NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.900 |
4.044 |
0.144 |
3.7% |
3.935 |
High |
4.027 |
4.070 |
0.043 |
1.1% |
4.027 |
Low |
3.900 |
3.960 |
0.060 |
1.5% |
3.858 |
Close |
4.020 |
4.034 |
0.014 |
0.3% |
4.020 |
Range |
0.127 |
0.110 |
-0.017 |
-13.4% |
0.169 |
ATR |
0.096 |
0.097 |
0.001 |
1.0% |
0.000 |
Volume |
19,295 |
23,099 |
3,804 |
19.7% |
66,143 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.351 |
4.303 |
4.095 |
|
R3 |
4.241 |
4.193 |
4.064 |
|
R2 |
4.131 |
4.131 |
4.054 |
|
R1 |
4.083 |
4.083 |
4.044 |
4.052 |
PP |
4.021 |
4.021 |
4.021 |
4.006 |
S1 |
3.973 |
3.973 |
4.024 |
3.942 |
S2 |
3.911 |
3.911 |
4.014 |
|
S3 |
3.801 |
3.863 |
4.004 |
|
S4 |
3.691 |
3.753 |
3.974 |
|
|
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 |
4.070 |
3.858 |
0.212 |
5.3% |
0.104 |
2.6% |
83% |
True |
False |
15,743 |
10 |
4.070 |
3.858 |
0.212 |
5.3% |
0.095 |
2.3% |
83% |
True |
False |
15,508 |
20 |
4.129 |
3.858 |
0.271 |
6.7% |
0.095 |
2.4% |
65% |
False |
False |
17,672 |
40 |
4.450 |
3.858 |
0.592 |
14.7% |
0.091 |
2.2% |
30% |
False |
False |
14,911 |
60 |
4.558 |
3.858 |
0.700 |
17.4% |
0.094 |
2.3% |
25% |
False |
False |
12,483 |
80 |
4.912 |
3.858 |
1.054 |
26.1% |
0.093 |
2.3% |
17% |
False |
False |
10,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.538 |
2.618 |
4.358 |
1.618 |
4.248 |
1.000 |
4.180 |
0.618 |
4.138 |
HIGH |
4.070 |
0.618 |
4.028 |
0.500 |
4.015 |
0.382 |
4.002 |
LOW |
3.960 |
0.618 |
3.892 |
1.000 |
3.850 |
1.618 |
3.782 |
2.618 |
3.672 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.028 |
4.011 |
PP |
4.021 |
3.987 |
S1 |
4.015 |
3.964 |
|