NYMEX Natural Gas Future March 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 |
4.159 |
4.100 |
-0.059 |
-1.4% |
4.148 |
| High |
4.169 |
4.144 |
-0.025 |
-0.6% |
4.281 |
| Low |
4.106 |
4.058 |
-0.048 |
-1.2% |
4.090 |
| Close |
4.110 |
4.072 |
-0.038 |
-0.9% |
4.110 |
| Range |
0.063 |
0.086 |
0.023 |
36.5% |
0.191 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.3% |
0.000 |
| Volume |
20,536 |
18,087 |
-2,449 |
-11.9% |
58,436 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.297 |
4.119 |
|
| R3 |
4.263 |
4.211 |
4.096 |
|
| R2 |
4.177 |
4.177 |
4.088 |
|
| R1 |
4.125 |
4.125 |
4.080 |
4.108 |
| PP |
4.091 |
4.091 |
4.091 |
4.083 |
| S1 |
4.039 |
4.039 |
4.064 |
4.022 |
| S2 |
4.005 |
4.005 |
4.056 |
|
| S3 |
3.919 |
3.953 |
4.048 |
|
| S4 |
3.833 |
3.867 |
4.025 |
|
|
| 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 |
4.058 |
0.223 |
5.5% |
0.085 |
2.1% |
6% |
False |
True |
13,482 |
| 10 |
4.333 |
4.058 |
0.275 |
6.8% |
0.079 |
1.9% |
5% |
False |
True |
12,317 |
| 20 |
4.450 |
4.058 |
0.392 |
9.6% |
0.086 |
2.1% |
4% |
False |
True |
12,150 |
| 40 |
4.558 |
4.058 |
0.500 |
12.3% |
0.093 |
2.3% |
3% |
False |
True |
9,889 |
| 60 |
4.912 |
4.058 |
0.854 |
21.0% |
0.092 |
2.3% |
2% |
False |
True |
8,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.510 |
|
2.618 |
4.369 |
|
1.618 |
4.283 |
|
1.000 |
4.230 |
|
0.618 |
4.197 |
|
HIGH |
4.144 |
|
0.618 |
4.111 |
|
0.500 |
4.101 |
|
0.382 |
4.091 |
|
LOW |
4.058 |
|
0.618 |
4.005 |
|
1.000 |
3.972 |
|
1.618 |
3.919 |
|
2.618 |
3.833 |
|
4.250 |
3.693 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.101 |
4.139 |
| PP |
4.091 |
4.117 |
| S1 |
4.082 |
4.094 |
|