NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.009 |
4.002 |
-0.007 |
-0.2% |
4.100 |
| High |
4.009 |
4.011 |
0.002 |
0.0% |
4.144 |
| Low |
3.928 |
3.933 |
0.005 |
0.1% |
3.980 |
| Close |
3.999 |
3.939 |
-0.060 |
-1.5% |
3.990 |
| Range |
0.081 |
0.078 |
-0.003 |
-3.7% |
0.164 |
| ATR |
0.087 |
0.087 |
-0.001 |
-0.8% |
0.000 |
| Volume |
16,814 |
23,202 |
6,388 |
38.0% |
86,231 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.145 |
3.982 |
|
| R3 |
4.117 |
4.067 |
3.960 |
|
| R2 |
4.039 |
4.039 |
3.953 |
|
| R1 |
3.989 |
3.989 |
3.946 |
3.975 |
| PP |
3.961 |
3.961 |
3.961 |
3.954 |
| S1 |
3.911 |
3.911 |
3.932 |
3.897 |
| S2 |
3.883 |
3.883 |
3.925 |
|
| S3 |
3.805 |
3.833 |
3.918 |
|
| S4 |
3.727 |
3.755 |
3.896 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.424 |
4.080 |
|
| R3 |
4.366 |
4.260 |
4.035 |
|
| R2 |
4.202 |
4.202 |
4.020 |
|
| R1 |
4.096 |
4.096 |
4.005 |
4.067 |
| PP |
4.038 |
4.038 |
4.038 |
4.024 |
| S1 |
3.932 |
3.932 |
3.975 |
3.903 |
| S2 |
3.874 |
3.874 |
3.960 |
|
| S3 |
3.710 |
3.768 |
3.945 |
|
| S4 |
3.546 |
3.604 |
3.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.086 |
3.928 |
0.158 |
4.0% |
0.083 |
2.1% |
7% |
False |
False |
18,948 |
| 10 |
4.220 |
3.928 |
0.292 |
7.4% |
0.085 |
2.2% |
4% |
False |
False |
17,595 |
| 20 |
4.444 |
3.928 |
0.516 |
13.1% |
0.081 |
2.1% |
2% |
False |
False |
14,136 |
| 40 |
4.516 |
3.928 |
0.588 |
14.9% |
0.092 |
2.3% |
2% |
False |
False |
11,835 |
| 60 |
4.896 |
3.928 |
0.968 |
24.6% |
0.092 |
2.3% |
1% |
False |
False |
9,752 |
| 80 |
4.912 |
3.928 |
0.984 |
25.0% |
0.093 |
2.4% |
1% |
False |
False |
8,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.343 |
|
2.618 |
4.215 |
|
1.618 |
4.137 |
|
1.000 |
4.089 |
|
0.618 |
4.059 |
|
HIGH |
4.011 |
|
0.618 |
3.981 |
|
0.500 |
3.972 |
|
0.382 |
3.963 |
|
LOW |
3.933 |
|
0.618 |
3.885 |
|
1.000 |
3.855 |
|
1.618 |
3.807 |
|
2.618 |
3.729 |
|
4.250 |
3.602 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.972 |
3.981 |
| PP |
3.961 |
3.967 |
| S1 |
3.950 |
3.953 |
|