NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.921 |
3.886 |
-0.035 |
-0.9% |
4.077 |
High |
3.947 |
3.980 |
0.033 |
0.8% |
4.092 |
Low |
3.870 |
3.878 |
0.008 |
0.2% |
3.858 |
Close |
3.890 |
3.948 |
0.058 |
1.5% |
3.910 |
Range |
0.077 |
0.102 |
0.025 |
32.5% |
0.234 |
ATR |
0.089 |
0.090 |
0.001 |
1.1% |
0.000 |
Volume |
15,983 |
10,264 |
-5,719 |
-35.8% |
115,117 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.241 |
4.197 |
4.004 |
|
R3 |
4.139 |
4.095 |
3.976 |
|
R2 |
4.037 |
4.037 |
3.967 |
|
R1 |
3.993 |
3.993 |
3.957 |
4.015 |
PP |
3.935 |
3.935 |
3.935 |
3.947 |
S1 |
3.891 |
3.891 |
3.939 |
3.913 |
S2 |
3.833 |
3.833 |
3.929 |
|
S3 |
3.731 |
3.789 |
3.920 |
|
S4 |
3.629 |
3.687 |
3.892 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.655 |
4.517 |
4.039 |
|
R3 |
4.421 |
4.283 |
3.974 |
|
R2 |
4.187 |
4.187 |
3.953 |
|
R1 |
4.049 |
4.049 |
3.931 |
4.001 |
PP |
3.953 |
3.953 |
3.953 |
3.930 |
S1 |
3.815 |
3.815 |
3.889 |
3.767 |
S2 |
3.719 |
3.719 |
3.867 |
|
S3 |
3.485 |
3.581 |
3.846 |
|
S4 |
3.251 |
3.347 |
3.781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.990 |
3.858 |
0.132 |
3.3% |
0.080 |
2.0% |
68% |
False |
False |
18,371 |
10 |
4.092 |
3.858 |
0.234 |
5.9% |
0.096 |
2.4% |
38% |
False |
False |
19,824 |
20 |
4.211 |
3.858 |
0.353 |
8.9% |
0.089 |
2.3% |
25% |
False |
False |
18,055 |
40 |
4.500 |
3.858 |
0.642 |
16.3% |
0.092 |
2.3% |
14% |
False |
False |
15,377 |
60 |
4.538 |
3.858 |
0.680 |
17.2% |
0.090 |
2.3% |
13% |
False |
False |
13,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.414 |
2.618 |
4.247 |
1.618 |
4.145 |
1.000 |
4.082 |
0.618 |
4.043 |
HIGH |
3.980 |
0.618 |
3.941 |
0.500 |
3.929 |
0.382 |
3.917 |
LOW |
3.878 |
0.618 |
3.815 |
1.000 |
3.776 |
1.618 |
3.713 |
2.618 |
3.611 |
4.250 |
3.445 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.942 |
3.938 |
PP |
3.935 |
3.929 |
S1 |
3.929 |
3.919 |
|