NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 01-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
4.044 |
4.036 |
-0.008 |
-0.2% |
3.935 |
High |
4.070 |
4.050 |
-0.020 |
-0.5% |
4.027 |
Low |
3.960 |
3.887 |
-0.073 |
-1.8% |
3.858 |
Close |
4.034 |
3.903 |
-0.131 |
-3.2% |
4.020 |
Range |
0.110 |
0.163 |
0.053 |
48.2% |
0.169 |
ATR |
0.097 |
0.102 |
0.005 |
4.8% |
0.000 |
Volume |
23,099 |
19,143 |
-3,956 |
-17.1% |
66,143 |
|
Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.436 |
4.332 |
3.993 |
|
R3 |
4.273 |
4.169 |
3.948 |
|
R2 |
4.110 |
4.110 |
3.933 |
|
R1 |
4.006 |
4.006 |
3.918 |
3.977 |
PP |
3.947 |
3.947 |
3.947 |
3.932 |
S1 |
3.843 |
3.843 |
3.888 |
3.814 |
S2 |
3.784 |
3.784 |
3.873 |
|
S3 |
3.621 |
3.680 |
3.858 |
|
S4 |
3.458 |
3.517 |
3.813 |
|
|
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 |
5.4% |
0.117 |
3.0% |
21% |
False |
False |
17,187 |
10 |
4.070 |
3.858 |
0.212 |
5.4% |
0.099 |
2.5% |
21% |
False |
False |
15,620 |
20 |
4.129 |
3.858 |
0.271 |
6.9% |
0.100 |
2.6% |
17% |
False |
False |
17,717 |
40 |
4.450 |
3.858 |
0.592 |
15.2% |
0.092 |
2.4% |
8% |
False |
False |
15,106 |
60 |
4.558 |
3.858 |
0.700 |
17.9% |
0.095 |
2.4% |
6% |
False |
False |
12,651 |
80 |
4.912 |
3.858 |
1.054 |
27.0% |
0.094 |
2.4% |
4% |
False |
False |
10,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.743 |
2.618 |
4.477 |
1.618 |
4.314 |
1.000 |
4.213 |
0.618 |
4.151 |
HIGH |
4.050 |
0.618 |
3.988 |
0.500 |
3.969 |
0.382 |
3.949 |
LOW |
3.887 |
0.618 |
3.786 |
1.000 |
3.724 |
1.618 |
3.623 |
2.618 |
3.460 |
4.250 |
3.194 |
|
|
Fisher Pivots for day following 01-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.969 |
3.979 |
PP |
3.947 |
3.953 |
S1 |
3.925 |
3.928 |
|