NYMEX Natural Gas Future February 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.186 |
4.125 |
-0.061 |
-1.5% |
4.168 |
| High |
4.213 |
4.180 |
-0.033 |
-0.8% |
4.314 |
| Low |
4.138 |
4.092 |
-0.046 |
-1.1% |
4.108 |
| Close |
4.142 |
4.108 |
-0.034 |
-0.8% |
4.142 |
| Range |
0.075 |
0.088 |
0.013 |
17.3% |
0.206 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.5% |
0.000 |
| Volume |
15,659 |
14,416 |
-1,243 |
-7.9% |
44,809 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.391 |
4.337 |
4.156 |
|
| R3 |
4.303 |
4.249 |
4.132 |
|
| R2 |
4.215 |
4.215 |
4.124 |
|
| R1 |
4.161 |
4.161 |
4.116 |
4.144 |
| PP |
4.127 |
4.127 |
4.127 |
4.118 |
| S1 |
4.073 |
4.073 |
4.100 |
4.056 |
| S2 |
4.039 |
4.039 |
4.092 |
|
| S3 |
3.951 |
3.985 |
4.084 |
|
| S4 |
3.863 |
3.897 |
4.060 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.806 |
4.680 |
4.255 |
|
| R3 |
4.600 |
4.474 |
4.199 |
|
| R2 |
4.394 |
4.394 |
4.180 |
|
| R1 |
4.268 |
4.268 |
4.161 |
4.228 |
| PP |
4.188 |
4.188 |
4.188 |
4.168 |
| S1 |
4.062 |
4.062 |
4.123 |
4.022 |
| S2 |
3.982 |
3.982 |
4.104 |
|
| S3 |
3.776 |
3.856 |
4.085 |
|
| S4 |
3.570 |
3.650 |
4.029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.314 |
4.092 |
0.222 |
5.4% |
0.092 |
2.2% |
7% |
False |
True |
10,643 |
| 10 |
4.357 |
4.092 |
0.265 |
6.5% |
0.083 |
2.0% |
6% |
False |
True |
9,030 |
| 20 |
4.500 |
4.092 |
0.408 |
9.9% |
0.088 |
2.1% |
4% |
False |
True |
8,523 |
| 40 |
4.599 |
4.092 |
0.507 |
12.3% |
0.097 |
2.4% |
3% |
False |
True |
7,427 |
| 60 |
4.958 |
4.092 |
0.866 |
21.1% |
0.096 |
2.3% |
2% |
False |
True |
6,071 |
| 80 |
5.227 |
4.092 |
1.135 |
27.6% |
0.097 |
2.4% |
1% |
False |
True |
5,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.554 |
|
2.618 |
4.410 |
|
1.618 |
4.322 |
|
1.000 |
4.268 |
|
0.618 |
4.234 |
|
HIGH |
4.180 |
|
0.618 |
4.146 |
|
0.500 |
4.136 |
|
0.382 |
4.126 |
|
LOW |
4.092 |
|
0.618 |
4.038 |
|
1.000 |
4.004 |
|
1.618 |
3.950 |
|
2.618 |
3.862 |
|
4.250 |
3.718 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.136 |
4.173 |
| PP |
4.127 |
4.151 |
| S1 |
4.117 |
4.130 |
|