NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.039 |
4.077 |
0.038 |
0.9% |
4.100 |
High |
4.086 |
4.077 |
-0.009 |
-0.2% |
4.144 |
Low |
4.000 |
3.980 |
-0.020 |
-0.5% |
3.980 |
Close |
4.080 |
3.990 |
-0.090 |
-2.2% |
3.990 |
Range |
0.086 |
0.097 |
0.011 |
12.8% |
0.164 |
ATR |
0.088 |
0.089 |
0.001 |
1.0% |
0.000 |
Volume |
14,058 |
21,204 |
7,146 |
50.8% |
86,231 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.307 |
4.245 |
4.043 |
|
R3 |
4.210 |
4.148 |
4.017 |
|
R2 |
4.113 |
4.113 |
4.008 |
|
R1 |
4.051 |
4.051 |
3.999 |
4.034 |
PP |
4.016 |
4.016 |
4.016 |
4.007 |
S1 |
3.954 |
3.954 |
3.981 |
3.937 |
S2 |
3.919 |
3.919 |
3.972 |
|
S3 |
3.822 |
3.857 |
3.963 |
|
S4 |
3.725 |
3.760 |
3.937 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.530 |
4.424 |
4.080 |
|
R3 |
4.366 |
4.260 |
4.035 |
|
R2 |
4.202 |
4.202 |
4.020 |
|
R1 |
4.096 |
4.096 |
4.005 |
4.067 |
PP |
4.038 |
4.038 |
4.038 |
4.024 |
S1 |
3.932 |
3.932 |
3.975 |
3.903 |
S2 |
3.874 |
3.874 |
3.960 |
|
S3 |
3.710 |
3.768 |
3.945 |
|
S4 |
3.546 |
3.604 |
3.900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.144 |
3.980 |
0.164 |
4.1% |
0.084 |
2.1% |
6% |
False |
True |
17,246 |
10 |
4.281 |
3.980 |
0.301 |
7.5% |
0.086 |
2.2% |
3% |
False |
True |
14,466 |
20 |
4.450 |
3.980 |
0.470 |
11.8% |
0.085 |
2.1% |
2% |
False |
True |
13,101 |
40 |
4.556 |
3.980 |
0.576 |
14.4% |
0.091 |
2.3% |
2% |
False |
True |
10,885 |
60 |
4.912 |
3.980 |
0.932 |
23.4% |
0.092 |
2.3% |
1% |
False |
True |
9,046 |
80 |
5.007 |
3.980 |
1.027 |
25.7% |
0.094 |
2.3% |
1% |
False |
True |
7,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.489 |
2.618 |
4.331 |
1.618 |
4.234 |
1.000 |
4.174 |
0.618 |
4.137 |
HIGH |
4.077 |
0.618 |
4.040 |
0.500 |
4.029 |
0.382 |
4.017 |
LOW |
3.980 |
0.618 |
3.920 |
1.000 |
3.883 |
1.618 |
3.823 |
2.618 |
3.726 |
4.250 |
3.568 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.029 |
4.055 |
PP |
4.016 |
4.033 |
S1 |
4.003 |
4.012 |
|