NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 09-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.051 |
4.071 |
0.020 |
0.5% |
3.989 |
High |
4.118 |
4.073 |
-0.045 |
-1.1% |
4.137 |
Low |
4.020 |
3.977 |
-0.043 |
-1.1% |
3.959 |
Close |
4.068 |
3.998 |
-0.070 |
-1.7% |
3.998 |
Range |
0.098 |
0.096 |
-0.002 |
-2.0% |
0.178 |
ATR |
0.123 |
0.121 |
-0.002 |
-1.6% |
0.000 |
Volume |
52,074 |
39,103 |
-12,971 |
-24.9% |
179,467 |
|
Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.304 |
4.247 |
4.051 |
|
R3 |
4.208 |
4.151 |
4.024 |
|
R2 |
4.112 |
4.112 |
4.016 |
|
R1 |
4.055 |
4.055 |
4.007 |
4.036 |
PP |
4.016 |
4.016 |
4.016 |
4.006 |
S1 |
3.959 |
3.959 |
3.989 |
3.940 |
S2 |
3.920 |
3.920 |
3.980 |
|
S3 |
3.824 |
3.863 |
3.972 |
|
S4 |
3.728 |
3.767 |
3.945 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.565 |
4.460 |
4.096 |
|
R3 |
4.387 |
4.282 |
4.047 |
|
R2 |
4.209 |
4.209 |
4.031 |
|
R1 |
4.104 |
4.104 |
4.014 |
4.157 |
PP |
4.031 |
4.031 |
4.031 |
4.058 |
S1 |
3.926 |
3.926 |
3.982 |
3.979 |
S2 |
3.853 |
3.853 |
3.965 |
|
S3 |
3.675 |
3.748 |
3.949 |
|
S4 |
3.497 |
3.570 |
3.900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.166 |
3.959 |
0.207 |
5.2% |
0.125 |
3.1% |
19% |
False |
False |
42,541 |
10 |
4.243 |
3.903 |
0.340 |
8.5% |
0.130 |
3.2% |
28% |
False |
False |
40,418 |
20 |
4.306 |
3.903 |
0.403 |
10.1% |
0.118 |
2.9% |
24% |
False |
False |
38,933 |
40 |
4.697 |
3.903 |
0.794 |
19.9% |
0.116 |
2.9% |
12% |
False |
False |
38,560 |
60 |
4.801 |
3.903 |
0.898 |
22.5% |
0.116 |
2.9% |
11% |
False |
False |
31,573 |
80 |
5.106 |
3.903 |
1.203 |
30.1% |
0.116 |
2.9% |
8% |
False |
False |
27,405 |
100 |
5.106 |
3.903 |
1.203 |
30.1% |
0.115 |
2.9% |
8% |
False |
False |
24,109 |
120 |
5.106 |
3.903 |
1.203 |
30.1% |
0.114 |
2.9% |
8% |
False |
False |
21,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.481 |
2.618 |
4.324 |
1.618 |
4.228 |
1.000 |
4.169 |
0.618 |
4.132 |
HIGH |
4.073 |
0.618 |
4.036 |
0.500 |
4.025 |
0.382 |
4.014 |
LOW |
3.977 |
0.618 |
3.918 |
1.000 |
3.881 |
1.618 |
3.822 |
2.618 |
3.726 |
4.250 |
3.569 |
|
|
Fisher Pivots for day following 09-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.025 |
4.057 |
PP |
4.016 |
4.037 |
S1 |
4.007 |
4.018 |
|