NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 18-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
4.110 |
4.037 |
-0.073 |
-1.8% |
3.990 |
High |
4.143 |
4.047 |
-0.096 |
-2.3% |
4.125 |
Low |
3.997 |
3.921 |
-0.076 |
-1.9% |
3.908 |
Close |
4.037 |
3.927 |
-0.110 |
-2.7% |
4.100 |
Range |
0.146 |
0.126 |
-0.020 |
-13.7% |
0.217 |
ATR |
0.104 |
0.105 |
0.002 |
1.6% |
0.000 |
Volume |
71,335 |
47,167 |
-24,168 |
-33.9% |
469,109 |
|
Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.343 |
4.261 |
3.996 |
|
R3 |
4.217 |
4.135 |
3.962 |
|
R2 |
4.091 |
4.091 |
3.950 |
|
R1 |
4.009 |
4.009 |
3.939 |
3.987 |
PP |
3.965 |
3.965 |
3.965 |
3.954 |
S1 |
3.883 |
3.883 |
3.915 |
3.861 |
S2 |
3.839 |
3.839 |
3.904 |
|
S3 |
3.713 |
3.757 |
3.892 |
|
S4 |
3.587 |
3.631 |
3.858 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.695 |
4.615 |
4.219 |
|
R3 |
4.478 |
4.398 |
4.160 |
|
R2 |
4.261 |
4.261 |
4.140 |
|
R1 |
4.181 |
4.181 |
4.120 |
4.221 |
PP |
4.044 |
4.044 |
4.044 |
4.065 |
S1 |
3.964 |
3.964 |
4.080 |
4.004 |
S2 |
3.827 |
3.827 |
4.060 |
|
S3 |
3.610 |
3.747 |
4.040 |
|
S4 |
3.393 |
3.530 |
3.981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.143 |
3.908 |
0.235 |
6.0% |
0.125 |
3.2% |
8% |
False |
False |
82,756 |
10 |
4.146 |
3.908 |
0.238 |
6.1% |
0.109 |
2.8% |
8% |
False |
False |
74,051 |
20 |
4.300 |
3.908 |
0.392 |
10.0% |
0.097 |
2.5% |
5% |
False |
False |
55,058 |
40 |
4.564 |
3.908 |
0.656 |
16.7% |
0.105 |
2.7% |
3% |
False |
False |
40,850 |
60 |
4.757 |
3.908 |
0.849 |
21.6% |
0.102 |
2.6% |
2% |
False |
False |
33,958 |
80 |
4.962 |
3.908 |
1.054 |
26.8% |
0.104 |
2.7% |
2% |
False |
False |
29,390 |
100 |
5.356 |
3.908 |
1.448 |
36.9% |
0.105 |
2.7% |
1% |
False |
False |
26,341 |
120 |
5.356 |
3.908 |
1.448 |
36.9% |
0.107 |
2.7% |
1% |
False |
False |
23,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.583 |
2.618 |
4.377 |
1.618 |
4.251 |
1.000 |
4.173 |
0.618 |
4.125 |
HIGH |
4.047 |
0.618 |
3.999 |
0.500 |
3.984 |
0.382 |
3.969 |
LOW |
3.921 |
0.618 |
3.843 |
1.000 |
3.795 |
1.618 |
3.717 |
2.618 |
3.591 |
4.250 |
3.386 |
|
|
Fisher Pivots for day following 18-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
3.984 |
4.032 |
PP |
3.965 |
3.997 |
S1 |
3.946 |
3.962 |
|