NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.077 |
3.979 |
-0.098 |
-2.4% |
4.100 |
High |
4.077 |
4.034 |
-0.043 |
-1.1% |
4.144 |
Low |
3.980 |
3.959 |
-0.021 |
-0.5% |
3.980 |
Close |
3.990 |
3.994 |
0.004 |
0.1% |
3.990 |
Range |
0.097 |
0.075 |
-0.022 |
-22.7% |
0.164 |
ATR |
0.089 |
0.088 |
-0.001 |
-1.1% |
0.000 |
Volume |
21,204 |
19,465 |
-1,739 |
-8.2% |
86,231 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.221 |
4.182 |
4.035 |
|
R3 |
4.146 |
4.107 |
4.015 |
|
R2 |
4.071 |
4.071 |
4.008 |
|
R1 |
4.032 |
4.032 |
4.001 |
4.052 |
PP |
3.996 |
3.996 |
3.996 |
4.005 |
S1 |
3.957 |
3.957 |
3.987 |
3.977 |
S2 |
3.921 |
3.921 |
3.980 |
|
S3 |
3.846 |
3.882 |
3.973 |
|
S4 |
3.771 |
3.807 |
3.953 |
|
|
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 |
4.129 |
3.959 |
0.170 |
4.3% |
0.082 |
2.0% |
21% |
False |
True |
17,521 |
10 |
4.281 |
3.959 |
0.322 |
8.1% |
0.083 |
2.1% |
11% |
False |
True |
15,502 |
20 |
4.450 |
3.959 |
0.491 |
12.3% |
0.085 |
2.1% |
7% |
False |
True |
13,347 |
40 |
4.516 |
3.959 |
0.557 |
13.9% |
0.091 |
2.3% |
6% |
False |
True |
11,144 |
60 |
4.912 |
3.959 |
0.953 |
23.9% |
0.091 |
2.3% |
4% |
False |
True |
9,271 |
80 |
4.912 |
3.959 |
0.953 |
23.9% |
0.093 |
2.3% |
4% |
False |
True |
8,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.353 |
2.618 |
4.230 |
1.618 |
4.155 |
1.000 |
4.109 |
0.618 |
4.080 |
HIGH |
4.034 |
0.618 |
4.005 |
0.500 |
3.997 |
0.382 |
3.988 |
LOW |
3.959 |
0.618 |
3.913 |
1.000 |
3.884 |
1.618 |
3.838 |
2.618 |
3.763 |
4.250 |
3.640 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.997 |
4.023 |
PP |
3.996 |
4.013 |
S1 |
3.995 |
4.004 |
|