NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.163 |
4.134 |
-0.029 |
-0.7% |
4.257 |
| High |
4.182 |
4.221 |
0.039 |
0.9% |
4.315 |
| Low |
4.139 |
4.124 |
-0.015 |
-0.4% |
4.139 |
| Close |
4.139 |
4.215 |
0.076 |
1.8% |
4.139 |
| Range |
0.043 |
0.097 |
0.054 |
125.6% |
0.176 |
| ATR |
0.087 |
0.088 |
0.001 |
0.8% |
0.000 |
| Volume |
16,423 |
10,334 |
-6,089 |
-37.1% |
60,495 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.478 |
4.443 |
4.268 |
|
| R3 |
4.381 |
4.346 |
4.242 |
|
| R2 |
4.284 |
4.284 |
4.233 |
|
| R1 |
4.249 |
4.249 |
4.224 |
4.267 |
| PP |
4.187 |
4.187 |
4.187 |
4.195 |
| S1 |
4.152 |
4.152 |
4.206 |
4.170 |
| S2 |
4.090 |
4.090 |
4.197 |
|
| S3 |
3.993 |
4.055 |
4.188 |
|
| S4 |
3.896 |
3.958 |
4.162 |
|
|
| 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 |
4.633 |
|
2.618 |
4.475 |
|
1.618 |
4.378 |
|
1.000 |
4.318 |
|
0.618 |
4.281 |
|
HIGH |
4.221 |
|
0.618 |
4.184 |
|
0.500 |
4.173 |
|
0.382 |
4.161 |
|
LOW |
4.124 |
|
0.618 |
4.064 |
|
1.000 |
4.027 |
|
1.618 |
3.967 |
|
2.618 |
3.870 |
|
4.250 |
3.712 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.201 |
4.201 |
| PP |
4.187 |
4.187 |
| S1 |
4.173 |
4.173 |
|