NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.022 |
4.070 |
0.048 |
1.2% |
4.080 |
| High |
4.075 |
4.070 |
-0.005 |
-0.1% |
4.129 |
| Low |
3.990 |
3.967 |
-0.023 |
-0.6% |
3.967 |
| Close |
4.067 |
3.977 |
-0.090 |
-2.2% |
3.977 |
| Range |
0.085 |
0.103 |
0.018 |
21.2% |
0.162 |
| ATR |
0.085 |
0.086 |
0.001 |
1.5% |
0.000 |
| Volume |
21,179 |
24,039 |
2,860 |
13.5% |
88,975 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.314 |
4.248 |
4.034 |
|
| R3 |
4.211 |
4.145 |
4.005 |
|
| R2 |
4.108 |
4.108 |
3.996 |
|
| R1 |
4.042 |
4.042 |
3.986 |
4.024 |
| PP |
4.005 |
4.005 |
4.005 |
3.995 |
| S1 |
3.939 |
3.939 |
3.968 |
3.921 |
| S2 |
3.902 |
3.902 |
3.958 |
|
| S3 |
3.799 |
3.836 |
3.949 |
|
| S4 |
3.696 |
3.733 |
3.920 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.510 |
4.406 |
4.066 |
|
| R3 |
4.348 |
4.244 |
4.022 |
|
| R2 |
4.186 |
4.186 |
4.007 |
|
| R1 |
4.082 |
4.082 |
3.992 |
4.053 |
| PP |
4.024 |
4.024 |
4.024 |
4.010 |
| S1 |
3.920 |
3.920 |
3.962 |
3.891 |
| S2 |
3.862 |
3.862 |
3.947 |
|
| S3 |
3.700 |
3.758 |
3.932 |
|
| S4 |
3.538 |
3.596 |
3.888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.129 |
3.967 |
0.162 |
4.1% |
0.084 |
2.1% |
6% |
False |
True |
17,795 |
| 10 |
4.270 |
3.967 |
0.303 |
7.6% |
0.085 |
2.1% |
3% |
False |
True |
15,240 |
| 20 |
4.414 |
3.967 |
0.447 |
11.2% |
0.083 |
2.1% |
2% |
False |
True |
14,139 |
| 40 |
4.507 |
3.967 |
0.540 |
13.6% |
0.089 |
2.2% |
2% |
False |
True |
12,407 |
| 60 |
4.817 |
3.967 |
0.850 |
21.4% |
0.088 |
2.2% |
1% |
False |
True |
10,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.340 |
|
1.618 |
4.237 |
|
1.000 |
4.173 |
|
0.618 |
4.134 |
|
HIGH |
4.070 |
|
0.618 |
4.031 |
|
0.500 |
4.019 |
|
0.382 |
4.006 |
|
LOW |
3.967 |
|
0.618 |
3.903 |
|
1.000 |
3.864 |
|
1.618 |
3.800 |
|
2.618 |
3.697 |
|
4.250 |
3.529 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.019 |
4.042 |
| PP |
4.005 |
4.020 |
| S1 |
3.991 |
3.999 |
|