NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.208 |
4.163 |
-0.045 |
-1.1% |
4.257 |
| High |
4.221 |
4.182 |
-0.039 |
-0.9% |
4.315 |
| Low |
4.155 |
4.139 |
-0.016 |
-0.4% |
4.139 |
| Close |
4.164 |
4.139 |
-0.025 |
-0.6% |
4.139 |
| Range |
0.066 |
0.043 |
-0.023 |
-34.8% |
0.176 |
| ATR |
0.090 |
0.087 |
-0.003 |
-3.7% |
0.000 |
| Volume |
16,146 |
16,423 |
277 |
1.7% |
60,495 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.282 |
4.254 |
4.163 |
|
| R3 |
4.239 |
4.211 |
4.151 |
|
| R2 |
4.196 |
4.196 |
4.147 |
|
| R1 |
4.168 |
4.168 |
4.143 |
4.161 |
| PP |
4.153 |
4.153 |
4.153 |
4.150 |
| S1 |
4.125 |
4.125 |
4.135 |
4.118 |
| S2 |
4.110 |
4.110 |
4.131 |
|
| S3 |
4.067 |
4.082 |
4.127 |
|
| S4 |
4.024 |
4.039 |
4.115 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.726 |
4.608 |
4.236 |
|
| R3 |
4.550 |
4.432 |
4.187 |
|
| R2 |
4.374 |
4.374 |
4.171 |
|
| R1 |
4.256 |
4.256 |
4.155 |
4.227 |
| PP |
4.198 |
4.198 |
4.198 |
4.183 |
| S1 |
4.080 |
4.080 |
4.123 |
4.051 |
| S2 |
4.022 |
4.022 |
4.107 |
|
| S3 |
3.846 |
3.904 |
4.091 |
|
| S4 |
3.670 |
3.728 |
4.042 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
4.295 |
|
1.618 |
4.252 |
|
1.000 |
4.225 |
|
0.618 |
4.209 |
|
HIGH |
4.182 |
|
0.618 |
4.166 |
|
0.500 |
4.161 |
|
0.382 |
4.155 |
|
LOW |
4.139 |
|
0.618 |
4.112 |
|
1.000 |
4.096 |
|
1.618 |
4.069 |
|
2.618 |
4.026 |
|
4.250 |
3.956 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.161 |
4.201 |
| PP |
4.153 |
4.180 |
| S1 |
4.146 |
4.160 |
|