NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.781 |
3.722 |
-0.059 |
-1.6% |
3.900 |
| High |
3.799 |
3.760 |
-0.039 |
-1.0% |
4.099 |
| Low |
3.710 |
3.662 |
-0.048 |
-1.3% |
3.791 |
| Close |
3.740 |
3.713 |
-0.027 |
-0.7% |
3.830 |
| Range |
0.089 |
0.098 |
0.009 |
10.1% |
0.308 |
| ATR |
0.124 |
0.122 |
-0.002 |
-1.5% |
0.000 |
| Volume |
94,498 |
109,073 |
14,575 |
15.4% |
648,102 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.006 |
3.957 |
3.767 |
|
| R3 |
3.908 |
3.859 |
3.740 |
|
| R2 |
3.810 |
3.810 |
3.731 |
|
| R1 |
3.761 |
3.761 |
3.722 |
3.737 |
| PP |
3.712 |
3.712 |
3.712 |
3.699 |
| S1 |
3.663 |
3.663 |
3.704 |
3.639 |
| S2 |
3.614 |
3.614 |
3.695 |
|
| S3 |
3.516 |
3.565 |
3.686 |
|
| S4 |
3.418 |
3.467 |
3.659 |
|
|
| 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 |
3.895 |
3.662 |
0.233 |
6.3% |
0.095 |
2.6% |
22% |
False |
True |
98,783 |
| 10 |
4.099 |
3.662 |
0.437 |
11.8% |
0.118 |
3.2% |
12% |
False |
True |
113,442 |
| 20 |
4.130 |
3.662 |
0.468 |
12.6% |
0.127 |
3.4% |
11% |
False |
True |
113,069 |
| 40 |
4.349 |
3.662 |
0.687 |
18.5% |
0.122 |
3.3% |
7% |
False |
True |
87,425 |
| 60 |
4.600 |
3.662 |
0.938 |
25.3% |
0.124 |
3.3% |
5% |
False |
True |
70,639 |
| 80 |
5.010 |
3.662 |
1.348 |
36.3% |
0.127 |
3.4% |
4% |
False |
True |
61,034 |
| 100 |
5.010 |
3.662 |
1.348 |
36.3% |
0.129 |
3.5% |
4% |
False |
True |
53,114 |
| 120 |
5.010 |
3.662 |
1.348 |
36.3% |
0.126 |
3.4% |
4% |
False |
True |
47,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.177 |
|
2.618 |
4.017 |
|
1.618 |
3.919 |
|
1.000 |
3.858 |
|
0.618 |
3.821 |
|
HIGH |
3.760 |
|
0.618 |
3.723 |
|
0.500 |
3.711 |
|
0.382 |
3.699 |
|
LOW |
3.662 |
|
0.618 |
3.601 |
|
1.000 |
3.564 |
|
1.618 |
3.503 |
|
2.618 |
3.405 |
|
4.250 |
3.246 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.712 |
3.761 |
| PP |
3.712 |
3.745 |
| S1 |
3.711 |
3.729 |
|