NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.944 |
4.100 |
0.156 |
4.0% |
3.979 |
High |
4.095 |
4.114 |
0.019 |
0.5% |
4.095 |
Low |
3.925 |
3.975 |
0.050 |
1.3% |
3.890 |
Close |
4.073 |
4.020 |
-0.053 |
-1.3% |
4.073 |
Range |
0.170 |
0.139 |
-0.031 |
-18.2% |
0.205 |
ATR |
0.092 |
0.095 |
0.003 |
3.7% |
0.000 |
Volume |
22,550 |
28,323 |
5,773 |
25.6% |
101,885 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.453 |
4.376 |
4.096 |
|
R3 |
4.314 |
4.237 |
4.058 |
|
R2 |
4.175 |
4.175 |
4.045 |
|
R1 |
4.098 |
4.098 |
4.033 |
4.067 |
PP |
4.036 |
4.036 |
4.036 |
4.021 |
S1 |
3.959 |
3.959 |
4.007 |
3.928 |
S2 |
3.897 |
3.897 |
3.995 |
|
S3 |
3.758 |
3.820 |
3.982 |
|
S4 |
3.619 |
3.681 |
3.944 |
|
|
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 |
4.114 |
3.890 |
0.224 |
5.6% |
0.108 |
2.7% |
58% |
True |
False |
22,148 |
10 |
4.129 |
3.890 |
0.239 |
5.9% |
0.095 |
2.4% |
54% |
False |
False |
19,835 |
20 |
4.333 |
3.890 |
0.443 |
11.0% |
0.087 |
2.2% |
29% |
False |
False |
16,076 |
40 |
4.516 |
3.890 |
0.626 |
15.6% |
0.095 |
2.4% |
21% |
False |
False |
12,813 |
60 |
4.765 |
3.890 |
0.875 |
21.8% |
0.092 |
2.3% |
15% |
False |
False |
10,703 |
80 |
4.912 |
3.890 |
1.022 |
25.4% |
0.093 |
2.3% |
13% |
False |
False |
9,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.705 |
2.618 |
4.478 |
1.618 |
4.339 |
1.000 |
4.253 |
0.618 |
4.200 |
HIGH |
4.114 |
0.618 |
4.061 |
0.500 |
4.045 |
0.382 |
4.028 |
LOW |
3.975 |
0.618 |
3.889 |
1.000 |
3.836 |
1.618 |
3.750 |
2.618 |
3.611 |
4.250 |
3.384 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.045 |
4.014 |
PP |
4.036 |
4.008 |
S1 |
4.028 |
4.002 |
|