NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
3.899 |
-0.091 |
-2.3% |
3.979 |
| High |
3.994 |
3.948 |
-0.046 |
-1.2% |
4.175 |
| Low |
3.917 |
3.865 |
-0.052 |
-1.3% |
3.916 |
| Close |
3.922 |
3.932 |
0.010 |
0.3% |
3.922 |
| Range |
0.077 |
0.083 |
0.006 |
7.8% |
0.259 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.3% |
0.000 |
| Volume |
78,054 |
65,424 |
-12,630 |
-16.2% |
321,894 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.164 |
4.131 |
3.978 |
|
| R3 |
4.081 |
4.048 |
3.955 |
|
| R2 |
3.998 |
3.998 |
3.947 |
|
| R1 |
3.965 |
3.965 |
3.940 |
3.982 |
| PP |
3.915 |
3.915 |
3.915 |
3.923 |
| S1 |
3.882 |
3.882 |
3.924 |
3.899 |
| S2 |
3.832 |
3.832 |
3.917 |
|
| S3 |
3.749 |
3.799 |
3.909 |
|
| S4 |
3.666 |
3.716 |
3.886 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.781 |
4.611 |
4.064 |
|
| R3 |
4.522 |
4.352 |
3.993 |
|
| R2 |
4.263 |
4.263 |
3.969 |
|
| R1 |
4.093 |
4.093 |
3.946 |
4.049 |
| PP |
4.004 |
4.004 |
4.004 |
3.982 |
| S1 |
3.834 |
3.834 |
3.898 |
3.790 |
| S2 |
3.745 |
3.745 |
3.875 |
|
| S3 |
3.486 |
3.575 |
3.851 |
|
| S4 |
3.227 |
3.316 |
3.780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.175 |
3.865 |
0.310 |
7.9% |
0.124 |
3.2% |
22% |
False |
True |
68,081 |
| 10 |
4.175 |
3.865 |
0.310 |
7.9% |
0.114 |
2.9% |
22% |
False |
True |
56,678 |
| 20 |
4.243 |
3.865 |
0.378 |
9.6% |
0.123 |
3.1% |
18% |
False |
True |
45,553 |
| 40 |
4.540 |
3.865 |
0.675 |
17.2% |
0.115 |
2.9% |
10% |
False |
True |
44,865 |
| 60 |
4.697 |
3.865 |
0.832 |
21.2% |
0.116 |
3.0% |
8% |
False |
True |
36,927 |
| 80 |
5.106 |
3.865 |
1.241 |
31.6% |
0.118 |
3.0% |
5% |
False |
True |
31,731 |
| 100 |
5.106 |
3.865 |
1.241 |
31.6% |
0.118 |
3.0% |
5% |
False |
True |
27,577 |
| 120 |
5.106 |
3.865 |
1.241 |
31.6% |
0.114 |
2.9% |
5% |
False |
True |
24,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.165 |
|
1.618 |
4.082 |
|
1.000 |
4.031 |
|
0.618 |
3.999 |
|
HIGH |
3.948 |
|
0.618 |
3.916 |
|
0.500 |
3.907 |
|
0.382 |
3.897 |
|
LOW |
3.865 |
|
0.618 |
3.814 |
|
1.000 |
3.782 |
|
1.618 |
3.731 |
|
2.618 |
3.648 |
|
4.250 |
3.512 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
4.008 |
| PP |
3.915 |
3.982 |
| S1 |
3.907 |
3.957 |
|