NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 19-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.034 |
3.945 |
-0.089 |
-2.2% |
4.000 |
High |
4.048 |
3.988 |
-0.060 |
-1.5% |
4.105 |
Low |
3.937 |
3.941 |
0.004 |
0.1% |
3.924 |
Close |
3.941 |
3.962 |
0.021 |
0.5% |
4.087 |
Range |
0.111 |
0.047 |
-0.064 |
-57.7% |
0.181 |
ATR |
0.089 |
0.086 |
-0.003 |
-3.4% |
0.000 |
Volume |
4,636 |
3,374 |
-1,262 |
-27.2% |
18,271 |
|
Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.105 |
4.080 |
3.988 |
|
R3 |
4.058 |
4.033 |
3.975 |
|
R2 |
4.011 |
4.011 |
3.971 |
|
R1 |
3.986 |
3.986 |
3.966 |
3.999 |
PP |
3.964 |
3.964 |
3.964 |
3.970 |
S1 |
3.939 |
3.939 |
3.958 |
3.952 |
S2 |
3.917 |
3.917 |
3.953 |
|
S3 |
3.870 |
3.892 |
3.949 |
|
S4 |
3.823 |
3.845 |
3.936 |
|
|
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 |
4.188 |
2.618 |
4.111 |
1.618 |
4.064 |
1.000 |
4.035 |
0.618 |
4.017 |
HIGH |
3.988 |
0.618 |
3.970 |
0.500 |
3.965 |
0.382 |
3.959 |
LOW |
3.941 |
0.618 |
3.912 |
1.000 |
3.894 |
1.618 |
3.865 |
2.618 |
3.818 |
4.250 |
3.741 |
|
|
Fisher Pivots for day following 19-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.965 |
4.029 |
PP |
3.964 |
4.007 |
S1 |
3.963 |
3.984 |
|