NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.643 |
3.607 |
-0.036 |
-1.0% |
3.765 |
| High |
3.699 |
3.657 |
-0.042 |
-1.1% |
3.926 |
| Low |
3.591 |
3.591 |
0.000 |
0.0% |
3.663 |
| Close |
3.617 |
3.638 |
0.021 |
0.6% |
3.666 |
| Range |
0.108 |
0.066 |
-0.042 |
-38.9% |
0.263 |
| ATR |
0.114 |
0.111 |
-0.003 |
-3.0% |
0.000 |
| Volume |
105,642 |
88,024 |
-17,618 |
-16.7% |
536,262 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.798 |
3.674 |
|
| R3 |
3.761 |
3.732 |
3.656 |
|
| R2 |
3.695 |
3.695 |
3.650 |
|
| R1 |
3.666 |
3.666 |
3.644 |
3.681 |
| PP |
3.629 |
3.629 |
3.629 |
3.636 |
| S1 |
3.600 |
3.600 |
3.632 |
3.615 |
| S2 |
3.563 |
3.563 |
3.626 |
|
| S3 |
3.497 |
3.534 |
3.620 |
|
| S4 |
3.431 |
3.468 |
3.602 |
|
|
| 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 |
3.881 |
3.591 |
0.290 |
8.0% |
0.111 |
3.1% |
16% |
False |
True |
107,449 |
| 10 |
3.926 |
3.591 |
0.335 |
9.2% |
0.103 |
2.8% |
14% |
False |
True |
96,959 |
| 20 |
4.175 |
3.591 |
0.584 |
16.1% |
0.108 |
3.0% |
8% |
False |
True |
77,331 |
| 40 |
4.306 |
3.591 |
0.715 |
19.7% |
0.115 |
3.2% |
7% |
False |
True |
60,663 |
| 60 |
4.697 |
3.591 |
1.106 |
30.4% |
0.114 |
3.1% |
4% |
False |
True |
50,320 |
| 80 |
4.993 |
3.591 |
1.402 |
38.5% |
0.115 |
3.2% |
3% |
False |
True |
41,890 |
| 100 |
5.106 |
3.591 |
1.515 |
41.6% |
0.115 |
3.2% |
3% |
False |
True |
36,260 |
| 120 |
5.106 |
3.591 |
1.515 |
41.6% |
0.115 |
3.2% |
3% |
False |
True |
32,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.938 |
|
2.618 |
3.830 |
|
1.618 |
3.764 |
|
1.000 |
3.723 |
|
0.618 |
3.698 |
|
HIGH |
3.657 |
|
0.618 |
3.632 |
|
0.500 |
3.624 |
|
0.382 |
3.616 |
|
LOW |
3.591 |
|
0.618 |
3.550 |
|
1.000 |
3.525 |
|
1.618 |
3.484 |
|
2.618 |
3.418 |
|
4.250 |
3.311 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.633 |
3.692 |
| PP |
3.629 |
3.674 |
| S1 |
3.624 |
3.656 |
|