NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.925 |
3.942 |
0.017 |
0.4% |
3.910 |
| High |
4.038 |
4.029 |
-0.009 |
-0.2% |
4.130 |
| Low |
3.900 |
3.920 |
0.020 |
0.5% |
3.780 |
| Close |
3.940 |
3.980 |
0.040 |
1.0% |
3.872 |
| Range |
0.138 |
0.109 |
-0.029 |
-21.0% |
0.350 |
| ATR |
0.131 |
0.130 |
-0.002 |
-1.2% |
0.000 |
| Volume |
142,637 |
129,655 |
-12,982 |
-9.1% |
585,388 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.303 |
4.251 |
4.040 |
|
| R3 |
4.194 |
4.142 |
4.010 |
|
| R2 |
4.085 |
4.085 |
4.000 |
|
| R1 |
4.033 |
4.033 |
3.990 |
4.059 |
| PP |
3.976 |
3.976 |
3.976 |
3.990 |
| S1 |
3.924 |
3.924 |
3.970 |
3.950 |
| S2 |
3.867 |
3.867 |
3.960 |
|
| S3 |
3.758 |
3.815 |
3.950 |
|
| S4 |
3.649 |
3.706 |
3.920 |
|
|
| 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 |
7.0% |
0.144 |
3.6% |
46% |
False |
False |
128,632 |
| 10 |
4.130 |
3.780 |
0.350 |
8.8% |
0.136 |
3.4% |
57% |
False |
False |
112,697 |
| 20 |
4.159 |
3.780 |
0.379 |
9.5% |
0.128 |
3.2% |
53% |
False |
False |
90,802 |
| 40 |
4.600 |
3.780 |
0.820 |
20.6% |
0.124 |
3.1% |
24% |
False |
False |
68,110 |
| 60 |
4.692 |
3.780 |
0.912 |
22.9% |
0.124 |
3.1% |
22% |
False |
False |
55,395 |
| 80 |
5.010 |
3.780 |
1.230 |
30.9% |
0.130 |
3.3% |
16% |
False |
False |
49,129 |
| 100 |
5.010 |
3.780 |
1.230 |
30.9% |
0.129 |
3.2% |
16% |
False |
False |
43,715 |
| 120 |
5.010 |
3.780 |
1.230 |
30.9% |
0.127 |
3.2% |
16% |
False |
False |
40,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.492 |
|
2.618 |
4.314 |
|
1.618 |
4.205 |
|
1.000 |
4.138 |
|
0.618 |
4.096 |
|
HIGH |
4.029 |
|
0.618 |
3.987 |
|
0.500 |
3.975 |
|
0.382 |
3.962 |
|
LOW |
3.920 |
|
0.618 |
3.853 |
|
1.000 |
3.811 |
|
1.618 |
3.744 |
|
2.618 |
3.635 |
|
4.250 |
3.457 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
3.968 |
| PP |
3.976 |
3.956 |
| S1 |
3.975 |
3.945 |
|