NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 10-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.070 |
3.966 |
-0.104 |
-2.6% |
4.080 |
High |
4.070 |
4.024 |
-0.046 |
-1.1% |
4.129 |
Low |
3.967 |
3.950 |
-0.017 |
-0.4% |
3.967 |
Close |
3.977 |
3.981 |
0.004 |
0.1% |
3.977 |
Range |
0.103 |
0.074 |
-0.029 |
-28.2% |
0.162 |
ATR |
0.086 |
0.085 |
-0.001 |
-1.0% |
0.000 |
Volume |
24,039 |
18,573 |
-5,466 |
-22.7% |
88,975 |
|
Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.207 |
4.168 |
4.022 |
|
R3 |
4.133 |
4.094 |
4.001 |
|
R2 |
4.059 |
4.059 |
3.995 |
|
R1 |
4.020 |
4.020 |
3.988 |
4.040 |
PP |
3.985 |
3.985 |
3.985 |
3.995 |
S1 |
3.946 |
3.946 |
3.974 |
3.966 |
S2 |
3.911 |
3.911 |
3.967 |
|
S3 |
3.837 |
3.872 |
3.961 |
|
S4 |
3.763 |
3.798 |
3.940 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.510 |
4.406 |
4.066 |
|
R3 |
4.348 |
4.244 |
4.022 |
|
R2 |
4.186 |
4.186 |
4.007 |
|
R1 |
4.082 |
4.082 |
3.992 |
4.053 |
PP |
4.024 |
4.024 |
4.024 |
4.010 |
S1 |
3.920 |
3.920 |
3.962 |
3.891 |
S2 |
3.862 |
3.862 |
3.947 |
|
S3 |
3.700 |
3.758 |
3.932 |
|
S4 |
3.538 |
3.596 |
3.888 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.117 |
3.950 |
0.167 |
4.2% |
0.082 |
2.1% |
19% |
False |
True |
18,836 |
10 |
4.270 |
3.950 |
0.320 |
8.0% |
0.083 |
2.1% |
10% |
False |
True |
16,064 |
20 |
4.414 |
3.950 |
0.464 |
11.7% |
0.082 |
2.1% |
7% |
False |
True |
14,531 |
40 |
4.500 |
3.950 |
0.550 |
13.8% |
0.089 |
2.2% |
6% |
False |
True |
12,516 |
60 |
4.817 |
3.950 |
0.867 |
21.8% |
0.088 |
2.2% |
4% |
False |
True |
10,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.339 |
2.618 |
4.218 |
1.618 |
4.144 |
1.000 |
4.098 |
0.618 |
4.070 |
HIGH |
4.024 |
0.618 |
3.996 |
0.500 |
3.987 |
0.382 |
3.978 |
LOW |
3.950 |
0.618 |
3.904 |
1.000 |
3.876 |
1.618 |
3.830 |
2.618 |
3.756 |
4.250 |
3.636 |
|
|
Fisher Pivots for day following 10-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.987 |
4.013 |
PP |
3.985 |
4.002 |
S1 |
3.983 |
3.992 |
|