NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.905 |
0.005 |
0.1% |
3.882 |
| High |
3.925 |
4.018 |
0.093 |
2.4% |
4.038 |
| Low |
3.826 |
3.870 |
0.044 |
1.2% |
3.851 |
| Close |
3.885 |
3.980 |
0.095 |
2.4% |
3.915 |
| Range |
0.099 |
0.148 |
0.049 |
49.5% |
0.187 |
| ATR |
0.126 |
0.127 |
0.002 |
1.3% |
0.000 |
| Volume |
95,179 |
129,896 |
34,717 |
36.5% |
483,902 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.400 |
4.338 |
4.061 |
|
| R3 |
4.252 |
4.190 |
4.021 |
|
| R2 |
4.104 |
4.104 |
4.007 |
|
| R1 |
4.042 |
4.042 |
3.994 |
4.073 |
| PP |
3.956 |
3.956 |
3.956 |
3.972 |
| S1 |
3.894 |
3.894 |
3.966 |
3.925 |
| S2 |
3.808 |
3.808 |
3.953 |
|
| S3 |
3.660 |
3.746 |
3.939 |
|
| S4 |
3.512 |
3.598 |
3.899 |
|
|
| 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 |
5.3% |
0.120 |
3.0% |
73% |
False |
False |
121,886 |
| 10 |
4.130 |
3.780 |
0.350 |
8.8% |
0.141 |
3.5% |
57% |
False |
False |
119,196 |
| 20 |
4.130 |
3.780 |
0.350 |
8.8% |
0.126 |
3.2% |
57% |
False |
False |
98,128 |
| 40 |
4.584 |
3.780 |
0.804 |
20.2% |
0.122 |
3.1% |
25% |
False |
False |
73,228 |
| 60 |
4.600 |
3.780 |
0.820 |
20.6% |
0.124 |
3.1% |
24% |
False |
False |
59,746 |
| 80 |
5.010 |
3.780 |
1.230 |
30.9% |
0.130 |
3.3% |
16% |
False |
False |
52,767 |
| 100 |
5.010 |
3.780 |
1.230 |
30.9% |
0.129 |
3.2% |
16% |
False |
False |
46,617 |
| 120 |
5.010 |
3.780 |
1.230 |
30.9% |
0.128 |
3.2% |
16% |
False |
False |
42,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.647 |
|
2.618 |
4.405 |
|
1.618 |
4.257 |
|
1.000 |
4.166 |
|
0.618 |
4.109 |
|
HIGH |
4.018 |
|
0.618 |
3.961 |
|
0.500 |
3.944 |
|
0.382 |
3.927 |
|
LOW |
3.870 |
|
0.618 |
3.779 |
|
1.000 |
3.722 |
|
1.618 |
3.631 |
|
2.618 |
3.483 |
|
4.250 |
3.241 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.968 |
3.961 |
| PP |
3.956 |
3.941 |
| S1 |
3.944 |
3.922 |
|