NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
3.983 |
4.060 |
0.077 |
1.9% |
3.989 |
High |
4.093 |
4.175 |
0.082 |
2.0% |
4.137 |
Low |
3.948 |
4.031 |
0.083 |
2.1% |
3.959 |
Close |
4.054 |
4.117 |
0.063 |
1.6% |
3.998 |
Range |
0.145 |
0.144 |
-0.001 |
-0.7% |
0.178 |
ATR |
0.121 |
0.123 |
0.002 |
1.3% |
0.000 |
Volume |
52,277 |
54,139 |
1,862 |
3.6% |
179,467 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.540 |
4.472 |
4.196 |
|
R3 |
4.396 |
4.328 |
4.157 |
|
R2 |
4.252 |
4.252 |
4.143 |
|
R1 |
4.184 |
4.184 |
4.130 |
4.218 |
PP |
4.108 |
4.108 |
4.108 |
4.125 |
S1 |
4.040 |
4.040 |
4.104 |
4.074 |
S2 |
3.964 |
3.964 |
4.091 |
|
S3 |
3.820 |
3.896 |
4.077 |
|
S4 |
3.676 |
3.752 |
4.038 |
|
|
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 |
4.175 |
3.916 |
0.259 |
6.3% |
0.115 |
2.8% |
78% |
True |
False |
48,900 |
10 |
4.243 |
3.916 |
0.327 |
7.9% |
0.136 |
3.3% |
61% |
False |
False |
45,133 |
20 |
4.243 |
3.903 |
0.340 |
8.3% |
0.121 |
2.9% |
63% |
False |
False |
39,622 |
40 |
4.679 |
3.903 |
0.776 |
18.8% |
0.117 |
2.9% |
28% |
False |
False |
40,374 |
60 |
4.697 |
3.903 |
0.794 |
19.3% |
0.117 |
2.8% |
27% |
False |
False |
33,503 |
80 |
5.106 |
3.903 |
1.203 |
29.2% |
0.117 |
2.8% |
18% |
False |
False |
29,068 |
100 |
5.106 |
3.903 |
1.203 |
29.2% |
0.117 |
2.8% |
18% |
False |
False |
25,456 |
120 |
5.106 |
3.903 |
1.203 |
29.2% |
0.115 |
2.8% |
18% |
False |
False |
22,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.787 |
2.618 |
4.552 |
1.618 |
4.408 |
1.000 |
4.319 |
0.618 |
4.264 |
HIGH |
4.175 |
0.618 |
4.120 |
0.500 |
4.103 |
0.382 |
4.086 |
LOW |
4.031 |
0.618 |
3.942 |
1.000 |
3.887 |
1.618 |
3.798 |
2.618 |
3.654 |
4.250 |
3.419 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.112 |
4.093 |
PP |
4.108 |
4.069 |
S1 |
4.103 |
4.046 |
|