NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.989 |
3.912 |
-0.077 |
-1.9% |
4.080 |
High |
4.003 |
3.953 |
-0.050 |
-1.2% |
4.129 |
Low |
3.924 |
3.878 |
-0.046 |
-1.2% |
3.967 |
Close |
3.929 |
3.941 |
0.012 |
0.3% |
3.977 |
Range |
0.079 |
0.075 |
-0.004 |
-5.1% |
0.162 |
ATR |
0.084 |
0.084 |
-0.001 |
-0.8% |
0.000 |
Volume |
24,451 |
16,236 |
-8,215 |
-33.6% |
88,975 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.149 |
4.120 |
3.982 |
|
R3 |
4.074 |
4.045 |
3.962 |
|
R2 |
3.999 |
3.999 |
3.955 |
|
R1 |
3.970 |
3.970 |
3.948 |
3.985 |
PP |
3.924 |
3.924 |
3.924 |
3.931 |
S1 |
3.895 |
3.895 |
3.934 |
3.910 |
S2 |
3.849 |
3.849 |
3.927 |
|
S3 |
3.774 |
3.820 |
3.920 |
|
S4 |
3.699 |
3.745 |
3.900 |
|
|
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 |
4.070 |
3.878 |
0.192 |
4.9% |
0.081 |
2.1% |
33% |
False |
True |
18,688 |
10 |
4.151 |
3.878 |
0.273 |
6.9% |
0.078 |
2.0% |
23% |
False |
True |
17,988 |
20 |
4.315 |
3.878 |
0.437 |
11.1% |
0.075 |
1.9% |
14% |
False |
True |
15,131 |
40 |
4.500 |
3.878 |
0.622 |
15.8% |
0.089 |
2.3% |
10% |
False |
True |
13,026 |
60 |
4.753 |
3.878 |
0.875 |
22.2% |
0.087 |
2.2% |
7% |
False |
True |
11,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.272 |
2.618 |
4.149 |
1.618 |
4.074 |
1.000 |
4.028 |
0.618 |
3.999 |
HIGH |
3.953 |
0.618 |
3.924 |
0.500 |
3.916 |
0.382 |
3.907 |
LOW |
3.878 |
0.618 |
3.832 |
1.000 |
3.803 |
1.618 |
3.757 |
2.618 |
3.682 |
4.250 |
3.559 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.933 |
3.941 |
PP |
3.924 |
3.941 |
S1 |
3.916 |
3.941 |
|