NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.050 |
3.882 |
-0.168 |
-4.1% |
3.910 |
| High |
4.065 |
3.950 |
-0.115 |
-2.8% |
4.130 |
| Low |
3.850 |
3.851 |
0.001 |
0.0% |
3.780 |
| Close |
3.872 |
3.938 |
0.066 |
1.7% |
3.872 |
| Range |
0.215 |
0.099 |
-0.116 |
-54.0% |
0.350 |
| ATR |
0.133 |
0.131 |
-0.002 |
-1.8% |
0.000 |
| Volume |
121,319 |
99,543 |
-21,776 |
-17.9% |
585,388 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.173 |
3.992 |
|
| R3 |
4.111 |
4.074 |
3.965 |
|
| R2 |
4.012 |
4.012 |
3.956 |
|
| R1 |
3.975 |
3.975 |
3.947 |
3.994 |
| PP |
3.913 |
3.913 |
3.913 |
3.922 |
| S1 |
3.876 |
3.876 |
3.929 |
3.895 |
| S2 |
3.814 |
3.814 |
3.920 |
|
| S3 |
3.715 |
3.777 |
3.911 |
|
| S4 |
3.616 |
3.678 |
3.884 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.977 |
4.775 |
4.065 |
|
| R3 |
4.627 |
4.425 |
3.968 |
|
| R2 |
4.277 |
4.277 |
3.936 |
|
| R1 |
4.075 |
4.075 |
3.904 |
4.001 |
| PP |
3.927 |
3.927 |
3.927 |
3.891 |
| S1 |
3.725 |
3.725 |
3.840 |
3.651 |
| S2 |
3.577 |
3.577 |
3.808 |
|
| S3 |
3.227 |
3.375 |
3.776 |
|
| S4 |
2.877 |
3.025 |
3.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.130 |
3.780 |
0.350 |
8.9% |
0.162 |
4.1% |
45% |
False |
False |
116,507 |
| 10 |
4.130 |
3.780 |
0.350 |
8.9% |
0.140 |
3.6% |
45% |
False |
False |
103,562 |
| 20 |
4.159 |
3.780 |
0.379 |
9.6% |
0.128 |
3.3% |
42% |
False |
False |
85,949 |
| 40 |
4.600 |
3.780 |
0.820 |
20.8% |
0.123 |
3.1% |
19% |
False |
False |
63,040 |
| 60 |
4.880 |
3.780 |
1.100 |
27.9% |
0.125 |
3.2% |
14% |
False |
False |
51,891 |
| 80 |
5.010 |
3.780 |
1.230 |
31.2% |
0.130 |
3.3% |
13% |
False |
False |
46,160 |
| 100 |
5.010 |
3.780 |
1.230 |
31.2% |
0.129 |
3.3% |
13% |
False |
False |
41,540 |
| 120 |
5.010 |
3.780 |
1.230 |
31.2% |
0.128 |
3.2% |
13% |
False |
False |
38,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.371 |
|
2.618 |
4.209 |
|
1.618 |
4.110 |
|
1.000 |
4.049 |
|
0.618 |
4.011 |
|
HIGH |
3.950 |
|
0.618 |
3.912 |
|
0.500 |
3.901 |
|
0.382 |
3.889 |
|
LOW |
3.851 |
|
0.618 |
3.790 |
|
1.000 |
3.752 |
|
1.618 |
3.691 |
|
2.618 |
3.592 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.990 |
| PP |
3.913 |
3.973 |
| S1 |
3.901 |
3.955 |
|