NYMEX Natural Gas Future April 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.927 |
4.077 |
0.150 |
3.8% |
3.966 |
| High |
4.070 |
4.092 |
0.022 |
0.5% |
4.070 |
| Low |
3.913 |
3.961 |
0.048 |
1.2% |
3.878 |
| Close |
4.053 |
4.008 |
-0.045 |
-1.1% |
4.053 |
| Range |
0.157 |
0.131 |
-0.026 |
-16.6% |
0.192 |
| ATR |
0.089 |
0.092 |
0.003 |
3.4% |
0.000 |
| Volume |
16,195 |
29,537 |
13,342 |
82.4% |
85,600 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.413 |
4.342 |
4.080 |
|
| R3 |
4.282 |
4.211 |
4.044 |
|
| R2 |
4.151 |
4.151 |
4.032 |
|
| R1 |
4.080 |
4.080 |
4.020 |
4.050 |
| PP |
4.020 |
4.020 |
4.020 |
4.006 |
| S1 |
3.949 |
3.949 |
3.996 |
3.919 |
| S2 |
3.889 |
3.889 |
3.984 |
|
| S3 |
3.758 |
3.818 |
3.972 |
|
| S4 |
3.627 |
3.687 |
3.936 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.507 |
4.159 |
|
| R3 |
4.384 |
4.315 |
4.106 |
|
| R2 |
4.192 |
4.192 |
4.088 |
|
| R1 |
4.123 |
4.123 |
4.071 |
4.158 |
| PP |
4.000 |
4.000 |
4.000 |
4.018 |
| S1 |
3.931 |
3.931 |
4.035 |
3.966 |
| S2 |
3.808 |
3.808 |
4.018 |
|
| S3 |
3.616 |
3.739 |
4.000 |
|
| S4 |
3.424 |
3.547 |
3.947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.092 |
3.878 |
0.214 |
5.3% |
0.103 |
2.6% |
61% |
True |
False |
19,312 |
| 10 |
4.117 |
3.878 |
0.239 |
6.0% |
0.093 |
2.3% |
54% |
False |
False |
19,074 |
| 20 |
4.315 |
3.878 |
0.437 |
10.9% |
0.084 |
2.1% |
30% |
False |
False |
15,962 |
| 40 |
4.500 |
3.878 |
0.622 |
15.5% |
0.092 |
2.3% |
21% |
False |
False |
13,766 |
| 60 |
4.683 |
3.878 |
0.805 |
20.1% |
0.089 |
2.2% |
16% |
False |
False |
12,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.649 |
|
2.618 |
4.435 |
|
1.618 |
4.304 |
|
1.000 |
4.223 |
|
0.618 |
4.173 |
|
HIGH |
4.092 |
|
0.618 |
4.042 |
|
0.500 |
4.027 |
|
0.382 |
4.011 |
|
LOW |
3.961 |
|
0.618 |
3.880 |
|
1.000 |
3.830 |
|
1.618 |
3.749 |
|
2.618 |
3.618 |
|
4.250 |
3.404 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.027 |
4.000 |
| PP |
4.020 |
3.993 |
| S1 |
4.014 |
3.985 |
|