NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.106 |
4.089 |
-0.017 |
-0.4% |
4.134 |
High |
4.161 |
4.107 |
-0.054 |
-1.3% |
4.205 |
Low |
4.070 |
4.025 |
-0.045 |
-1.1% |
4.016 |
Close |
4.104 |
4.041 |
-0.063 |
-1.5% |
4.021 |
Range |
0.091 |
0.082 |
-0.009 |
-9.9% |
0.189 |
ATR |
0.102 |
0.100 |
-0.001 |
-1.4% |
0.000 |
Volume |
39,954 |
30,825 |
-9,129 |
-22.8% |
183,902 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.304 |
4.254 |
4.086 |
|
R3 |
4.222 |
4.172 |
4.064 |
|
R2 |
4.140 |
4.140 |
4.056 |
|
R1 |
4.090 |
4.090 |
4.049 |
4.074 |
PP |
4.058 |
4.058 |
4.058 |
4.050 |
S1 |
4.008 |
4.008 |
4.033 |
3.992 |
S2 |
3.976 |
3.976 |
4.026 |
|
S3 |
3.894 |
3.926 |
4.018 |
|
S4 |
3.812 |
3.844 |
3.996 |
|
|
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 |
4.161 |
3.995 |
0.166 |
4.1% |
0.088 |
2.2% |
28% |
False |
False |
37,983 |
10 |
4.347 |
3.995 |
0.352 |
8.7% |
0.087 |
2.2% |
13% |
False |
False |
35,419 |
20 |
4.450 |
3.995 |
0.455 |
11.3% |
0.108 |
2.7% |
10% |
False |
False |
33,602 |
40 |
4.516 |
3.995 |
0.521 |
12.9% |
0.107 |
2.7% |
9% |
False |
False |
28,220 |
60 |
4.871 |
3.995 |
0.876 |
21.7% |
0.106 |
2.6% |
5% |
False |
False |
22,859 |
80 |
5.283 |
3.995 |
1.288 |
31.9% |
0.110 |
2.7% |
4% |
False |
False |
19,341 |
100 |
5.283 |
3.995 |
1.288 |
31.9% |
0.110 |
2.7% |
4% |
False |
False |
16,897 |
120 |
5.283 |
3.995 |
1.288 |
31.9% |
0.109 |
2.7% |
4% |
False |
False |
15,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.456 |
2.618 |
4.322 |
1.618 |
4.240 |
1.000 |
4.189 |
0.618 |
4.158 |
HIGH |
4.107 |
0.618 |
4.076 |
0.500 |
4.066 |
0.382 |
4.056 |
LOW |
4.025 |
0.618 |
3.974 |
1.000 |
3.943 |
1.618 |
3.892 |
2.618 |
3.810 |
4.250 |
3.677 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.066 |
4.078 |
PP |
4.058 |
4.066 |
S1 |
4.049 |
4.053 |
|