NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.793 |
3.755 |
-0.038 |
-1.0% |
3.765 |
| High |
3.837 |
3.792 |
-0.045 |
-1.2% |
3.926 |
| Low |
3.685 |
3.663 |
-0.022 |
-0.6% |
3.663 |
| Close |
3.747 |
3.666 |
-0.081 |
-2.2% |
3.666 |
| Range |
0.152 |
0.129 |
-0.023 |
-15.1% |
0.263 |
| ATR |
0.113 |
0.115 |
0.001 |
1.0% |
0.000 |
| Volume |
151,380 |
100,400 |
-50,980 |
-33.7% |
536,262 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
4.009 |
3.737 |
|
| R3 |
3.965 |
3.880 |
3.701 |
|
| R2 |
3.836 |
3.836 |
3.690 |
|
| R1 |
3.751 |
3.751 |
3.678 |
3.729 |
| PP |
3.707 |
3.707 |
3.707 |
3.696 |
| S1 |
3.622 |
3.622 |
3.654 |
3.600 |
| S2 |
3.578 |
3.578 |
3.642 |
|
| S3 |
3.449 |
3.493 |
3.631 |
|
| S4 |
3.320 |
3.364 |
3.595 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.541 |
4.366 |
3.811 |
|
| R3 |
4.278 |
4.103 |
3.738 |
|
| R2 |
4.015 |
4.015 |
3.714 |
|
| R1 |
3.840 |
3.840 |
3.690 |
3.796 |
| PP |
3.752 |
3.752 |
3.752 |
3.730 |
| S1 |
3.577 |
3.577 |
3.642 |
3.533 |
| S2 |
3.489 |
3.489 |
3.618 |
|
| S3 |
3.226 |
3.314 |
3.594 |
|
| S4 |
2.963 |
3.051 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.926 |
3.663 |
0.263 |
7.2% |
0.120 |
3.3% |
1% |
False |
True |
107,252 |
| 10 |
3.964 |
3.663 |
0.301 |
8.2% |
0.104 |
2.8% |
1% |
False |
True |
89,167 |
| 20 |
4.175 |
3.663 |
0.512 |
14.0% |
0.114 |
3.1% |
1% |
False |
True |
71,314 |
| 40 |
4.306 |
3.663 |
0.643 |
17.5% |
0.116 |
3.2% |
0% |
False |
True |
59,768 |
| 60 |
4.697 |
3.663 |
1.034 |
28.2% |
0.115 |
3.1% |
0% |
False |
True |
48,236 |
| 80 |
5.106 |
3.663 |
1.443 |
39.4% |
0.117 |
3.2% |
0% |
False |
True |
40,054 |
| 100 |
5.106 |
3.663 |
1.443 |
39.4% |
0.116 |
3.2% |
0% |
False |
True |
34,580 |
| 120 |
5.106 |
3.663 |
1.443 |
39.4% |
0.114 |
3.1% |
0% |
False |
True |
30,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.130 |
|
1.618 |
4.001 |
|
1.000 |
3.921 |
|
0.618 |
3.872 |
|
HIGH |
3.792 |
|
0.618 |
3.743 |
|
0.500 |
3.728 |
|
0.382 |
3.712 |
|
LOW |
3.663 |
|
0.618 |
3.583 |
|
1.000 |
3.534 |
|
1.618 |
3.454 |
|
2.618 |
3.325 |
|
4.250 |
3.115 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.728 |
3.772 |
| PP |
3.707 |
3.737 |
| S1 |
3.687 |
3.701 |
|