NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.019 |
-0.081 |
-2.0% |
3.979 |
High |
4.114 |
4.029 |
-0.085 |
-2.1% |
4.095 |
Low |
3.975 |
3.909 |
-0.066 |
-1.7% |
3.890 |
Close |
4.020 |
3.915 |
-0.105 |
-2.6% |
4.073 |
Range |
0.139 |
0.120 |
-0.019 |
-13.7% |
0.205 |
ATR |
0.095 |
0.097 |
0.002 |
1.9% |
0.000 |
Volume |
28,323 |
18,031 |
-10,292 |
-36.3% |
101,885 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.311 |
4.233 |
3.981 |
|
R3 |
4.191 |
4.113 |
3.948 |
|
R2 |
4.071 |
4.071 |
3.937 |
|
R1 |
3.993 |
3.993 |
3.926 |
3.972 |
PP |
3.951 |
3.951 |
3.951 |
3.941 |
S1 |
3.873 |
3.873 |
3.904 |
3.852 |
S2 |
3.831 |
3.831 |
3.893 |
|
S3 |
3.711 |
3.753 |
3.882 |
|
S4 |
3.591 |
3.633 |
3.849 |
|
|
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 |
5.7% |
0.116 |
3.0% |
11% |
False |
False |
22,392 |
10 |
4.129 |
3.890 |
0.239 |
6.1% |
0.102 |
2.6% |
10% |
False |
False |
19,815 |
20 |
4.281 |
3.890 |
0.391 |
10.0% |
0.089 |
2.3% |
6% |
False |
False |
16,465 |
40 |
4.516 |
3.890 |
0.626 |
16.0% |
0.096 |
2.5% |
4% |
False |
False |
13,138 |
60 |
4.710 |
3.890 |
0.820 |
20.9% |
0.092 |
2.4% |
3% |
False |
False |
10,943 |
80 |
4.912 |
3.890 |
1.022 |
26.1% |
0.094 |
2.4% |
2% |
False |
False |
9,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.539 |
2.618 |
4.343 |
1.618 |
4.223 |
1.000 |
4.149 |
0.618 |
4.103 |
HIGH |
4.029 |
0.618 |
3.983 |
0.500 |
3.969 |
0.382 |
3.955 |
LOW |
3.909 |
0.618 |
3.835 |
1.000 |
3.789 |
1.618 |
3.715 |
2.618 |
3.595 |
4.250 |
3.399 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.969 |
4.012 |
PP |
3.951 |
3.979 |
S1 |
3.933 |
3.947 |
|