NYMEX Natural Gas Future May 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 |
4.182 |
4.210 |
0.028 |
0.7% |
4.280 |
High |
4.211 |
4.252 |
0.041 |
1.0% |
4.342 |
Low |
4.174 |
4.161 |
-0.013 |
-0.3% |
4.174 |
Close |
4.173 |
4.249 |
0.076 |
1.8% |
4.173 |
Range |
0.037 |
0.091 |
0.054 |
145.9% |
0.168 |
ATR |
0.082 |
0.083 |
0.001 |
0.8% |
0.000 |
Volume |
5,235 |
1,975 |
-3,260 |
-62.3% |
12,409 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.494 |
4.462 |
4.299 |
|
R3 |
4.403 |
4.371 |
4.274 |
|
R2 |
4.312 |
4.312 |
4.266 |
|
R1 |
4.280 |
4.280 |
4.257 |
4.296 |
PP |
4.221 |
4.221 |
4.221 |
4.229 |
S1 |
4.189 |
4.189 |
4.241 |
4.205 |
S2 |
4.130 |
4.130 |
4.232 |
|
S3 |
4.039 |
4.098 |
4.224 |
|
S4 |
3.948 |
4.007 |
4.199 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.734 |
4.621 |
4.265 |
|
R3 |
4.566 |
4.453 |
4.219 |
|
R2 |
4.398 |
4.398 |
4.204 |
|
R1 |
4.285 |
4.285 |
4.188 |
4.258 |
PP |
4.230 |
4.230 |
4.230 |
4.216 |
S1 |
4.117 |
4.117 |
4.158 |
4.090 |
S2 |
4.062 |
4.062 |
4.142 |
|
S3 |
3.894 |
3.949 |
4.127 |
|
S4 |
3.726 |
3.781 |
4.081 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.639 |
2.618 |
4.490 |
1.618 |
4.399 |
1.000 |
4.343 |
0.618 |
4.308 |
HIGH |
4.252 |
0.618 |
4.217 |
0.500 |
4.207 |
0.382 |
4.196 |
LOW |
4.161 |
0.618 |
4.105 |
1.000 |
4.070 |
1.618 |
4.014 |
2.618 |
3.923 |
4.250 |
3.774 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.235 |
4.237 |
PP |
4.221 |
4.225 |
S1 |
4.207 |
4.213 |
|