NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.200 |
4.160 |
-0.040 |
-1.0% |
4.257 |
| High |
4.211 |
4.206 |
-0.005 |
-0.1% |
4.315 |
| Low |
4.150 |
4.071 |
-0.079 |
-1.9% |
4.139 |
| Close |
4.158 |
4.134 |
-0.024 |
-0.6% |
4.139 |
| Range |
0.061 |
0.135 |
0.074 |
121.3% |
0.176 |
| ATR |
0.085 |
0.089 |
0.004 |
4.2% |
0.000 |
| Volume |
11,391 |
12,264 |
873 |
7.7% |
60,495 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.542 |
4.473 |
4.208 |
|
| R3 |
4.407 |
4.338 |
4.171 |
|
| R2 |
4.272 |
4.272 |
4.159 |
|
| R1 |
4.203 |
4.203 |
4.146 |
4.170 |
| PP |
4.137 |
4.137 |
4.137 |
4.121 |
| S1 |
4.068 |
4.068 |
4.122 |
4.035 |
| S2 |
4.002 |
4.002 |
4.109 |
|
| S3 |
3.867 |
3.933 |
4.097 |
|
| S4 |
3.732 |
3.798 |
4.060 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.726 |
4.608 |
4.236 |
|
| R3 |
4.550 |
4.432 |
4.187 |
|
| R2 |
4.374 |
4.374 |
4.171 |
|
| R1 |
4.256 |
4.256 |
4.155 |
4.227 |
| PP |
4.198 |
4.198 |
4.198 |
4.183 |
| S1 |
4.080 |
4.080 |
4.123 |
4.051 |
| S2 |
4.022 |
4.022 |
4.107 |
|
| S3 |
3.846 |
3.904 |
4.091 |
|
| S4 |
3.670 |
3.728 |
4.042 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.780 |
|
2.618 |
4.559 |
|
1.618 |
4.424 |
|
1.000 |
4.341 |
|
0.618 |
4.289 |
|
HIGH |
4.206 |
|
0.618 |
4.154 |
|
0.500 |
4.139 |
|
0.382 |
4.123 |
|
LOW |
4.071 |
|
0.618 |
3.988 |
|
1.000 |
3.936 |
|
1.618 |
3.853 |
|
2.618 |
3.718 |
|
4.250 |
3.497 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.139 |
4.171 |
| PP |
4.137 |
4.158 |
| S1 |
4.136 |
4.146 |
|