NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.765 |
3.850 |
0.085 |
2.3% |
3.899 |
| High |
3.862 |
3.926 |
0.064 |
1.7% |
3.964 |
| Low |
3.742 |
3.825 |
0.083 |
2.2% |
3.745 |
| Close |
3.845 |
3.874 |
0.029 |
0.8% |
3.766 |
| Range |
0.120 |
0.101 |
-0.019 |
-15.8% |
0.219 |
| ATR |
0.112 |
0.111 |
-0.001 |
-0.7% |
0.000 |
| Volume |
79,111 |
113,568 |
34,457 |
43.6% |
355,417 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.127 |
3.930 |
|
| R3 |
4.077 |
4.026 |
3.902 |
|
| R2 |
3.976 |
3.976 |
3.893 |
|
| R1 |
3.925 |
3.925 |
3.883 |
3.951 |
| PP |
3.875 |
3.875 |
3.875 |
3.888 |
| S1 |
3.824 |
3.824 |
3.865 |
3.850 |
| S2 |
3.774 |
3.774 |
3.855 |
|
| S3 |
3.673 |
3.723 |
3.846 |
|
| S4 |
3.572 |
3.622 |
3.818 |
|
|
| 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 |
3.926 |
3.742 |
0.184 |
4.7% |
0.095 |
2.5% |
72% |
True |
False |
86,469 |
| 10 |
4.175 |
3.742 |
0.433 |
11.2% |
0.105 |
2.7% |
30% |
False |
False |
77,080 |
| 20 |
4.243 |
3.742 |
0.501 |
12.9% |
0.120 |
3.1% |
26% |
False |
False |
59,781 |
| 40 |
4.340 |
3.742 |
0.598 |
15.4% |
0.116 |
3.0% |
22% |
False |
False |
53,725 |
| 60 |
4.697 |
3.742 |
0.955 |
24.7% |
0.116 |
3.0% |
14% |
False |
False |
43,728 |
| 80 |
5.106 |
3.742 |
1.364 |
35.2% |
0.115 |
3.0% |
10% |
False |
False |
36,464 |
| 100 |
5.106 |
3.742 |
1.364 |
35.2% |
0.115 |
3.0% |
10% |
False |
False |
31,603 |
| 120 |
5.106 |
3.742 |
1.364 |
35.2% |
0.114 |
2.9% |
10% |
False |
False |
27,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.355 |
|
2.618 |
4.190 |
|
1.618 |
4.089 |
|
1.000 |
4.027 |
|
0.618 |
3.988 |
|
HIGH |
3.926 |
|
0.618 |
3.887 |
|
0.500 |
3.876 |
|
0.382 |
3.864 |
|
LOW |
3.825 |
|
0.618 |
3.763 |
|
1.000 |
3.724 |
|
1.618 |
3.662 |
|
2.618 |
3.561 |
|
4.250 |
3.396 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.876 |
3.861 |
| PP |
3.875 |
3.847 |
| S1 |
3.875 |
3.834 |
|