NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.966 |
3.995 |
0.029 |
0.7% |
4.080 |
High |
4.024 |
3.995 |
-0.029 |
-0.7% |
4.129 |
Low |
3.950 |
3.920 |
-0.030 |
-0.8% |
3.967 |
Close |
3.981 |
3.987 |
0.006 |
0.2% |
3.977 |
Range |
0.074 |
0.075 |
0.001 |
1.4% |
0.162 |
ATR |
0.085 |
0.085 |
-0.001 |
-0.9% |
0.000 |
Volume |
18,573 |
10,145 |
-8,428 |
-45.4% |
88,975 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.192 |
4.165 |
4.028 |
|
R3 |
4.117 |
4.090 |
4.008 |
|
R2 |
4.042 |
4.042 |
4.001 |
|
R1 |
4.015 |
4.015 |
3.994 |
3.991 |
PP |
3.967 |
3.967 |
3.967 |
3.956 |
S1 |
3.940 |
3.940 |
3.980 |
3.916 |
S2 |
3.892 |
3.892 |
3.973 |
|
S3 |
3.817 |
3.865 |
3.966 |
|
S4 |
3.742 |
3.790 |
3.946 |
|
|
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 |
3.920 |
0.197 |
4.9% |
0.087 |
2.2% |
34% |
False |
True |
17,595 |
10 |
4.211 |
3.920 |
0.291 |
7.3% |
0.082 |
2.1% |
23% |
False |
True |
16,285 |
20 |
4.414 |
3.920 |
0.494 |
12.4% |
0.079 |
2.0% |
14% |
False |
True |
14,540 |
40 |
4.500 |
3.920 |
0.580 |
14.5% |
0.089 |
2.2% |
12% |
False |
True |
12,549 |
60 |
4.802 |
3.920 |
0.882 |
22.1% |
0.088 |
2.2% |
8% |
False |
True |
10,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.314 |
2.618 |
4.191 |
1.618 |
4.116 |
1.000 |
4.070 |
0.618 |
4.041 |
HIGH |
3.995 |
0.618 |
3.966 |
0.500 |
3.958 |
0.382 |
3.949 |
LOW |
3.920 |
0.618 |
3.874 |
1.000 |
3.845 |
1.618 |
3.799 |
2.618 |
3.724 |
4.250 |
3.601 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.977 |
3.995 |
PP |
3.967 |
3.992 |
S1 |
3.958 |
3.990 |
|