NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 11-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.000 |
3.990 |
-0.010 |
-0.3% |
4.144 |
High |
4.055 |
4.024 |
-0.031 |
-0.8% |
4.160 |
Low |
3.986 |
3.950 |
-0.036 |
-0.9% |
4.000 |
Close |
4.015 |
4.021 |
0.006 |
0.1% |
4.011 |
Range |
0.069 |
0.074 |
0.005 |
7.2% |
0.160 |
ATR |
0.082 |
0.081 |
-0.001 |
-0.7% |
0.000 |
Volume |
3,618 |
2,563 |
-1,055 |
-29.2% |
16,700 |
|
Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.220 |
4.195 |
4.062 |
|
R3 |
4.146 |
4.121 |
4.041 |
|
R2 |
4.072 |
4.072 |
4.035 |
|
R1 |
4.047 |
4.047 |
4.028 |
4.060 |
PP |
3.998 |
3.998 |
3.998 |
4.005 |
S1 |
3.973 |
3.973 |
4.014 |
3.986 |
S2 |
3.924 |
3.924 |
4.007 |
|
S3 |
3.850 |
3.899 |
4.001 |
|
S4 |
3.776 |
3.825 |
3.980 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.537 |
4.434 |
4.099 |
|
R3 |
4.377 |
4.274 |
4.055 |
|
R2 |
4.217 |
4.217 |
4.040 |
|
R1 |
4.114 |
4.114 |
4.026 |
4.086 |
PP |
4.057 |
4.057 |
4.057 |
4.043 |
S1 |
3.954 |
3.954 |
3.996 |
3.926 |
S2 |
3.897 |
3.897 |
3.982 |
|
S3 |
3.737 |
3.794 |
3.967 |
|
S4 |
3.577 |
3.634 |
3.923 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.339 |
2.618 |
4.218 |
1.618 |
4.144 |
1.000 |
4.098 |
0.618 |
4.070 |
HIGH |
4.024 |
0.618 |
3.996 |
0.500 |
3.987 |
0.382 |
3.978 |
LOW |
3.950 |
0.618 |
3.904 |
1.000 |
3.876 |
1.618 |
3.830 |
2.618 |
3.756 |
4.250 |
3.636 |
|
|
Fisher Pivots for day following 11-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.010 |
4.017 |
PP |
3.998 |
4.014 |
S1 |
3.987 |
4.010 |
|