NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 13-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.019 |
3.957 |
-0.062 |
-1.5% |
4.144 |
High |
4.034 |
3.987 |
-0.047 |
-1.2% |
4.160 |
Low |
3.959 |
3.924 |
-0.035 |
-0.9% |
4.000 |
Close |
3.965 |
3.977 |
0.012 |
0.3% |
4.011 |
Range |
0.075 |
0.063 |
-0.012 |
-16.0% |
0.160 |
ATR |
0.081 |
0.080 |
-0.001 |
-1.6% |
0.000 |
Volume |
6,291 |
3,237 |
-3,054 |
-48.5% |
16,700 |
|
Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.152 |
4.127 |
4.012 |
|
R3 |
4.089 |
4.064 |
3.994 |
|
R2 |
4.026 |
4.026 |
3.989 |
|
R1 |
4.001 |
4.001 |
3.983 |
4.014 |
PP |
3.963 |
3.963 |
3.963 |
3.969 |
S1 |
3.938 |
3.938 |
3.971 |
3.951 |
S2 |
3.900 |
3.900 |
3.965 |
|
S3 |
3.837 |
3.875 |
3.960 |
|
S4 |
3.774 |
3.812 |
3.942 |
|
|
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 |
4.255 |
2.618 |
4.152 |
1.618 |
4.089 |
1.000 |
4.050 |
0.618 |
4.026 |
HIGH |
3.987 |
0.618 |
3.963 |
0.500 |
3.956 |
0.382 |
3.948 |
LOW |
3.924 |
0.618 |
3.885 |
1.000 |
3.861 |
1.618 |
3.822 |
2.618 |
3.759 |
4.250 |
3.656 |
|
|
Fisher Pivots for day following 13-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.970 |
3.979 |
PP |
3.963 |
3.978 |
S1 |
3.956 |
3.978 |
|