NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.018 |
3.915 |
-0.103 |
-2.6% |
3.966 |
High |
4.018 |
3.953 |
-0.065 |
-1.6% |
4.070 |
Low |
3.899 |
3.904 |
0.005 |
0.1% |
3.878 |
Close |
3.904 |
3.926 |
0.022 |
0.6% |
4.053 |
Range |
0.119 |
0.049 |
-0.070 |
-58.8% |
0.192 |
ATR |
0.094 |
0.091 |
-0.003 |
-3.4% |
0.000 |
Volume |
19,969 |
18,774 |
-1,195 |
-6.0% |
85,600 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.075 |
4.049 |
3.953 |
|
R3 |
4.026 |
4.000 |
3.939 |
|
R2 |
3.977 |
3.977 |
3.935 |
|
R1 |
3.951 |
3.951 |
3.930 |
3.964 |
PP |
3.928 |
3.928 |
3.928 |
3.934 |
S1 |
3.902 |
3.902 |
3.922 |
3.915 |
S2 |
3.879 |
3.879 |
3.917 |
|
S3 |
3.830 |
3.853 |
3.913 |
|
S4 |
3.781 |
3.804 |
3.899 |
|
|
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% |
0.106 |
2.7% |
22% |
False |
False |
20,142 |
10 |
4.092 |
3.878 |
0.214 |
5.5% |
0.095 |
2.4% |
22% |
False |
False |
19,909 |
20 |
4.270 |
3.878 |
0.392 |
10.0% |
0.086 |
2.2% |
12% |
False |
False |
16,942 |
40 |
4.500 |
3.878 |
0.622 |
15.8% |
0.092 |
2.3% |
8% |
False |
False |
14,432 |
60 |
4.627 |
3.878 |
0.749 |
19.1% |
0.089 |
2.3% |
6% |
False |
False |
12,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.161 |
2.618 |
4.081 |
1.618 |
4.032 |
1.000 |
4.002 |
0.618 |
3.983 |
HIGH |
3.953 |
0.618 |
3.934 |
0.500 |
3.929 |
0.382 |
3.923 |
LOW |
3.904 |
0.618 |
3.874 |
1.000 |
3.855 |
1.618 |
3.825 |
2.618 |
3.776 |
4.250 |
3.696 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.929 |
3.996 |
PP |
3.928 |
3.972 |
S1 |
3.927 |
3.949 |
|