NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.154 |
4.159 |
0.005 |
0.1% |
4.148 |
| High |
4.220 |
4.169 |
-0.051 |
-1.2% |
4.281 |
| Low |
4.090 |
4.106 |
0.016 |
0.4% |
4.090 |
| Close |
4.147 |
4.110 |
-0.037 |
-0.9% |
4.110 |
| Range |
0.130 |
0.063 |
-0.067 |
-51.5% |
0.191 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.3% |
0.000 |
| Volume |
9,706 |
20,536 |
10,830 |
111.6% |
58,436 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.317 |
4.277 |
4.145 |
|
| R3 |
4.254 |
4.214 |
4.127 |
|
| R2 |
4.191 |
4.191 |
4.122 |
|
| R1 |
4.151 |
4.151 |
4.116 |
4.140 |
| PP |
4.128 |
4.128 |
4.128 |
4.123 |
| S1 |
4.088 |
4.088 |
4.104 |
4.077 |
| S2 |
4.065 |
4.065 |
4.098 |
|
| S3 |
4.002 |
4.025 |
4.093 |
|
| S4 |
3.939 |
3.962 |
4.075 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.733 |
4.613 |
4.215 |
|
| R3 |
4.542 |
4.422 |
4.163 |
|
| R2 |
4.351 |
4.351 |
4.145 |
|
| R1 |
4.231 |
4.231 |
4.128 |
4.196 |
| PP |
4.160 |
4.160 |
4.160 |
4.143 |
| S1 |
4.040 |
4.040 |
4.092 |
4.005 |
| S2 |
3.969 |
3.969 |
4.075 |
|
| S3 |
3.778 |
3.849 |
4.057 |
|
| S4 |
3.587 |
3.658 |
4.005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.281 |
4.090 |
0.191 |
4.6% |
0.088 |
2.1% |
10% |
False |
False |
11,687 |
| 10 |
4.333 |
4.090 |
0.243 |
5.9% |
0.076 |
1.9% |
8% |
False |
False |
11,042 |
| 20 |
4.455 |
4.090 |
0.365 |
8.9% |
0.091 |
2.2% |
5% |
False |
False |
11,847 |
| 40 |
4.558 |
4.090 |
0.468 |
11.4% |
0.093 |
2.3% |
4% |
False |
False |
9,689 |
| 60 |
4.912 |
4.090 |
0.822 |
20.0% |
0.092 |
2.2% |
2% |
False |
False |
7,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.437 |
|
2.618 |
4.334 |
|
1.618 |
4.271 |
|
1.000 |
4.232 |
|
0.618 |
4.208 |
|
HIGH |
4.169 |
|
0.618 |
4.145 |
|
0.500 |
4.138 |
|
0.382 |
4.130 |
|
LOW |
4.106 |
|
0.618 |
4.067 |
|
1.000 |
4.043 |
|
1.618 |
4.004 |
|
2.618 |
3.941 |
|
4.250 |
3.838 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.138 |
4.158 |
| PP |
4.128 |
4.142 |
| S1 |
4.119 |
4.126 |
|