NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.878 |
3.810 |
-0.068 |
-1.8% |
3.979 |
| High |
3.886 |
3.844 |
-0.042 |
-1.1% |
4.175 |
| Low |
3.796 |
3.745 |
-0.051 |
-1.3% |
3.916 |
| Close |
3.820 |
3.782 |
-0.038 |
-1.0% |
3.922 |
| Range |
0.090 |
0.099 |
0.009 |
10.0% |
0.259 |
| ATR |
0.116 |
0.115 |
-0.001 |
-1.1% |
0.000 |
| Volume |
81,564 |
95,358 |
13,794 |
16.9% |
321,894 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.087 |
4.034 |
3.836 |
|
| R3 |
3.988 |
3.935 |
3.809 |
|
| R2 |
3.889 |
3.889 |
3.800 |
|
| R1 |
3.836 |
3.836 |
3.791 |
3.813 |
| PP |
3.790 |
3.790 |
3.790 |
3.779 |
| S1 |
3.737 |
3.737 |
3.773 |
3.714 |
| S2 |
3.691 |
3.691 |
3.764 |
|
| S3 |
3.592 |
3.638 |
3.755 |
|
| S4 |
3.493 |
3.539 |
3.728 |
|
|
| 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 |
3.994 |
3.745 |
0.249 |
6.6% |
0.089 |
2.4% |
15% |
False |
True |
74,145 |
| 10 |
4.175 |
3.745 |
0.430 |
11.4% |
0.109 |
2.9% |
9% |
False |
True |
65,366 |
| 20 |
4.243 |
3.745 |
0.498 |
13.2% |
0.120 |
3.2% |
7% |
False |
True |
52,321 |
| 40 |
4.460 |
3.745 |
0.715 |
18.9% |
0.115 |
3.1% |
5% |
False |
True |
49,203 |
| 60 |
4.697 |
3.745 |
0.952 |
25.2% |
0.117 |
3.1% |
4% |
False |
True |
40,180 |
| 80 |
5.106 |
3.745 |
1.361 |
36.0% |
0.115 |
3.1% |
3% |
False |
True |
34,161 |
| 100 |
5.106 |
3.745 |
1.361 |
36.0% |
0.117 |
3.1% |
3% |
False |
True |
29,368 |
| 120 |
5.106 |
3.745 |
1.361 |
36.0% |
0.113 |
3.0% |
3% |
False |
True |
25,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.103 |
|
1.618 |
4.004 |
|
1.000 |
3.943 |
|
0.618 |
3.905 |
|
HIGH |
3.844 |
|
0.618 |
3.806 |
|
0.500 |
3.795 |
|
0.382 |
3.783 |
|
LOW |
3.745 |
|
0.618 |
3.684 |
|
1.000 |
3.646 |
|
1.618 |
3.585 |
|
2.618 |
3.486 |
|
4.250 |
3.324 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.795 |
3.855 |
| PP |
3.790 |
3.830 |
| S1 |
3.786 |
3.806 |
|