NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.941 |
3.944 |
0.003 |
0.1% |
3.979 |
High |
3.964 |
4.095 |
0.131 |
3.3% |
4.095 |
Low |
3.890 |
3.925 |
0.035 |
0.9% |
3.890 |
Close |
3.953 |
4.073 |
0.120 |
3.0% |
4.073 |
Range |
0.074 |
0.170 |
0.096 |
129.7% |
0.205 |
ATR |
0.086 |
0.092 |
0.006 |
7.0% |
0.000 |
Volume |
19,854 |
22,550 |
2,696 |
13.6% |
101,885 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.541 |
4.477 |
4.167 |
|
R3 |
4.371 |
4.307 |
4.120 |
|
R2 |
4.201 |
4.201 |
4.104 |
|
R1 |
4.137 |
4.137 |
4.089 |
4.169 |
PP |
4.031 |
4.031 |
4.031 |
4.047 |
S1 |
3.967 |
3.967 |
4.057 |
3.999 |
S2 |
3.861 |
3.861 |
4.042 |
|
S3 |
3.691 |
3.797 |
4.026 |
|
S4 |
3.521 |
3.627 |
3.980 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.634 |
4.559 |
4.186 |
|
R3 |
4.429 |
4.354 |
4.129 |
|
R2 |
4.224 |
4.224 |
4.111 |
|
R1 |
4.149 |
4.149 |
4.092 |
4.187 |
PP |
4.019 |
4.019 |
4.019 |
4.038 |
S1 |
3.944 |
3.944 |
4.054 |
3.982 |
S2 |
3.814 |
3.814 |
4.035 |
|
S3 |
3.609 |
3.739 |
4.017 |
|
S4 |
3.404 |
3.534 |
3.960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.095 |
3.890 |
0.205 |
5.0% |
0.096 |
2.3% |
89% |
True |
False |
20,377 |
10 |
4.144 |
3.890 |
0.254 |
6.2% |
0.090 |
2.2% |
72% |
False |
False |
18,811 |
20 |
4.333 |
3.890 |
0.443 |
10.9% |
0.083 |
2.0% |
41% |
False |
False |
14,927 |
40 |
4.516 |
3.890 |
0.626 |
15.4% |
0.093 |
2.3% |
29% |
False |
False |
12,410 |
60 |
4.780 |
3.890 |
0.890 |
21.9% |
0.091 |
2.2% |
21% |
False |
False |
10,319 |
80 |
4.912 |
3.890 |
1.022 |
25.1% |
0.093 |
2.3% |
18% |
False |
False |
8,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.818 |
2.618 |
4.540 |
1.618 |
4.370 |
1.000 |
4.265 |
0.618 |
4.200 |
HIGH |
4.095 |
0.618 |
4.030 |
0.500 |
4.010 |
0.382 |
3.990 |
LOW |
3.925 |
0.618 |
3.820 |
1.000 |
3.755 |
1.618 |
3.650 |
2.618 |
3.480 |
4.250 |
3.203 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.052 |
4.046 |
PP |
4.031 |
4.019 |
S1 |
4.010 |
3.993 |
|