NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.945 |
4.059 |
0.114 |
2.9% |
3.939 |
High |
4.070 |
4.080 |
0.010 |
0.2% |
4.070 |
Low |
3.871 |
3.983 |
0.112 |
2.9% |
3.871 |
Close |
4.042 |
4.060 |
0.018 |
0.4% |
4.042 |
Range |
0.199 |
0.097 |
-0.102 |
-51.3% |
0.199 |
ATR |
0.093 |
0.093 |
0.000 |
0.3% |
0.000 |
Volume |
5,146 |
9,995 |
4,849 |
94.2% |
15,878 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.332 |
4.293 |
4.113 |
|
R3 |
4.235 |
4.196 |
4.087 |
|
R2 |
4.138 |
4.138 |
4.078 |
|
R1 |
4.099 |
4.099 |
4.069 |
4.119 |
PP |
4.041 |
4.041 |
4.041 |
4.051 |
S1 |
4.002 |
4.002 |
4.051 |
4.022 |
S2 |
3.944 |
3.944 |
4.042 |
|
S3 |
3.847 |
3.905 |
4.033 |
|
S4 |
3.750 |
3.808 |
4.007 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.591 |
4.516 |
4.151 |
|
R3 |
4.392 |
4.317 |
4.097 |
|
R2 |
4.193 |
4.193 |
4.078 |
|
R1 |
4.118 |
4.118 |
4.060 |
4.156 |
PP |
3.994 |
3.994 |
3.994 |
4.013 |
S1 |
3.919 |
3.919 |
4.024 |
3.957 |
S2 |
3.795 |
3.795 |
4.006 |
|
S3 |
3.596 |
3.720 |
3.987 |
|
S4 |
3.397 |
3.521 |
3.933 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.492 |
2.618 |
4.334 |
1.618 |
4.237 |
1.000 |
4.177 |
0.618 |
4.140 |
HIGH |
4.080 |
0.618 |
4.043 |
0.500 |
4.032 |
0.382 |
4.020 |
LOW |
3.983 |
0.618 |
3.923 |
1.000 |
3.886 |
1.618 |
3.826 |
2.618 |
3.729 |
4.250 |
3.571 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.051 |
4.032 |
PP |
4.041 |
4.004 |
S1 |
4.032 |
3.976 |
|