NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.077 |
4.018 |
-0.059 |
-1.4% |
3.966 |
High |
4.092 |
4.018 |
-0.074 |
-1.8% |
4.070 |
Low |
3.961 |
3.899 |
-0.062 |
-1.6% |
3.878 |
Close |
4.008 |
3.904 |
-0.104 |
-2.6% |
4.053 |
Range |
0.131 |
0.119 |
-0.012 |
-9.2% |
0.192 |
ATR |
0.092 |
0.094 |
0.002 |
2.1% |
0.000 |
Volume |
29,537 |
19,969 |
-9,568 |
-32.4% |
85,600 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.297 |
4.220 |
3.969 |
|
R3 |
4.178 |
4.101 |
3.937 |
|
R2 |
4.059 |
4.059 |
3.926 |
|
R1 |
3.982 |
3.982 |
3.915 |
3.961 |
PP |
3.940 |
3.940 |
3.940 |
3.930 |
S1 |
3.863 |
3.863 |
3.893 |
3.842 |
S2 |
3.821 |
3.821 |
3.882 |
|
S3 |
3.702 |
3.744 |
3.871 |
|
S4 |
3.583 |
3.625 |
3.839 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.507 |
4.159 |
|
R3 |
4.384 |
4.315 |
4.106 |
|
R2 |
4.192 |
4.192 |
4.088 |
|
R1 |
4.123 |
4.123 |
4.071 |
4.158 |
PP |
4.000 |
4.000 |
4.000 |
4.018 |
S1 |
3.931 |
3.931 |
4.035 |
3.966 |
S2 |
3.808 |
3.808 |
4.018 |
|
S3 |
3.616 |
3.739 |
4.000 |
|
S4 |
3.424 |
3.547 |
3.947 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.092 |
3.878 |
0.214 |
5.5% |
0.112 |
2.9% |
12% |
False |
False |
21,277 |
10 |
4.117 |
3.878 |
0.239 |
6.1% |
0.099 |
2.5% |
11% |
False |
False |
19,436 |
20 |
4.270 |
3.878 |
0.392 |
10.0% |
0.086 |
2.2% |
7% |
False |
False |
16,553 |
40 |
4.500 |
3.878 |
0.622 |
15.9% |
0.093 |
2.4% |
4% |
False |
False |
14,128 |
60 |
4.627 |
3.878 |
0.749 |
19.2% |
0.089 |
2.3% |
3% |
False |
False |
12,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.524 |
2.618 |
4.330 |
1.618 |
4.211 |
1.000 |
4.137 |
0.618 |
4.092 |
HIGH |
4.018 |
0.618 |
3.973 |
0.500 |
3.959 |
0.382 |
3.944 |
LOW |
3.899 |
0.618 |
3.825 |
1.000 |
3.780 |
1.618 |
3.706 |
2.618 |
3.587 |
4.250 |
3.393 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.959 |
3.996 |
PP |
3.940 |
3.965 |
S1 |
3.922 |
3.935 |
|