NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.042 |
3.882 |
-0.160 |
-4.0% |
3.900 |
| High |
4.080 |
3.895 |
-0.185 |
-4.5% |
4.099 |
| Low |
3.875 |
3.791 |
-0.084 |
-2.2% |
3.791 |
| Close |
3.878 |
3.830 |
-0.048 |
-1.2% |
3.830 |
| Range |
0.205 |
0.104 |
-0.101 |
-49.3% |
0.308 |
| ATR |
0.134 |
0.132 |
-0.002 |
-1.6% |
0.000 |
| Volume |
174,986 |
119,664 |
-55,322 |
-31.6% |
648,102 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.094 |
3.887 |
|
| R3 |
4.047 |
3.990 |
3.859 |
|
| R2 |
3.943 |
3.943 |
3.849 |
|
| R1 |
3.886 |
3.886 |
3.840 |
3.863 |
| PP |
3.839 |
3.839 |
3.839 |
3.827 |
| S1 |
3.782 |
3.782 |
3.820 |
3.759 |
| S2 |
3.735 |
3.735 |
3.811 |
|
| S3 |
3.631 |
3.678 |
3.801 |
|
| S4 |
3.527 |
3.574 |
3.773 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.831 |
4.638 |
3.999 |
|
| R3 |
4.523 |
4.330 |
3.915 |
|
| R2 |
4.215 |
4.215 |
3.886 |
|
| R1 |
4.022 |
4.022 |
3.858 |
3.965 |
| PP |
3.907 |
3.907 |
3.907 |
3.878 |
| S1 |
3.714 |
3.714 |
3.802 |
3.657 |
| S2 |
3.599 |
3.599 |
3.774 |
|
| S3 |
3.291 |
3.406 |
3.745 |
|
| S4 |
2.983 |
3.098 |
3.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.099 |
3.791 |
0.308 |
8.0% |
0.140 |
3.7% |
13% |
False |
True |
129,620 |
| 10 |
4.099 |
3.791 |
0.308 |
8.0% |
0.137 |
3.6% |
13% |
False |
True |
125,332 |
| 20 |
4.130 |
3.780 |
0.350 |
9.1% |
0.130 |
3.4% |
14% |
False |
False |
109,320 |
| 40 |
4.454 |
3.780 |
0.674 |
17.6% |
0.122 |
3.2% |
7% |
False |
False |
80,933 |
| 60 |
4.600 |
3.780 |
0.820 |
21.4% |
0.125 |
3.3% |
6% |
False |
False |
65,727 |
| 80 |
5.010 |
3.780 |
1.230 |
32.1% |
0.130 |
3.4% |
4% |
False |
False |
57,386 |
| 100 |
5.010 |
3.780 |
1.230 |
32.1% |
0.130 |
3.4% |
4% |
False |
False |
50,238 |
| 120 |
5.010 |
3.780 |
1.230 |
32.1% |
0.128 |
3.3% |
4% |
False |
False |
45,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.337 |
|
2.618 |
4.167 |
|
1.618 |
4.063 |
|
1.000 |
3.999 |
|
0.618 |
3.959 |
|
HIGH |
3.895 |
|
0.618 |
3.855 |
|
0.500 |
3.843 |
|
0.382 |
3.831 |
|
LOW |
3.791 |
|
0.618 |
3.727 |
|
1.000 |
3.687 |
|
1.618 |
3.623 |
|
2.618 |
3.519 |
|
4.250 |
3.349 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.843 |
3.945 |
| PP |
3.839 |
3.907 |
| S1 |
3.834 |
3.868 |
|