NYMEX Natural Gas Future April 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 |
4.123 |
4.080 |
-0.043 |
-1.0% |
4.134 |
| High |
4.151 |
4.129 |
-0.022 |
-0.5% |
4.270 |
| Low |
4.093 |
4.045 |
-0.048 |
-1.2% |
4.071 |
| Close |
4.097 |
4.061 |
-0.036 |
-0.9% |
4.097 |
| Range |
0.058 |
0.084 |
0.026 |
44.8% |
0.199 |
| ATR |
0.087 |
0.086 |
0.000 |
-0.2% |
0.000 |
| Volume |
21,509 |
13,364 |
-8,145 |
-37.9% |
63,429 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.280 |
4.107 |
|
| R3 |
4.246 |
4.196 |
4.084 |
|
| R2 |
4.162 |
4.162 |
4.076 |
|
| R1 |
4.112 |
4.112 |
4.069 |
4.095 |
| PP |
4.078 |
4.078 |
4.078 |
4.070 |
| S1 |
4.028 |
4.028 |
4.053 |
4.011 |
| S2 |
3.994 |
3.994 |
4.046 |
|
| S3 |
3.910 |
3.944 |
4.038 |
|
| S4 |
3.826 |
3.860 |
4.015 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.743 |
4.619 |
4.206 |
|
| R3 |
4.544 |
4.420 |
4.152 |
|
| R2 |
4.345 |
4.345 |
4.133 |
|
| R1 |
4.221 |
4.221 |
4.115 |
4.184 |
| PP |
4.146 |
4.146 |
4.146 |
4.127 |
| S1 |
4.022 |
4.022 |
4.079 |
3.985 |
| S2 |
3.947 |
3.947 |
4.061 |
|
| S3 |
3.748 |
3.823 |
4.042 |
|
| S4 |
3.549 |
3.624 |
3.988 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.486 |
|
2.618 |
4.349 |
|
1.618 |
4.265 |
|
1.000 |
4.213 |
|
0.618 |
4.181 |
|
HIGH |
4.129 |
|
0.618 |
4.097 |
|
0.500 |
4.087 |
|
0.382 |
4.077 |
|
LOW |
4.045 |
|
0.618 |
3.993 |
|
1.000 |
3.961 |
|
1.618 |
3.909 |
|
2.618 |
3.825 |
|
4.250 |
3.688 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.087 |
4.126 |
| PP |
4.078 |
4.104 |
| S1 |
4.070 |
4.083 |
|