NYMEX Natural Gas Future February 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.204 |
4.168 |
-0.036 |
-0.9% |
4.290 |
High |
4.219 |
4.262 |
0.043 |
1.0% |
4.357 |
Low |
4.173 |
4.161 |
-0.012 |
-0.3% |
4.173 |
Close |
4.176 |
4.257 |
0.081 |
1.9% |
4.176 |
Range |
0.046 |
0.101 |
0.055 |
119.6% |
0.184 |
ATR |
0.094 |
0.095 |
0.000 |
0.5% |
0.000 |
Volume |
9,957 |
6,009 |
-3,948 |
-39.7% |
36,173 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.530 |
4.494 |
4.313 |
|
R3 |
4.429 |
4.393 |
4.285 |
|
R2 |
4.328 |
4.328 |
4.276 |
|
R1 |
4.292 |
4.292 |
4.266 |
4.310 |
PP |
4.227 |
4.227 |
4.227 |
4.236 |
S1 |
4.191 |
4.191 |
4.248 |
4.209 |
S2 |
4.126 |
4.126 |
4.238 |
|
S3 |
4.025 |
4.090 |
4.229 |
|
S4 |
3.924 |
3.989 |
4.201 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.787 |
4.666 |
4.277 |
|
R3 |
4.603 |
4.482 |
4.227 |
|
R2 |
4.419 |
4.419 |
4.210 |
|
R1 |
4.298 |
4.298 |
4.193 |
4.267 |
PP |
4.235 |
4.235 |
4.235 |
4.220 |
S1 |
4.114 |
4.114 |
4.159 |
4.083 |
S2 |
4.051 |
4.051 |
4.142 |
|
S3 |
3.867 |
3.930 |
4.125 |
|
S4 |
3.683 |
3.746 |
4.075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.357 |
4.161 |
0.196 |
4.6% |
0.073 |
1.7% |
49% |
False |
True |
7,418 |
10 |
4.500 |
4.161 |
0.339 |
8.0% |
0.089 |
2.1% |
28% |
False |
True |
7,980 |
20 |
4.580 |
4.161 |
0.419 |
9.8% |
0.101 |
2.4% |
23% |
False |
True |
7,458 |
40 |
4.636 |
4.161 |
0.475 |
11.2% |
0.097 |
2.3% |
20% |
False |
True |
6,755 |
60 |
4.958 |
4.161 |
0.797 |
18.7% |
0.097 |
2.3% |
12% |
False |
True |
5,424 |
80 |
5.330 |
4.161 |
1.169 |
27.5% |
0.098 |
2.3% |
8% |
False |
True |
4,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.691 |
2.618 |
4.526 |
1.618 |
4.425 |
1.000 |
4.363 |
0.618 |
4.324 |
HIGH |
4.262 |
0.618 |
4.223 |
0.500 |
4.212 |
0.382 |
4.200 |
LOW |
4.161 |
0.618 |
4.099 |
1.000 |
4.060 |
1.618 |
3.998 |
2.618 |
3.897 |
4.250 |
3.732 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.242 |
4.246 |
PP |
4.227 |
4.235 |
S1 |
4.212 |
4.224 |
|