NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
4.019 |
3.940 |
-0.079 |
-2.0% |
4.018 |
| High |
4.056 |
4.001 |
-0.055 |
-1.4% |
4.161 |
| Low |
3.940 |
3.902 |
-0.038 |
-1.0% |
3.936 |
| Close |
3.962 |
3.980 |
0.018 |
0.5% |
3.962 |
| Range |
0.116 |
0.099 |
-0.017 |
-14.7% |
0.225 |
| ATR |
0.106 |
0.105 |
0.000 |
-0.5% |
0.000 |
| Volume |
40,195 |
45,343 |
5,148 |
12.8% |
196,560 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.258 |
4.218 |
4.034 |
|
| R3 |
4.159 |
4.119 |
4.007 |
|
| R2 |
4.060 |
4.060 |
3.998 |
|
| R1 |
4.020 |
4.020 |
3.989 |
4.040 |
| PP |
3.961 |
3.961 |
3.961 |
3.971 |
| S1 |
3.921 |
3.921 |
3.971 |
3.941 |
| S2 |
3.862 |
3.862 |
3.962 |
|
| S3 |
3.763 |
3.822 |
3.953 |
|
| S4 |
3.664 |
3.723 |
3.926 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.553 |
4.086 |
|
| R3 |
4.470 |
4.328 |
4.024 |
|
| R2 |
4.245 |
4.245 |
4.003 |
|
| R1 |
4.103 |
4.103 |
3.983 |
4.062 |
| PP |
4.020 |
4.020 |
4.020 |
3.999 |
| S1 |
3.878 |
3.878 |
3.941 |
3.837 |
| S2 |
3.795 |
3.795 |
3.921 |
|
| S3 |
3.570 |
3.653 |
3.900 |
|
| S4 |
3.345 |
3.428 |
3.838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.161 |
3.902 |
0.259 |
6.5% |
0.110 |
2.8% |
30% |
False |
True |
42,082 |
| 10 |
4.205 |
3.902 |
0.303 |
7.6% |
0.097 |
2.4% |
26% |
False |
True |
39,784 |
| 20 |
4.370 |
3.902 |
0.468 |
11.8% |
0.100 |
2.5% |
17% |
False |
True |
36,152 |
| 40 |
4.516 |
3.902 |
0.614 |
15.4% |
0.108 |
2.7% |
13% |
False |
True |
29,728 |
| 60 |
4.871 |
3.902 |
0.969 |
24.3% |
0.107 |
2.7% |
8% |
False |
True |
24,576 |
| 80 |
5.156 |
3.902 |
1.254 |
31.5% |
0.108 |
2.7% |
6% |
False |
True |
20,631 |
| 100 |
5.283 |
3.902 |
1.381 |
34.7% |
0.111 |
2.8% |
6% |
False |
True |
18,086 |
| 120 |
5.283 |
3.902 |
1.381 |
34.7% |
0.110 |
2.8% |
6% |
False |
True |
16,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.422 |
|
2.618 |
4.260 |
|
1.618 |
4.161 |
|
1.000 |
4.100 |
|
0.618 |
4.062 |
|
HIGH |
4.001 |
|
0.618 |
3.963 |
|
0.500 |
3.952 |
|
0.382 |
3.940 |
|
LOW |
3.902 |
|
0.618 |
3.841 |
|
1.000 |
3.803 |
|
1.618 |
3.742 |
|
2.618 |
3.643 |
|
4.250 |
3.481 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.971 |
4.001 |
| PP |
3.961 |
3.994 |
| S1 |
3.952 |
3.987 |
|