NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 07-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
3.882 |
3.925 |
0.043 |
1.1% |
3.910 |
High |
3.950 |
4.038 |
0.088 |
2.2% |
4.130 |
Low |
3.851 |
3.900 |
0.049 |
1.3% |
3.780 |
Close |
3.938 |
3.940 |
0.002 |
0.1% |
3.872 |
Range |
0.099 |
0.138 |
0.039 |
39.4% |
0.350 |
ATR |
0.131 |
0.131 |
0.001 |
0.4% |
0.000 |
Volume |
99,543 |
142,637 |
43,094 |
43.3% |
585,388 |
|
Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.373 |
4.295 |
4.016 |
|
R3 |
4.235 |
4.157 |
3.978 |
|
R2 |
4.097 |
4.097 |
3.965 |
|
R1 |
4.019 |
4.019 |
3.953 |
4.058 |
PP |
3.959 |
3.959 |
3.959 |
3.979 |
S1 |
3.881 |
3.881 |
3.927 |
3.920 |
S2 |
3.821 |
3.821 |
3.915 |
|
S3 |
3.683 |
3.743 |
3.902 |
|
S4 |
3.545 |
3.605 |
3.864 |
|
|
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 |
3.850 |
0.280 |
7.1% |
0.162 |
4.1% |
32% |
False |
False |
128,769 |
10 |
4.130 |
3.780 |
0.350 |
8.9% |
0.137 |
3.5% |
46% |
False |
False |
110,713 |
20 |
4.159 |
3.780 |
0.379 |
9.6% |
0.128 |
3.2% |
42% |
False |
False |
88,733 |
40 |
4.600 |
3.780 |
0.820 |
20.8% |
0.123 |
3.1% |
20% |
False |
False |
65,588 |
60 |
4.740 |
3.780 |
0.960 |
24.4% |
0.124 |
3.1% |
17% |
False |
False |
53,822 |
80 |
5.010 |
3.780 |
1.230 |
31.2% |
0.130 |
3.3% |
13% |
False |
False |
47,675 |
100 |
5.010 |
3.780 |
1.230 |
31.2% |
0.128 |
3.3% |
13% |
False |
False |
42,724 |
120 |
5.010 |
3.780 |
1.230 |
31.2% |
0.127 |
3.2% |
13% |
False |
False |
39,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.625 |
2.618 |
4.399 |
1.618 |
4.261 |
1.000 |
4.176 |
0.618 |
4.123 |
HIGH |
4.038 |
0.618 |
3.985 |
0.500 |
3.969 |
0.382 |
3.953 |
LOW |
3.900 |
0.618 |
3.815 |
1.000 |
3.762 |
1.618 |
3.677 |
2.618 |
3.539 |
4.250 |
3.314 |
|
|
Fisher Pivots for day following 07-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
3.969 |
3.958 |
PP |
3.959 |
3.952 |
S1 |
3.950 |
3.946 |
|