NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.979 |
4.009 |
0.030 |
0.8% |
4.100 |
High |
4.034 |
4.009 |
-0.025 |
-0.6% |
4.144 |
Low |
3.959 |
3.928 |
-0.031 |
-0.8% |
3.980 |
Close |
3.994 |
3.999 |
0.005 |
0.1% |
3.990 |
Range |
0.075 |
0.081 |
0.006 |
8.0% |
0.164 |
ATR |
0.088 |
0.087 |
0.000 |
-0.6% |
0.000 |
Volume |
19,465 |
16,814 |
-2,651 |
-13.6% |
86,231 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.222 |
4.191 |
4.044 |
|
R3 |
4.141 |
4.110 |
4.021 |
|
R2 |
4.060 |
4.060 |
4.014 |
|
R1 |
4.029 |
4.029 |
4.006 |
4.004 |
PP |
3.979 |
3.979 |
3.979 |
3.966 |
S1 |
3.948 |
3.948 |
3.992 |
3.923 |
S2 |
3.898 |
3.898 |
3.984 |
|
S3 |
3.817 |
3.867 |
3.977 |
|
S4 |
3.736 |
3.786 |
3.954 |
|
|
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 |
3.928 |
0.201 |
5.0% |
0.087 |
2.2% |
35% |
False |
True |
17,238 |
10 |
4.225 |
3.928 |
0.297 |
7.4% |
0.083 |
2.1% |
24% |
False |
True |
16,234 |
20 |
4.450 |
3.928 |
0.522 |
13.1% |
0.083 |
2.1% |
14% |
False |
True |
13,584 |
40 |
4.516 |
3.928 |
0.588 |
14.7% |
0.091 |
2.3% |
12% |
False |
True |
11,420 |
60 |
4.896 |
3.928 |
0.968 |
24.2% |
0.091 |
2.3% |
7% |
False |
True |
9,460 |
80 |
4.912 |
3.928 |
0.984 |
24.6% |
0.093 |
2.3% |
7% |
False |
True |
8,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.353 |
2.618 |
4.221 |
1.618 |
4.140 |
1.000 |
4.090 |
0.618 |
4.059 |
HIGH |
4.009 |
0.618 |
3.978 |
0.500 |
3.969 |
0.382 |
3.959 |
LOW |
3.928 |
0.618 |
3.878 |
1.000 |
3.847 |
1.618 |
3.797 |
2.618 |
3.716 |
4.250 |
3.584 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.989 |
4.003 |
PP |
3.979 |
4.001 |
S1 |
3.969 |
4.000 |
|