NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 15-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.370 |
4.431 |
0.061 |
1.4% |
4.312 |
High |
4.450 |
4.444 |
-0.006 |
-0.1% |
4.432 |
Low |
4.340 |
4.300 |
-0.040 |
-0.9% |
4.270 |
Close |
4.420 |
4.313 |
-0.107 |
-2.4% |
4.298 |
Range |
0.110 |
0.144 |
0.034 |
30.9% |
0.162 |
ATR |
0.103 |
0.106 |
0.003 |
2.8% |
0.000 |
Volume |
12,162 |
13,527 |
1,365 |
11.2% |
49,136 |
|
Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.784 |
4.693 |
4.392 |
|
R3 |
4.640 |
4.549 |
4.353 |
|
R2 |
4.496 |
4.496 |
4.339 |
|
R1 |
4.405 |
4.405 |
4.326 |
4.379 |
PP |
4.352 |
4.352 |
4.352 |
4.339 |
S1 |
4.261 |
4.261 |
4.300 |
4.235 |
S2 |
4.208 |
4.208 |
4.287 |
|
S3 |
4.064 |
4.117 |
4.273 |
|
S4 |
3.920 |
3.973 |
4.234 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.819 |
4.721 |
4.387 |
|
R3 |
4.657 |
4.559 |
4.343 |
|
R2 |
4.495 |
4.495 |
4.328 |
|
R1 |
4.397 |
4.397 |
4.313 |
4.365 |
PP |
4.333 |
4.333 |
4.333 |
4.318 |
S1 |
4.235 |
4.235 |
4.283 |
4.203 |
S2 |
4.171 |
4.171 |
4.268 |
|
S3 |
4.009 |
4.073 |
4.253 |
|
S4 |
3.847 |
3.911 |
4.209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.450 |
4.222 |
0.228 |
5.3% |
0.111 |
2.6% |
40% |
False |
False |
13,093 |
10 |
4.516 |
4.222 |
0.294 |
6.8% |
0.111 |
2.6% |
31% |
False |
False |
12,354 |
20 |
4.516 |
4.222 |
0.294 |
6.8% |
0.106 |
2.5% |
31% |
False |
False |
9,591 |
40 |
4.878 |
4.222 |
0.656 |
15.2% |
0.097 |
2.3% |
14% |
False |
False |
7,831 |
60 |
4.912 |
4.222 |
0.690 |
16.0% |
0.098 |
2.3% |
13% |
False |
False |
6,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.056 |
2.618 |
4.821 |
1.618 |
4.677 |
1.000 |
4.588 |
0.618 |
4.533 |
HIGH |
4.444 |
0.618 |
4.389 |
0.500 |
4.372 |
0.382 |
4.355 |
LOW |
4.300 |
0.618 |
4.211 |
1.000 |
4.156 |
1.618 |
4.067 |
2.618 |
3.923 |
4.250 |
3.688 |
|
|
Fisher Pivots for day following 15-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.372 |
4.357 |
PP |
4.352 |
4.342 |
S1 |
4.333 |
4.328 |
|