NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 20-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.921 |
3.928 |
0.007 |
0.2% |
3.979 |
High |
3.968 |
4.004 |
0.036 |
0.9% |
4.095 |
Low |
3.915 |
3.905 |
-0.010 |
-0.3% |
3.890 |
Close |
3.938 |
3.945 |
0.007 |
0.2% |
4.073 |
Range |
0.053 |
0.099 |
0.046 |
86.8% |
0.205 |
ATR |
0.094 |
0.094 |
0.000 |
0.4% |
0.000 |
Volume |
14,279 |
12,006 |
-2,273 |
-15.9% |
101,885 |
|
Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.248 |
4.196 |
3.999 |
|
R3 |
4.149 |
4.097 |
3.972 |
|
R2 |
4.050 |
4.050 |
3.963 |
|
R1 |
3.998 |
3.998 |
3.954 |
4.024 |
PP |
3.951 |
3.951 |
3.951 |
3.965 |
S1 |
3.899 |
3.899 |
3.936 |
3.925 |
S2 |
3.852 |
3.852 |
3.927 |
|
S3 |
3.753 |
3.800 |
3.918 |
|
S4 |
3.654 |
3.701 |
3.891 |
|
|
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 |
3.905 |
0.209 |
5.3% |
0.116 |
2.9% |
19% |
False |
True |
19,037 |
10 |
4.114 |
3.890 |
0.224 |
5.7% |
0.099 |
2.5% |
25% |
False |
False |
19,572 |
20 |
4.281 |
3.890 |
0.391 |
9.9% |
0.090 |
2.3% |
14% |
False |
False |
16,661 |
40 |
4.516 |
3.890 |
0.626 |
15.9% |
0.095 |
2.4% |
9% |
False |
False |
13,479 |
60 |
4.685 |
3.890 |
0.795 |
20.2% |
0.093 |
2.4% |
7% |
False |
False |
11,257 |
80 |
4.912 |
3.890 |
1.022 |
25.9% |
0.094 |
2.4% |
5% |
False |
False |
9,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.425 |
2.618 |
4.263 |
1.618 |
4.164 |
1.000 |
4.103 |
0.618 |
4.065 |
HIGH |
4.004 |
0.618 |
3.966 |
0.500 |
3.955 |
0.382 |
3.943 |
LOW |
3.905 |
0.618 |
3.844 |
1.000 |
3.806 |
1.618 |
3.745 |
2.618 |
3.646 |
4.250 |
3.484 |
|
|
Fisher Pivots for day following 20-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.955 |
3.967 |
PP |
3.951 |
3.960 |
S1 |
3.948 |
3.952 |
|