NYMEX Natural Gas Future March 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 |
4.100 |
4.072 |
-0.028 |
-0.7% |
4.148 |
High |
4.144 |
4.109 |
-0.035 |
-0.8% |
4.281 |
Low |
4.058 |
4.053 |
-0.005 |
-0.1% |
4.090 |
Close |
4.072 |
4.099 |
0.027 |
0.7% |
4.110 |
Range |
0.086 |
0.056 |
-0.030 |
-34.9% |
0.191 |
ATR |
0.090 |
0.088 |
-0.002 |
-2.7% |
0.000 |
Volume |
18,087 |
18,231 |
144 |
0.8% |
58,436 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.255 |
4.233 |
4.130 |
|
R3 |
4.199 |
4.177 |
4.114 |
|
R2 |
4.143 |
4.143 |
4.109 |
|
R1 |
4.121 |
4.121 |
4.104 |
4.132 |
PP |
4.087 |
4.087 |
4.087 |
4.093 |
S1 |
4.065 |
4.065 |
4.094 |
4.076 |
S2 |
4.031 |
4.031 |
4.089 |
|
S3 |
3.975 |
4.009 |
4.084 |
|
S4 |
3.919 |
3.953 |
4.068 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.733 |
4.613 |
4.215 |
|
R3 |
4.542 |
4.422 |
4.163 |
|
R2 |
4.351 |
4.351 |
4.145 |
|
R1 |
4.231 |
4.231 |
4.128 |
4.196 |
PP |
4.160 |
4.160 |
4.160 |
4.143 |
S1 |
4.040 |
4.040 |
4.092 |
4.005 |
S2 |
3.969 |
3.969 |
4.075 |
|
S3 |
3.778 |
3.849 |
4.057 |
|
S4 |
3.587 |
3.658 |
4.005 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.225 |
4.053 |
0.172 |
4.2% |
0.080 |
1.9% |
27% |
False |
True |
15,231 |
10 |
4.281 |
4.053 |
0.228 |
5.6% |
0.077 |
1.9% |
20% |
False |
True |
13,115 |
20 |
4.450 |
4.053 |
0.397 |
9.7% |
0.085 |
2.1% |
12% |
False |
True |
12,495 |
40 |
4.558 |
4.053 |
0.505 |
12.3% |
0.092 |
2.3% |
9% |
False |
True |
10,117 |
60 |
4.912 |
4.053 |
0.859 |
21.0% |
0.092 |
2.2% |
5% |
False |
True |
8,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.347 |
2.618 |
4.256 |
1.618 |
4.200 |
1.000 |
4.165 |
0.618 |
4.144 |
HIGH |
4.109 |
0.618 |
4.088 |
0.500 |
4.081 |
0.382 |
4.074 |
LOW |
4.053 |
0.618 |
4.018 |
1.000 |
3.997 |
1.618 |
3.962 |
2.618 |
3.906 |
4.250 |
3.815 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.093 |
4.111 |
PP |
4.087 |
4.107 |
S1 |
4.081 |
4.103 |
|