NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.942 |
3.977 |
0.035 |
0.9% |
3.882 |
| High |
4.029 |
3.989 |
-0.040 |
-1.0% |
4.038 |
| Low |
3.920 |
3.885 |
-0.035 |
-0.9% |
3.851 |
| Close |
3.980 |
3.915 |
-0.065 |
-1.6% |
3.915 |
| Range |
0.109 |
0.104 |
-0.005 |
-4.6% |
0.187 |
| ATR |
0.130 |
0.128 |
-0.002 |
-1.4% |
0.000 |
| Volume |
129,655 |
112,067 |
-17,588 |
-13.6% |
483,902 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.242 |
4.182 |
3.972 |
|
| R3 |
4.138 |
4.078 |
3.944 |
|
| R2 |
4.034 |
4.034 |
3.934 |
|
| R1 |
3.974 |
3.974 |
3.925 |
3.952 |
| PP |
3.930 |
3.930 |
3.930 |
3.919 |
| S1 |
3.870 |
3.870 |
3.905 |
3.848 |
| S2 |
3.826 |
3.826 |
3.896 |
|
| S3 |
3.722 |
3.766 |
3.886 |
|
| S4 |
3.618 |
3.662 |
3.858 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.496 |
4.392 |
4.018 |
|
| R3 |
4.309 |
4.205 |
3.966 |
|
| R2 |
4.122 |
4.122 |
3.949 |
|
| R1 |
4.018 |
4.018 |
3.932 |
4.070 |
| PP |
3.935 |
3.935 |
3.935 |
3.961 |
| S1 |
3.831 |
3.831 |
3.898 |
3.883 |
| S2 |
3.748 |
3.748 |
3.881 |
|
| S3 |
3.561 |
3.644 |
3.864 |
|
| S4 |
3.374 |
3.457 |
3.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.065 |
3.850 |
0.215 |
5.5% |
0.133 |
3.4% |
30% |
False |
False |
121,044 |
| 10 |
4.130 |
3.780 |
0.350 |
8.9% |
0.134 |
3.4% |
39% |
False |
False |
116,555 |
| 20 |
4.157 |
3.780 |
0.377 |
9.6% |
0.123 |
3.2% |
36% |
False |
False |
92,533 |
| 40 |
4.600 |
3.780 |
0.820 |
20.9% |
0.122 |
3.1% |
16% |
False |
False |
70,013 |
| 60 |
4.687 |
3.780 |
0.907 |
23.2% |
0.125 |
3.2% |
15% |
False |
False |
56,936 |
| 80 |
5.010 |
3.780 |
1.230 |
31.4% |
0.129 |
3.3% |
11% |
False |
False |
50,334 |
| 100 |
5.010 |
3.780 |
1.230 |
31.4% |
0.128 |
3.3% |
11% |
False |
False |
44,691 |
| 120 |
5.010 |
3.780 |
1.230 |
31.4% |
0.127 |
3.3% |
11% |
False |
False |
40,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.431 |
|
2.618 |
4.261 |
|
1.618 |
4.157 |
|
1.000 |
4.093 |
|
0.618 |
4.053 |
|
HIGH |
3.989 |
|
0.618 |
3.949 |
|
0.500 |
3.937 |
|
0.382 |
3.925 |
|
LOW |
3.885 |
|
0.618 |
3.821 |
|
1.000 |
3.781 |
|
1.618 |
3.717 |
|
2.618 |
3.613 |
|
4.250 |
3.443 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
3.962 |
| PP |
3.930 |
3.946 |
| S1 |
3.922 |
3.931 |
|