NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.977 |
3.900 |
-0.077 |
-1.9% |
3.882 |
| High |
3.989 |
3.925 |
-0.064 |
-1.6% |
4.038 |
| Low |
3.885 |
3.826 |
-0.059 |
-1.5% |
3.851 |
| Close |
3.915 |
3.885 |
-0.030 |
-0.8% |
3.915 |
| Range |
0.104 |
0.099 |
-0.005 |
-4.8% |
0.187 |
| ATR |
0.128 |
0.126 |
-0.002 |
-1.6% |
0.000 |
| Volume |
112,067 |
95,179 |
-16,888 |
-15.1% |
483,902 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.129 |
3.939 |
|
| R3 |
4.077 |
4.030 |
3.912 |
|
| R2 |
3.978 |
3.978 |
3.903 |
|
| R1 |
3.931 |
3.931 |
3.894 |
3.905 |
| PP |
3.879 |
3.879 |
3.879 |
3.866 |
| S1 |
3.832 |
3.832 |
3.876 |
3.806 |
| S2 |
3.780 |
3.780 |
3.867 |
|
| S3 |
3.681 |
3.733 |
3.858 |
|
| S4 |
3.582 |
3.634 |
3.831 |
|
|
| 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 |
4.038 |
3.826 |
0.212 |
5.5% |
0.110 |
2.8% |
28% |
False |
True |
115,816 |
| 10 |
4.130 |
3.780 |
0.350 |
9.0% |
0.136 |
3.5% |
30% |
False |
False |
116,446 |
| 20 |
4.130 |
3.780 |
0.350 |
9.0% |
0.124 |
3.2% |
30% |
False |
False |
93,645 |
| 40 |
4.600 |
3.780 |
0.820 |
21.1% |
0.121 |
3.1% |
13% |
False |
False |
71,318 |
| 60 |
4.600 |
3.780 |
0.820 |
21.1% |
0.123 |
3.2% |
13% |
False |
False |
58,124 |
| 80 |
5.010 |
3.780 |
1.230 |
31.7% |
0.129 |
3.3% |
9% |
False |
False |
51,289 |
| 100 |
5.010 |
3.780 |
1.230 |
31.7% |
0.128 |
3.3% |
9% |
False |
False |
45,501 |
| 120 |
5.010 |
3.780 |
1.230 |
31.7% |
0.128 |
3.3% |
9% |
False |
False |
41,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.346 |
|
2.618 |
4.184 |
|
1.618 |
4.085 |
|
1.000 |
4.024 |
|
0.618 |
3.986 |
|
HIGH |
3.925 |
|
0.618 |
3.887 |
|
0.500 |
3.876 |
|
0.382 |
3.864 |
|
LOW |
3.826 |
|
0.618 |
3.765 |
|
1.000 |
3.727 |
|
1.618 |
3.666 |
|
2.618 |
3.567 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.882 |
3.928 |
| PP |
3.879 |
3.913 |
| S1 |
3.876 |
3.899 |
|