NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 17-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.988 |
4.090 |
0.102 |
2.6% |
4.000 |
High |
4.105 |
4.121 |
0.016 |
0.4% |
4.105 |
Low |
3.955 |
3.995 |
0.040 |
1.0% |
3.924 |
Close |
4.087 |
4.044 |
-0.043 |
-1.1% |
4.087 |
Range |
0.150 |
0.126 |
-0.024 |
-16.0% |
0.181 |
ATR |
0.085 |
0.088 |
0.003 |
3.5% |
0.000 |
Volume |
2,562 |
6,751 |
4,189 |
163.5% |
18,271 |
|
Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.431 |
4.364 |
4.113 |
|
R3 |
4.305 |
4.238 |
4.079 |
|
R2 |
4.179 |
4.179 |
4.067 |
|
R1 |
4.112 |
4.112 |
4.056 |
4.083 |
PP |
4.053 |
4.053 |
4.053 |
4.039 |
S1 |
3.986 |
3.986 |
4.032 |
3.957 |
S2 |
3.927 |
3.927 |
4.021 |
|
S3 |
3.801 |
3.860 |
4.009 |
|
S4 |
3.675 |
3.734 |
3.975 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.582 |
4.515 |
4.187 |
|
R3 |
4.401 |
4.334 |
4.137 |
|
R2 |
4.220 |
4.220 |
4.120 |
|
R1 |
4.153 |
4.153 |
4.104 |
4.187 |
PP |
4.039 |
4.039 |
4.039 |
4.055 |
S1 |
3.972 |
3.972 |
4.070 |
4.006 |
S2 |
3.858 |
3.858 |
4.054 |
|
S3 |
3.677 |
3.791 |
4.037 |
|
S4 |
3.496 |
3.610 |
3.987 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.657 |
2.618 |
4.451 |
1.618 |
4.325 |
1.000 |
4.247 |
0.618 |
4.199 |
HIGH |
4.121 |
0.618 |
4.073 |
0.500 |
4.058 |
0.382 |
4.043 |
LOW |
3.995 |
0.618 |
3.917 |
1.000 |
3.869 |
1.618 |
3.791 |
2.618 |
3.665 |
4.250 |
3.460 |
|
|
Fisher Pivots for day following 17-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.058 |
4.037 |
PP |
4.053 |
4.030 |
S1 |
4.049 |
4.023 |
|