NYMEX Natural Gas Future December 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 |
4.091 |
4.045 |
-0.046 |
-1.1% |
4.134 |
High |
4.120 |
4.075 |
-0.045 |
-1.1% |
4.205 |
Low |
4.023 |
4.016 |
-0.007 |
-0.2% |
4.016 |
Close |
4.045 |
4.021 |
-0.024 |
-0.6% |
4.021 |
Range |
0.097 |
0.059 |
-0.038 |
-39.2% |
0.189 |
ATR |
0.105 |
0.102 |
-0.003 |
-3.1% |
0.000 |
Volume |
54,240 |
33,409 |
-20,831 |
-38.4% |
183,902 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.214 |
4.177 |
4.053 |
|
R3 |
4.155 |
4.118 |
4.037 |
|
R2 |
4.096 |
4.096 |
4.032 |
|
R1 |
4.059 |
4.059 |
4.026 |
4.048 |
PP |
4.037 |
4.037 |
4.037 |
4.032 |
S1 |
4.000 |
4.000 |
4.016 |
3.989 |
S2 |
3.978 |
3.978 |
4.010 |
|
S3 |
3.919 |
3.941 |
4.005 |
|
S4 |
3.860 |
3.882 |
3.989 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.648 |
4.523 |
4.125 |
|
R3 |
4.459 |
4.334 |
4.073 |
|
R2 |
4.270 |
4.270 |
4.056 |
|
R1 |
4.145 |
4.145 |
4.038 |
4.113 |
PP |
4.081 |
4.081 |
4.081 |
4.065 |
S1 |
3.956 |
3.956 |
4.004 |
3.924 |
S2 |
3.892 |
3.892 |
3.986 |
|
S3 |
3.703 |
3.767 |
3.969 |
|
S4 |
3.514 |
3.578 |
3.917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.205 |
4.016 |
0.189 |
4.7% |
0.073 |
1.8% |
3% |
False |
True |
36,780 |
10 |
4.370 |
4.016 |
0.354 |
8.8% |
0.095 |
2.4% |
1% |
False |
True |
33,746 |
20 |
4.450 |
4.016 |
0.434 |
10.8% |
0.109 |
2.7% |
1% |
False |
True |
31,891 |
40 |
4.537 |
4.016 |
0.521 |
13.0% |
0.106 |
2.6% |
1% |
False |
True |
26,760 |
60 |
4.871 |
4.016 |
0.855 |
21.3% |
0.108 |
2.7% |
1% |
False |
True |
21,581 |
80 |
5.283 |
4.016 |
1.267 |
31.5% |
0.110 |
2.7% |
0% |
False |
True |
18,535 |
100 |
5.283 |
4.016 |
1.267 |
31.5% |
0.112 |
2.8% |
0% |
False |
True |
16,107 |
120 |
5.283 |
4.016 |
1.267 |
31.5% |
0.109 |
2.7% |
0% |
False |
True |
14,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.326 |
2.618 |
4.229 |
1.618 |
4.170 |
1.000 |
4.134 |
0.618 |
4.111 |
HIGH |
4.075 |
0.618 |
4.052 |
0.500 |
4.046 |
0.382 |
4.039 |
LOW |
4.016 |
0.618 |
3.980 |
1.000 |
3.957 |
1.618 |
3.921 |
2.618 |
3.862 |
4.250 |
3.765 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.046 |
4.081 |
PP |
4.037 |
4.061 |
S1 |
4.029 |
4.041 |
|