NYMEX Natural Gas Future June 2012
Trading Metrics calculated at close of trading on 31-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
3.976 |
4.098 |
0.122 |
3.1% |
3.972 |
High |
4.088 |
4.118 |
0.030 |
0.7% |
4.088 |
Low |
3.976 |
4.024 |
0.048 |
1.2% |
3.932 |
Close |
4.080 |
4.101 |
0.021 |
0.5% |
4.080 |
Range |
0.112 |
0.094 |
-0.018 |
-16.1% |
0.156 |
ATR |
0.085 |
0.086 |
0.001 |
0.7% |
0.000 |
Volume |
2,523 |
3,951 |
1,428 |
56.6% |
6,216 |
|
Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.363 |
4.326 |
4.153 |
|
R3 |
4.269 |
4.232 |
4.127 |
|
R2 |
4.175 |
4.175 |
4.118 |
|
R1 |
4.138 |
4.138 |
4.110 |
4.157 |
PP |
4.081 |
4.081 |
4.081 |
4.090 |
S1 |
4.044 |
4.044 |
4.092 |
4.063 |
S2 |
3.987 |
3.987 |
4.084 |
|
S3 |
3.893 |
3.950 |
4.075 |
|
S4 |
3.799 |
3.856 |
4.049 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.501 |
4.447 |
4.166 |
|
R3 |
4.345 |
4.291 |
4.123 |
|
R2 |
4.189 |
4.189 |
4.109 |
|
R1 |
4.135 |
4.135 |
4.094 |
4.162 |
PP |
4.033 |
4.033 |
4.033 |
4.047 |
S1 |
3.979 |
3.979 |
4.066 |
4.006 |
S2 |
3.877 |
3.877 |
4.051 |
|
S3 |
3.721 |
3.823 |
4.037 |
|
S4 |
3.565 |
3.667 |
3.994 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.364 |
1.618 |
4.270 |
1.000 |
4.212 |
0.618 |
4.176 |
HIGH |
4.118 |
0.618 |
4.082 |
0.500 |
4.071 |
0.382 |
4.060 |
LOW |
4.024 |
0.618 |
3.966 |
1.000 |
3.930 |
1.618 |
3.872 |
2.618 |
3.778 |
4.250 |
3.625 |
|
|
Fisher Pivots for day following 31-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
4.091 |
4.076 |
PP |
4.081 |
4.050 |
S1 |
4.071 |
4.025 |
|