NYMEX Natural Gas Future March 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 |
4.072 |
4.102 |
0.030 |
0.7% |
4.148 |
High |
4.109 |
4.129 |
0.020 |
0.5% |
4.281 |
Low |
4.053 |
4.034 |
-0.019 |
-0.5% |
4.090 |
Close |
4.099 |
4.049 |
-0.050 |
-1.2% |
4.110 |
Range |
0.056 |
0.095 |
0.039 |
69.6% |
0.191 |
ATR |
0.088 |
0.088 |
0.001 |
0.6% |
0.000 |
Volume |
18,231 |
14,651 |
-3,580 |
-19.6% |
58,436 |
|
Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.356 |
4.297 |
4.101 |
|
R3 |
4.261 |
4.202 |
4.075 |
|
R2 |
4.166 |
4.166 |
4.066 |
|
R1 |
4.107 |
4.107 |
4.058 |
4.089 |
PP |
4.071 |
4.071 |
4.071 |
4.062 |
S1 |
4.012 |
4.012 |
4.040 |
3.994 |
S2 |
3.976 |
3.976 |
4.032 |
|
S3 |
3.881 |
3.917 |
4.023 |
|
S4 |
3.786 |
3.822 |
3.997 |
|
|
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 |
4.220 |
4.034 |
0.186 |
4.6% |
0.086 |
2.1% |
8% |
False |
True |
16,242 |
10 |
4.281 |
4.034 |
0.247 |
6.1% |
0.081 |
2.0% |
6% |
False |
True |
13,707 |
20 |
4.450 |
4.034 |
0.416 |
10.3% |
0.084 |
2.1% |
4% |
False |
True |
12,779 |
40 |
4.558 |
4.034 |
0.524 |
12.9% |
0.092 |
2.3% |
3% |
False |
True |
10,308 |
60 |
4.912 |
4.034 |
0.878 |
21.7% |
0.092 |
2.3% |
2% |
False |
True |
8,607 |
80 |
5.055 |
4.034 |
1.021 |
25.2% |
0.093 |
2.3% |
1% |
False |
True |
7,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.533 |
2.618 |
4.378 |
1.618 |
4.283 |
1.000 |
4.224 |
0.618 |
4.188 |
HIGH |
4.129 |
0.618 |
4.093 |
0.500 |
4.082 |
0.382 |
4.070 |
LOW |
4.034 |
0.618 |
3.975 |
1.000 |
3.939 |
1.618 |
3.880 |
2.618 |
3.785 |
4.250 |
3.630 |
|
|
Fisher Pivots for day following 05-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.082 |
4.089 |
PP |
4.071 |
4.076 |
S1 |
4.060 |
4.062 |
|