NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.899 |
3.935 |
0.036 |
0.9% |
3.979 |
| High |
3.948 |
3.964 |
0.016 |
0.4% |
4.175 |
| Low |
3.865 |
3.867 |
0.002 |
0.1% |
3.916 |
| Close |
3.932 |
3.885 |
-0.047 |
-1.2% |
3.922 |
| Range |
0.083 |
0.097 |
0.014 |
16.9% |
0.259 |
| ATR |
0.120 |
0.118 |
-0.002 |
-1.4% |
0.000 |
| Volume |
65,424 |
50,325 |
-15,099 |
-23.1% |
321,894 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.138 |
3.938 |
|
| R3 |
4.099 |
4.041 |
3.912 |
|
| R2 |
4.002 |
4.002 |
3.903 |
|
| R1 |
3.944 |
3.944 |
3.894 |
3.925 |
| PP |
3.905 |
3.905 |
3.905 |
3.896 |
| S1 |
3.847 |
3.847 |
3.876 |
3.828 |
| S2 |
3.808 |
3.808 |
3.867 |
|
| S3 |
3.711 |
3.750 |
3.858 |
|
| S4 |
3.614 |
3.653 |
3.832 |
|
|
| 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 |
8.0% |
0.114 |
2.9% |
6% |
False |
False |
67,691 |
| 10 |
4.175 |
3.865 |
0.310 |
8.0% |
0.114 |
2.9% |
6% |
False |
False |
57,704 |
| 20 |
4.243 |
3.865 |
0.378 |
9.7% |
0.124 |
3.2% |
5% |
False |
False |
47,191 |
| 40 |
4.495 |
3.865 |
0.630 |
16.2% |
0.114 |
2.9% |
3% |
False |
False |
45,711 |
| 60 |
4.697 |
3.865 |
0.832 |
21.4% |
0.117 |
3.0% |
2% |
False |
False |
37,520 |
| 80 |
5.106 |
3.865 |
1.241 |
31.9% |
0.117 |
3.0% |
2% |
False |
False |
32,258 |
| 100 |
5.106 |
3.865 |
1.241 |
31.9% |
0.117 |
3.0% |
2% |
False |
False |
28,036 |
| 120 |
5.106 |
3.865 |
1.241 |
31.9% |
0.114 |
2.9% |
2% |
False |
False |
24,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.376 |
|
2.618 |
4.218 |
|
1.618 |
4.121 |
|
1.000 |
4.061 |
|
0.618 |
4.024 |
|
HIGH |
3.964 |
|
0.618 |
3.927 |
|
0.500 |
3.916 |
|
0.382 |
3.904 |
|
LOW |
3.867 |
|
0.618 |
3.807 |
|
1.000 |
3.770 |
|
1.618 |
3.710 |
|
2.618 |
3.613 |
|
4.250 |
3.455 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.916 |
3.930 |
| PP |
3.905 |
3.915 |
| S1 |
3.895 |
3.900 |
|