NYMEX Natural Gas Future May 2012
Trading Metrics calculated at close of trading on 04-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.935 |
3.934 |
-0.001 |
0.0% |
4.059 |
High |
3.978 |
3.951 |
-0.027 |
-0.7% |
4.080 |
Low |
3.896 |
3.896 |
0.000 |
0.0% |
3.886 |
Close |
3.913 |
3.905 |
-0.008 |
-0.2% |
3.905 |
Range |
0.082 |
0.055 |
-0.027 |
-32.9% |
0.194 |
ATR |
0.093 |
0.091 |
-0.003 |
-2.9% |
0.000 |
Volume |
3,878 |
5,720 |
1,842 |
47.5% |
31,938 |
|
Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.082 |
4.049 |
3.935 |
|
R3 |
4.027 |
3.994 |
3.920 |
|
R2 |
3.972 |
3.972 |
3.915 |
|
R1 |
3.939 |
3.939 |
3.910 |
3.928 |
PP |
3.917 |
3.917 |
3.917 |
3.912 |
S1 |
3.884 |
3.884 |
3.900 |
3.873 |
S2 |
3.862 |
3.862 |
3.895 |
|
S3 |
3.807 |
3.829 |
3.890 |
|
S4 |
3.752 |
3.774 |
3.875 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.539 |
4.416 |
4.012 |
|
R3 |
4.345 |
4.222 |
3.958 |
|
R2 |
4.151 |
4.151 |
3.941 |
|
R1 |
4.028 |
4.028 |
3.923 |
3.993 |
PP |
3.957 |
3.957 |
3.957 |
3.939 |
S1 |
3.834 |
3.834 |
3.887 |
3.799 |
S2 |
3.763 |
3.763 |
3.869 |
|
S3 |
3.569 |
3.640 |
3.852 |
|
S4 |
3.375 |
3.446 |
3.798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.080 |
3.886 |
0.194 |
5.0% |
0.087 |
2.2% |
10% |
False |
False |
6,387 |
10 |
4.080 |
3.871 |
0.209 |
5.4% |
0.097 |
2.5% |
16% |
False |
False |
4,781 |
20 |
4.121 |
3.871 |
0.250 |
6.4% |
0.092 |
2.3% |
14% |
False |
False |
4,600 |
40 |
4.440 |
3.871 |
0.569 |
14.6% |
0.085 |
2.2% |
6% |
False |
False |
3,630 |
60 |
4.527 |
3.871 |
0.656 |
16.8% |
0.086 |
2.2% |
5% |
False |
False |
2,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.185 |
2.618 |
4.095 |
1.618 |
4.040 |
1.000 |
4.006 |
0.618 |
3.985 |
HIGH |
3.951 |
0.618 |
3.930 |
0.500 |
3.924 |
0.382 |
3.917 |
LOW |
3.896 |
0.618 |
3.862 |
1.000 |
3.841 |
1.618 |
3.807 |
2.618 |
3.752 |
4.250 |
3.662 |
|
|
Fisher Pivots for day following 04-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.924 |
3.932 |
PP |
3.917 |
3.923 |
S1 |
3.911 |
3.914 |
|