NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 27-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.002 |
3.904 |
-0.098 |
-2.4% |
4.090 |
High |
4.003 |
3.968 |
-0.035 |
-0.9% |
4.121 |
Low |
3.905 |
3.890 |
-0.015 |
-0.4% |
3.889 |
Close |
3.928 |
3.912 |
-0.016 |
-0.4% |
3.943 |
Range |
0.098 |
0.078 |
-0.020 |
-20.4% |
0.232 |
ATR |
0.086 |
0.085 |
-0.001 |
-0.6% |
0.000 |
Volume |
3,076 |
3,130 |
54 |
1.8% |
25,915 |
|
Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.157 |
4.113 |
3.955 |
|
R3 |
4.079 |
4.035 |
3.933 |
|
R2 |
4.001 |
4.001 |
3.926 |
|
R1 |
3.957 |
3.957 |
3.919 |
3.979 |
PP |
3.923 |
3.923 |
3.923 |
3.935 |
S1 |
3.879 |
3.879 |
3.905 |
3.901 |
S2 |
3.845 |
3.845 |
3.898 |
|
S3 |
3.767 |
3.801 |
3.891 |
|
S4 |
3.689 |
3.723 |
3.869 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.680 |
4.544 |
4.071 |
|
R3 |
4.448 |
4.312 |
4.007 |
|
R2 |
4.216 |
4.216 |
3.986 |
|
R1 |
4.080 |
4.080 |
3.964 |
4.032 |
PP |
3.984 |
3.984 |
3.984 |
3.961 |
S1 |
3.848 |
3.848 |
3.922 |
3.800 |
S2 |
3.752 |
3.752 |
3.900 |
|
S3 |
3.520 |
3.616 |
3.879 |
|
S4 |
3.288 |
3.384 |
3.815 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.300 |
2.618 |
4.172 |
1.618 |
4.094 |
1.000 |
4.046 |
0.618 |
4.016 |
HIGH |
3.968 |
0.618 |
3.938 |
0.500 |
3.929 |
0.382 |
3.920 |
LOW |
3.890 |
0.618 |
3.842 |
1.000 |
3.812 |
1.618 |
3.764 |
2.618 |
3.686 |
4.250 |
3.559 |
|
|
Fisher Pivots for day following 27-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.929 |
3.947 |
PP |
3.923 |
3.935 |
S1 |
3.918 |
3.924 |
|