NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.810 |
3.772 |
-0.038 |
-1.0% |
3.899 |
| High |
3.844 |
3.826 |
-0.018 |
-0.5% |
3.964 |
| Low |
3.745 |
3.760 |
0.015 |
0.4% |
3.745 |
| Close |
3.782 |
3.766 |
-0.016 |
-0.4% |
3.766 |
| Range |
0.099 |
0.066 |
-0.033 |
-33.3% |
0.219 |
| ATR |
0.115 |
0.112 |
-0.004 |
-3.0% |
0.000 |
| Volume |
95,358 |
62,746 |
-32,612 |
-34.2% |
355,417 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.940 |
3.802 |
|
| R3 |
3.916 |
3.874 |
3.784 |
|
| R2 |
3.850 |
3.850 |
3.778 |
|
| R1 |
3.808 |
3.808 |
3.772 |
3.796 |
| PP |
3.784 |
3.784 |
3.784 |
3.778 |
| S1 |
3.742 |
3.742 |
3.760 |
3.730 |
| S2 |
3.718 |
3.718 |
3.754 |
|
| S3 |
3.652 |
3.676 |
3.748 |
|
| S4 |
3.586 |
3.610 |
3.730 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.343 |
3.886 |
|
| R3 |
4.263 |
4.124 |
3.826 |
|
| R2 |
4.044 |
4.044 |
3.806 |
|
| R1 |
3.905 |
3.905 |
3.786 |
3.865 |
| PP |
3.825 |
3.825 |
3.825 |
3.805 |
| S1 |
3.686 |
3.686 |
3.746 |
3.646 |
| S2 |
3.606 |
3.606 |
3.726 |
|
| S3 |
3.387 |
3.467 |
3.706 |
|
| S4 |
3.168 |
3.248 |
3.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.964 |
3.745 |
0.219 |
5.8% |
0.087 |
2.3% |
10% |
False |
False |
71,083 |
| 10 |
4.175 |
3.745 |
0.430 |
11.4% |
0.106 |
2.8% |
5% |
False |
False |
67,731 |
| 20 |
4.243 |
3.745 |
0.498 |
13.2% |
0.118 |
3.1% |
4% |
False |
False |
54,074 |
| 40 |
4.354 |
3.745 |
0.609 |
16.2% |
0.114 |
3.0% |
3% |
False |
False |
50,239 |
| 60 |
4.697 |
3.745 |
0.952 |
25.3% |
0.116 |
3.1% |
2% |
False |
False |
41,037 |
| 80 |
5.106 |
3.745 |
1.361 |
36.1% |
0.115 |
3.1% |
2% |
False |
False |
34,685 |
| 100 |
5.106 |
3.745 |
1.361 |
36.1% |
0.117 |
3.1% |
2% |
False |
False |
29,874 |
| 120 |
5.106 |
3.745 |
1.361 |
36.1% |
0.113 |
3.0% |
2% |
False |
False |
26,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.107 |
|
2.618 |
3.999 |
|
1.618 |
3.933 |
|
1.000 |
3.892 |
|
0.618 |
3.867 |
|
HIGH |
3.826 |
|
0.618 |
3.801 |
|
0.500 |
3.793 |
|
0.382 |
3.785 |
|
LOW |
3.760 |
|
0.618 |
3.719 |
|
1.000 |
3.694 |
|
1.618 |
3.653 |
|
2.618 |
3.587 |
|
4.250 |
3.480 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.793 |
3.816 |
| PP |
3.784 |
3.799 |
| S1 |
3.775 |
3.783 |
|