NYMEX Natural Gas Future April 2012
Trading Metrics calculated at close of trading on 02-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
4.027 |
3.887 |
-0.140 |
-3.5% |
3.921 |
High |
4.035 |
3.919 |
-0.116 |
-2.9% |
4.027 |
Low |
3.884 |
3.851 |
-0.033 |
-0.8% |
3.852 |
Close |
3.900 |
3.862 |
-0.038 |
-1.0% |
4.010 |
Range |
0.151 |
0.068 |
-0.083 |
-55.0% |
0.175 |
ATR |
0.099 |
0.097 |
-0.002 |
-2.2% |
0.000 |
Volume |
15,514 |
23,620 |
8,106 |
52.2% |
80,713 |
|
Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.081 |
4.040 |
3.899 |
|
R3 |
4.013 |
3.972 |
3.881 |
|
R2 |
3.945 |
3.945 |
3.874 |
|
R1 |
3.904 |
3.904 |
3.868 |
3.891 |
PP |
3.877 |
3.877 |
3.877 |
3.871 |
S1 |
3.836 |
3.836 |
3.856 |
3.823 |
S2 |
3.809 |
3.809 |
3.850 |
|
S3 |
3.741 |
3.768 |
3.843 |
|
S4 |
3.673 |
3.700 |
3.825 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.488 |
4.424 |
4.106 |
|
R3 |
4.313 |
4.249 |
4.058 |
|
R2 |
4.138 |
4.138 |
4.042 |
|
R1 |
4.074 |
4.074 |
4.026 |
4.106 |
PP |
3.963 |
3.963 |
3.963 |
3.979 |
S1 |
3.899 |
3.899 |
3.994 |
3.931 |
S2 |
3.788 |
3.788 |
3.978 |
|
S3 |
3.613 |
3.724 |
3.962 |
|
S4 |
3.438 |
3.549 |
3.914 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.052 |
3.851 |
0.201 |
5.2% |
0.108 |
2.8% |
5% |
False |
True |
22,073 |
10 |
4.052 |
3.851 |
0.201 |
5.2% |
0.099 |
2.6% |
5% |
False |
True |
20,008 |
20 |
4.092 |
3.851 |
0.241 |
6.2% |
0.097 |
2.5% |
5% |
False |
True |
19,959 |
40 |
4.414 |
3.851 |
0.563 |
14.6% |
0.088 |
2.3% |
2% |
False |
True |
16,696 |
60 |
4.508 |
3.851 |
0.657 |
17.0% |
0.091 |
2.4% |
2% |
False |
True |
14,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.208 |
2.618 |
4.097 |
1.618 |
4.029 |
1.000 |
3.987 |
0.618 |
3.961 |
HIGH |
3.919 |
0.618 |
3.893 |
0.500 |
3.885 |
0.382 |
3.877 |
LOW |
3.851 |
0.618 |
3.809 |
1.000 |
3.783 |
1.618 |
3.741 |
2.618 |
3.673 |
4.250 |
3.562 |
|
|
Fisher Pivots for day following 02-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.885 |
3.952 |
PP |
3.877 |
3.922 |
S1 |
3.870 |
3.892 |
|