NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.019 |
3.921 |
-0.098 |
-2.4% |
3.979 |
High |
4.029 |
3.968 |
-0.061 |
-1.5% |
4.095 |
Low |
3.909 |
3.915 |
0.006 |
0.2% |
3.890 |
Close |
3.915 |
3.938 |
0.023 |
0.6% |
4.073 |
Range |
0.120 |
0.053 |
-0.067 |
-55.8% |
0.205 |
ATR |
0.097 |
0.094 |
-0.003 |
-3.2% |
0.000 |
Volume |
18,031 |
14,279 |
-3,752 |
-20.8% |
101,885 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.099 |
4.072 |
3.967 |
|
R3 |
4.046 |
4.019 |
3.953 |
|
R2 |
3.993 |
3.993 |
3.948 |
|
R1 |
3.966 |
3.966 |
3.943 |
3.980 |
PP |
3.940 |
3.940 |
3.940 |
3.947 |
S1 |
3.913 |
3.913 |
3.933 |
3.927 |
S2 |
3.887 |
3.887 |
3.928 |
|
S3 |
3.834 |
3.860 |
3.923 |
|
S4 |
3.781 |
3.807 |
3.909 |
|
|
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% |
0.111 |
2.8% |
21% |
False |
False |
20,607 |
10 |
4.114 |
3.890 |
0.224 |
5.7% |
0.097 |
2.5% |
21% |
False |
False |
19,778 |
20 |
4.281 |
3.890 |
0.391 |
9.9% |
0.089 |
2.3% |
12% |
False |
False |
16,742 |
40 |
4.516 |
3.890 |
0.626 |
15.9% |
0.095 |
2.4% |
8% |
False |
False |
13,358 |
60 |
4.710 |
3.890 |
0.820 |
20.8% |
0.092 |
2.3% |
6% |
False |
False |
11,109 |
80 |
4.912 |
3.890 |
1.022 |
26.0% |
0.094 |
2.4% |
5% |
False |
False |
9,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.193 |
2.618 |
4.107 |
1.618 |
4.054 |
1.000 |
4.021 |
0.618 |
4.001 |
HIGH |
3.968 |
0.618 |
3.948 |
0.500 |
3.942 |
0.382 |
3.935 |
LOW |
3.915 |
0.618 |
3.882 |
1.000 |
3.862 |
1.618 |
3.829 |
2.618 |
3.776 |
4.250 |
3.690 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.942 |
4.012 |
PP |
3.940 |
3.987 |
S1 |
3.939 |
3.963 |
|