NYMEX Natural Gas Future March 2012
Trading Metrics calculated at close of trading on 03-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
3.890 |
3.885 |
-0.005 |
-0.1% |
3.935 |
High |
3.914 |
3.954 |
0.040 |
1.0% |
4.027 |
Low |
3.857 |
3.856 |
-0.001 |
0.0% |
3.858 |
Close |
3.867 |
3.882 |
0.015 |
0.4% |
4.020 |
Range |
0.057 |
0.098 |
0.041 |
71.9% |
0.169 |
ATR |
0.099 |
0.099 |
0.000 |
0.0% |
0.000 |
Volume |
18,559 |
19,637 |
1,078 |
5.8% |
66,143 |
|
Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.191 |
4.135 |
3.936 |
|
R3 |
4.093 |
4.037 |
3.909 |
|
R2 |
3.995 |
3.995 |
3.900 |
|
R1 |
3.939 |
3.939 |
3.891 |
3.918 |
PP |
3.897 |
3.897 |
3.897 |
3.887 |
S1 |
3.841 |
3.841 |
3.873 |
3.820 |
S2 |
3.799 |
3.799 |
3.864 |
|
S3 |
3.701 |
3.743 |
3.855 |
|
S4 |
3.603 |
3.645 |
3.828 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.475 |
4.417 |
4.113 |
|
R3 |
4.306 |
4.248 |
4.066 |
|
R2 |
4.137 |
4.137 |
4.051 |
|
R1 |
4.079 |
4.079 |
4.035 |
4.108 |
PP |
3.968 |
3.968 |
3.968 |
3.983 |
S1 |
3.910 |
3.910 |
4.005 |
3.939 |
S2 |
3.799 |
3.799 |
3.989 |
|
S3 |
3.630 |
3.741 |
3.974 |
|
S4 |
3.461 |
3.572 |
3.927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.070 |
3.856 |
0.214 |
5.5% |
0.111 |
2.9% |
12% |
False |
True |
19,946 |
10 |
4.070 |
3.856 |
0.214 |
5.5% |
0.099 |
2.6% |
12% |
False |
True |
16,811 |
20 |
4.114 |
3.856 |
0.258 |
6.6% |
0.099 |
2.5% |
10% |
False |
True |
18,191 |
40 |
4.450 |
3.856 |
0.594 |
15.3% |
0.092 |
2.4% |
4% |
False |
True |
15,445 |
60 |
4.558 |
3.856 |
0.702 |
18.1% |
0.095 |
2.4% |
4% |
False |
True |
13,077 |
80 |
4.912 |
3.856 |
1.056 |
27.2% |
0.094 |
2.4% |
2% |
False |
True |
11,139 |
100 |
5.015 |
3.856 |
1.159 |
29.9% |
0.094 |
2.4% |
2% |
False |
True |
9,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.371 |
2.618 |
4.211 |
1.618 |
4.113 |
1.000 |
4.052 |
0.618 |
4.015 |
HIGH |
3.954 |
0.618 |
3.917 |
0.500 |
3.905 |
0.382 |
3.893 |
LOW |
3.856 |
0.618 |
3.795 |
1.000 |
3.758 |
1.618 |
3.697 |
2.618 |
3.599 |
4.250 |
3.440 |
|
|
Fisher Pivots for day following 03-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
3.905 |
3.953 |
PP |
3.897 |
3.929 |
S1 |
3.890 |
3.906 |
|