NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.786 |
3.805 |
0.019 |
0.5% |
3.776 |
| High |
3.853 |
3.826 |
-0.027 |
-0.7% |
3.859 |
| Low |
3.773 |
3.741 |
-0.032 |
-0.8% |
3.662 |
| Close |
3.827 |
3.750 |
-0.077 |
-2.0% |
3.701 |
| Range |
0.080 |
0.085 |
0.005 |
6.3% |
0.197 |
| ATR |
0.115 |
0.113 |
-0.002 |
-1.8% |
0.000 |
| Volume |
57,866 |
12,246 |
-45,620 |
-78.8% |
438,218 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.974 |
3.797 |
|
| R3 |
3.942 |
3.889 |
3.773 |
|
| R2 |
3.857 |
3.857 |
3.766 |
|
| R1 |
3.804 |
3.804 |
3.758 |
3.788 |
| PP |
3.772 |
3.772 |
3.772 |
3.765 |
| S1 |
3.719 |
3.719 |
3.742 |
3.703 |
| S2 |
3.687 |
3.687 |
3.734 |
|
| S3 |
3.602 |
3.634 |
3.727 |
|
| S4 |
3.517 |
3.549 |
3.703 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.332 |
4.213 |
3.809 |
|
| R3 |
4.135 |
4.016 |
3.755 |
|
| R2 |
3.938 |
3.938 |
3.737 |
|
| R1 |
3.819 |
3.819 |
3.719 |
3.780 |
| PP |
3.741 |
3.741 |
3.741 |
3.721 |
| S1 |
3.622 |
3.622 |
3.683 |
3.583 |
| S2 |
3.544 |
3.544 |
3.665 |
|
| S3 |
3.347 |
3.425 |
3.647 |
|
| S4 |
3.150 |
3.228 |
3.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.853 |
3.662 |
0.191 |
5.1% |
0.090 |
2.4% |
46% |
False |
False |
61,232 |
| 10 |
4.080 |
3.662 |
0.418 |
11.1% |
0.103 |
2.7% |
21% |
False |
False |
86,599 |
| 20 |
4.130 |
3.662 |
0.468 |
12.5% |
0.122 |
3.3% |
19% |
False |
False |
105,250 |
| 40 |
4.182 |
3.662 |
0.520 |
13.9% |
0.121 |
3.2% |
17% |
False |
False |
89,174 |
| 60 |
4.600 |
3.662 |
0.938 |
25.0% |
0.121 |
3.2% |
9% |
False |
False |
72,066 |
| 80 |
5.010 |
3.662 |
1.348 |
35.9% |
0.126 |
3.3% |
7% |
False |
False |
61,172 |
| 100 |
5.010 |
3.662 |
1.348 |
35.9% |
0.126 |
3.4% |
7% |
False |
False |
54,002 |
| 120 |
5.010 |
3.662 |
1.348 |
35.9% |
0.125 |
3.3% |
7% |
False |
False |
48,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.187 |
|
2.618 |
4.049 |
|
1.618 |
3.964 |
|
1.000 |
3.911 |
|
0.618 |
3.879 |
|
HIGH |
3.826 |
|
0.618 |
3.794 |
|
0.500 |
3.784 |
|
0.382 |
3.773 |
|
LOW |
3.741 |
|
0.618 |
3.688 |
|
1.000 |
3.656 |
|
1.618 |
3.603 |
|
2.618 |
3.518 |
|
4.250 |
3.380 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.784 |
3.767 |
| PP |
3.772 |
3.761 |
| S1 |
3.761 |
3.756 |
|