NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.123 |
-0.037 |
-0.9% |
4.134 |
High |
4.206 |
4.151 |
-0.055 |
-1.3% |
4.270 |
Low |
4.071 |
4.093 |
0.022 |
0.5% |
4.071 |
Close |
4.134 |
4.097 |
-0.037 |
-0.9% |
4.097 |
Range |
0.135 |
0.058 |
-0.077 |
-57.0% |
0.199 |
ATR |
0.089 |
0.087 |
-0.002 |
-2.5% |
0.000 |
Volume |
12,264 |
21,509 |
9,245 |
75.4% |
63,429 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.288 |
4.250 |
4.129 |
|
R3 |
4.230 |
4.192 |
4.113 |
|
R2 |
4.172 |
4.172 |
4.108 |
|
R1 |
4.134 |
4.134 |
4.102 |
4.124 |
PP |
4.114 |
4.114 |
4.114 |
4.109 |
S1 |
4.076 |
4.076 |
4.092 |
4.066 |
S2 |
4.056 |
4.056 |
4.086 |
|
S3 |
3.998 |
4.018 |
4.081 |
|
S4 |
3.940 |
3.960 |
4.065 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.743 |
4.619 |
4.206 |
|
R3 |
4.544 |
4.420 |
4.152 |
|
R2 |
4.345 |
4.345 |
4.133 |
|
R1 |
4.221 |
4.221 |
4.115 |
4.184 |
PP |
4.146 |
4.146 |
4.146 |
4.127 |
S1 |
4.022 |
4.022 |
4.079 |
3.985 |
S2 |
3.947 |
3.947 |
4.061 |
|
S3 |
3.748 |
3.823 |
4.042 |
|
S4 |
3.549 |
3.624 |
3.988 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.398 |
2.618 |
4.303 |
1.618 |
4.245 |
1.000 |
4.209 |
0.618 |
4.187 |
HIGH |
4.151 |
0.618 |
4.129 |
0.500 |
4.122 |
0.382 |
4.115 |
LOW |
4.093 |
0.618 |
4.057 |
1.000 |
4.035 |
1.618 |
3.999 |
2.618 |
3.941 |
4.250 |
3.847 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.122 |
4.141 |
PP |
4.114 |
4.126 |
S1 |
4.105 |
4.112 |
|