |
False |
True |
7,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.773 |
2.618 |
4.560 |
1.618 |
4.430 |
1.000 |
4.350 |
0.618 |
4.300 |
HIGH |
4.220 |
0.618 |
4.170 |
0.500 |
4.155 |
0.382 |
4.140 |
LOW |
4.090 |
0.618 |
4.010 |
1.000 |
3.960 |
1.618 |
3.880 |
2.618 |
3.750 |
4.250 |
3.538 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.155 |
4.186 |
PP |
4.152 |
4.173 |
S1 |
4.150 |
4.160 |
|