NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.995 |
3.989 |
-0.006 |
-0.2% |
4.080 |
| High |
3.995 |
4.003 |
0.008 |
0.2% |
4.129 |
| Low |
3.920 |
3.924 |
0.004 |
0.1% |
3.967 |
| Close |
3.987 |
3.929 |
-0.058 |
-1.5% |
3.977 |
| Range |
0.075 |
0.079 |
0.004 |
5.3% |
0.162 |
| ATR |
0.085 |
0.084 |
0.000 |
-0.5% |
0.000 |
| Volume |
10,145 |
24,451 |
14,306 |
141.0% |
88,975 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.138 |
3.972 |
|
| R3 |
4.110 |
4.059 |
3.951 |
|
| R2 |
4.031 |
4.031 |
3.943 |
|
| R1 |
3.980 |
3.980 |
3.936 |
3.966 |
| PP |
3.952 |
3.952 |
3.952 |
3.945 |
| S1 |
3.901 |
3.901 |
3.922 |
3.887 |
| S2 |
3.873 |
3.873 |
3.915 |
|
| S3 |
3.794 |
3.822 |
3.907 |
|
| S4 |
3.715 |
3.743 |
3.886 |
|
|
| 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 |
4.075 |
3.920 |
0.155 |
3.9% |
0.083 |
2.1% |
6% |
False |
False |
19,677 |
| 10 |
4.206 |
3.920 |
0.286 |
7.3% |
0.084 |
2.1% |
3% |
False |
False |
17,591 |
| 20 |
4.405 |
3.920 |
0.485 |
12.3% |
0.078 |
2.0% |
2% |
False |
False |
15,009 |
| 40 |
4.500 |
3.920 |
0.580 |
14.8% |
0.089 |
2.3% |
2% |
False |
False |
12,945 |
| 60 |
4.801 |
3.920 |
0.881 |
22.4% |
0.088 |
2.2% |
1% |
False |
False |
11,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.339 |
|
2.618 |
4.210 |
|
1.618 |
4.131 |
|
1.000 |
4.082 |
|
0.618 |
4.052 |
|
HIGH |
4.003 |
|
0.618 |
3.973 |
|
0.500 |
3.964 |
|
0.382 |
3.954 |
|
LOW |
3.924 |
|
0.618 |
3.875 |
|
1.000 |
3.845 |
|
1.618 |
3.796 |
|
2.618 |
3.717 |
|
4.250 |
3.588 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.972 |
| PP |
3.952 |
3.958 |
| S1 |
3.941 |
3.943 |
|