NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 12-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.254 |
4.151 |
-0.103 |
-2.4% |
4.213 |
High |
4.268 |
4.202 |
-0.066 |
-1.5% |
4.341 |
Low |
4.172 |
4.120 |
-0.052 |
-1.2% |
4.172 |
Close |
4.196 |
4.172 |
-0.024 |
-0.6% |
4.196 |
Range |
0.096 |
0.082 |
-0.014 |
-14.6% |
0.169 |
ATR |
0.114 |
0.112 |
-0.002 |
-2.0% |
0.000 |
Volume |
26,907 |
26,956 |
49 |
0.2% |
143,686 |
|
Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.411 |
4.373 |
4.217 |
|
R3 |
4.329 |
4.291 |
4.195 |
|
R2 |
4.247 |
4.247 |
4.187 |
|
R1 |
4.209 |
4.209 |
4.180 |
4.228 |
PP |
4.165 |
4.165 |
4.165 |
4.174 |
S1 |
4.127 |
4.127 |
4.164 |
4.146 |
S2 |
4.083 |
4.083 |
4.157 |
|
S3 |
4.001 |
4.045 |
4.149 |
|
S4 |
3.919 |
3.963 |
4.127 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.743 |
4.639 |
4.289 |
|
R3 |
4.574 |
4.470 |
4.242 |
|
R2 |
4.405 |
4.405 |
4.227 |
|
R1 |
4.301 |
4.301 |
4.211 |
4.269 |
PP |
4.236 |
4.236 |
4.236 |
4.220 |
S1 |
4.132 |
4.132 |
4.181 |
4.100 |
S2 |
4.067 |
4.067 |
4.165 |
|
S3 |
3.898 |
3.963 |
4.150 |
|
S4 |
3.729 |
3.794 |
4.103 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.341 |
4.120 |
0.221 |
5.3% |
0.095 |
2.3% |
24% |
False |
True |
34,128 |
10 |
4.450 |
4.120 |
0.330 |
7.9% |
0.123 |
2.9% |
16% |
False |
True |
29,514 |
20 |
4.450 |
4.120 |
0.330 |
7.9% |
0.111 |
2.7% |
16% |
False |
True |
24,988 |
40 |
4.871 |
4.120 |
0.751 |
18.0% |
0.107 |
2.6% |
7% |
False |
True |
21,342 |
60 |
4.871 |
4.120 |
0.751 |
18.0% |
0.109 |
2.6% |
7% |
False |
True |
17,467 |
80 |
5.283 |
4.120 |
1.163 |
27.9% |
0.113 |
2.7% |
4% |
False |
True |
15,352 |
100 |
5.283 |
4.120 |
1.163 |
27.9% |
0.111 |
2.7% |
4% |
False |
True |
13,613 |
120 |
5.283 |
4.120 |
1.163 |
27.9% |
0.110 |
2.6% |
4% |
False |
True |
12,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.551 |
2.618 |
4.417 |
1.618 |
4.335 |
1.000 |
4.284 |
0.618 |
4.253 |
HIGH |
4.202 |
0.618 |
4.171 |
0.500 |
4.161 |
0.382 |
4.151 |
LOW |
4.120 |
0.618 |
4.069 |
1.000 |
4.038 |
1.618 |
3.987 |
2.618 |
3.905 |
4.250 |
3.772 |
|
|
Fisher Pivots for day following 12-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.168 |
4.214 |
PP |
4.165 |
4.200 |
S1 |
4.161 |
4.186 |
|