NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.900 |
3.900 |
0.000 |
0.0% |
3.935 |
High |
3.940 |
4.027 |
0.087 |
2.2% |
4.027 |
Low |
3.858 |
3.900 |
0.042 |
1.1% |
3.858 |
Close |
3.882 |
4.020 |
0.138 |
3.6% |
4.020 |
Range |
0.082 |
0.127 |
0.045 |
54.9% |
0.169 |
ATR |
0.092 |
0.096 |
0.004 |
4.1% |
0.000 |
Volume |
11,392 |
19,295 |
7,903 |
69.4% |
66,143 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.363 |
4.319 |
4.090 |
|
R3 |
4.236 |
4.192 |
4.055 |
|
R2 |
4.109 |
4.109 |
4.043 |
|
R1 |
4.065 |
4.065 |
4.032 |
4.087 |
PP |
3.982 |
3.982 |
3.982 |
3.994 |
S1 |
3.938 |
3.938 |
4.008 |
3.960 |
S2 |
3.855 |
3.855 |
3.997 |
|
S3 |
3.728 |
3.811 |
3.985 |
|
S4 |
3.601 |
3.684 |
3.950 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.475 |
4.417 |
4.113 |
|
R3 |
4.306 |
4.248 |
4.066 |
|
R2 |
4.137 |
4.137 |
4.051 |
|
R1 |
4.079 |
4.079 |
4.035 |
4.108 |
PP |
3.968 |
3.968 |
3.968 |
3.983 |
S1 |
3.910 |
3.910 |
4.005 |
3.939 |
S2 |
3.799 |
3.799 |
3.989 |
|
S3 |
3.630 |
3.741 |
3.974 |
|
S4 |
3.461 |
3.572 |
3.927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.027 |
3.858 |
0.169 |
4.2% |
0.098 |
2.4% |
96% |
True |
False |
13,228 |
10 |
4.114 |
3.858 |
0.256 |
6.4% |
0.098 |
2.4% |
63% |
False |
False |
16,031 |
20 |
4.144 |
3.858 |
0.286 |
7.1% |
0.094 |
2.3% |
57% |
False |
False |
17,421 |
40 |
4.455 |
3.858 |
0.597 |
14.9% |
0.092 |
2.3% |
27% |
False |
False |
14,634 |
60 |
4.558 |
3.858 |
0.700 |
17.4% |
0.094 |
2.3% |
23% |
False |
False |
12,266 |
80 |
4.912 |
3.858 |
1.054 |
26.2% |
0.093 |
2.3% |
15% |
False |
False |
10,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.567 |
2.618 |
4.359 |
1.618 |
4.232 |
1.000 |
4.154 |
0.618 |
4.105 |
HIGH |
4.027 |
0.618 |
3.978 |
0.500 |
3.964 |
0.382 |
3.949 |
LOW |
3.900 |
0.618 |
3.822 |
1.000 |
3.773 |
1.618 |
3.695 |
2.618 |
3.568 |
4.250 |
3.360 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.001 |
3.994 |
PP |
3.982 |
3.968 |
S1 |
3.964 |
3.943 |
|