NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.102 |
4.039 |
-0.063 |
-1.5% |
4.148 |
High |
4.129 |
4.086 |
-0.043 |
-1.0% |
4.281 |
Low |
4.034 |
4.000 |
-0.034 |
-0.8% |
4.090 |
Close |
4.049 |
4.080 |
0.031 |
0.8% |
4.110 |
Range |
0.095 |
0.086 |
-0.009 |
-9.5% |
0.191 |
ATR |
0.088 |
0.088 |
0.000 |
-0.2% |
0.000 |
Volume |
14,651 |
14,058 |
-593 |
-4.0% |
58,436 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.313 |
4.283 |
4.127 |
|
R3 |
4.227 |
4.197 |
4.104 |
|
R2 |
4.141 |
4.141 |
4.096 |
|
R1 |
4.111 |
4.111 |
4.088 |
4.126 |
PP |
4.055 |
4.055 |
4.055 |
4.063 |
S1 |
4.025 |
4.025 |
4.072 |
4.040 |
S2 |
3.969 |
3.969 |
4.064 |
|
S3 |
3.883 |
3.939 |
4.056 |
|
S4 |
3.797 |
3.853 |
4.033 |
|
|
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 |
4.169 |
4.000 |
0.169 |
4.1% |
0.077 |
1.9% |
47% |
False |
True |
17,112 |
10 |
4.281 |
4.000 |
0.281 |
6.9% |
0.081 |
2.0% |
28% |
False |
True |
13,750 |
20 |
4.450 |
4.000 |
0.450 |
11.0% |
0.085 |
2.1% |
18% |
False |
True |
12,699 |
40 |
4.558 |
4.000 |
0.558 |
13.7% |
0.092 |
2.3% |
14% |
False |
True |
10,519 |
60 |
4.912 |
4.000 |
0.912 |
22.4% |
0.092 |
2.3% |
9% |
False |
True |
8,789 |
80 |
5.015 |
4.000 |
1.015 |
24.9% |
0.093 |
2.3% |
8% |
False |
True |
7,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.452 |
2.618 |
4.311 |
1.618 |
4.225 |
1.000 |
4.172 |
0.618 |
4.139 |
HIGH |
4.086 |
0.618 |
4.053 |
0.500 |
4.043 |
0.382 |
4.033 |
LOW |
4.000 |
0.618 |
3.947 |
1.000 |
3.914 |
1.618 |
3.861 |
2.618 |
3.775 |
4.250 |
3.635 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.068 |
4.075 |
PP |
4.055 |
4.070 |
S1 |
4.043 |
4.065 |
|