NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 21-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.312 |
4.282 |
-0.030 |
-0.7% |
4.264 |
High |
4.350 |
4.291 |
-0.059 |
-1.4% |
4.477 |
Low |
4.270 |
4.233 |
-0.037 |
-0.9% |
4.236 |
Close |
4.286 |
4.252 |
-0.034 |
-0.8% |
4.290 |
Range |
0.080 |
0.058 |
-0.022 |
-27.5% |
0.241 |
ATR |
0.107 |
0.104 |
-0.004 |
-3.3% |
0.000 |
Volume |
22,885 |
25,761 |
2,876 |
12.6% |
155,759 |
|
Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.433 |
4.400 |
4.284 |
|
R3 |
4.375 |
4.342 |
4.268 |
|
R2 |
4.317 |
4.317 |
4.263 |
|
R1 |
4.284 |
4.284 |
4.257 |
4.272 |
PP |
4.259 |
4.259 |
4.259 |
4.252 |
S1 |
4.226 |
4.226 |
4.247 |
4.214 |
S2 |
4.201 |
4.201 |
4.241 |
|
S3 |
4.143 |
4.168 |
4.236 |
|
S4 |
4.085 |
4.110 |
4.220 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.057 |
4.915 |
4.423 |
|
R3 |
4.816 |
4.674 |
4.356 |
|
R2 |
4.575 |
4.575 |
4.334 |
|
R1 |
4.433 |
4.433 |
4.312 |
4.504 |
PP |
4.334 |
4.334 |
4.334 |
4.370 |
S1 |
4.192 |
4.192 |
4.268 |
4.263 |
S2 |
4.093 |
4.093 |
4.246 |
|
S3 |
3.852 |
3.951 |
4.224 |
|
S4 |
3.611 |
3.710 |
4.157 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.461 |
4.233 |
0.228 |
5.4% |
0.086 |
2.0% |
8% |
False |
True |
28,320 |
10 |
4.477 |
4.233 |
0.244 |
5.7% |
0.095 |
2.2% |
8% |
False |
True |
29,841 |
20 |
4.564 |
4.233 |
0.331 |
7.8% |
0.110 |
2.6% |
6% |
False |
True |
27,048 |
40 |
4.757 |
4.233 |
0.524 |
12.3% |
0.104 |
2.4% |
4% |
False |
True |
23,788 |
60 |
4.962 |
4.233 |
0.729 |
17.1% |
0.106 |
2.5% |
3% |
False |
True |
21,147 |
80 |
5.356 |
4.233 |
1.123 |
26.4% |
0.106 |
2.5% |
2% |
False |
True |
19,342 |
100 |
5.356 |
4.233 |
1.123 |
26.4% |
0.108 |
2.6% |
2% |
False |
True |
17,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.538 |
2.618 |
4.443 |
1.618 |
4.385 |
1.000 |
4.349 |
0.618 |
4.327 |
HIGH |
4.291 |
0.618 |
4.269 |
0.500 |
4.262 |
0.382 |
4.255 |
LOW |
4.233 |
0.618 |
4.197 |
1.000 |
4.175 |
1.618 |
4.139 |
2.618 |
4.081 |
4.250 |
3.987 |
|
|
Fisher Pivots for day following 21-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.262 |
4.292 |
PP |
4.259 |
4.278 |
S1 |
4.255 |
4.265 |
|