NYMEX Natural Gas Future October 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 |
3.722 |
3.711 |
-0.011 |
-0.3% |
3.776 |
| High |
3.760 |
3.755 |
-0.005 |
-0.1% |
3.859 |
| Low |
3.662 |
3.693 |
0.031 |
0.8% |
3.662 |
| Close |
3.713 |
3.701 |
-0.012 |
-0.3% |
3.701 |
| Range |
0.098 |
0.062 |
-0.036 |
-36.7% |
0.197 |
| ATR |
0.122 |
0.118 |
-0.004 |
-3.5% |
0.000 |
| Volume |
109,073 |
63,967 |
-45,106 |
-41.4% |
438,218 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.864 |
3.735 |
|
| R3 |
3.840 |
3.802 |
3.718 |
|
| R2 |
3.778 |
3.778 |
3.712 |
|
| R1 |
3.740 |
3.740 |
3.707 |
3.728 |
| PP |
3.716 |
3.716 |
3.716 |
3.711 |
| S1 |
3.678 |
3.678 |
3.695 |
3.666 |
| S2 |
3.654 |
3.654 |
3.690 |
|
| S3 |
3.592 |
3.616 |
3.684 |
|
| S4 |
3.530 |
3.554 |
3.667 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.332 |
4.213 |
3.809 |
|
| R3 |
4.135 |
4.016 |
3.755 |
|
| R2 |
3.938 |
3.938 |
3.737 |
|
| R1 |
3.819 |
3.819 |
3.719 |
3.780 |
| PP |
3.741 |
3.741 |
3.741 |
3.721 |
| S1 |
3.622 |
3.622 |
3.683 |
3.583 |
| S2 |
3.544 |
3.544 |
3.665 |
|
| S3 |
3.347 |
3.425 |
3.647 |
|
| S4 |
3.150 |
3.228 |
3.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.859 |
3.662 |
0.197 |
5.3% |
0.087 |
2.3% |
20% |
False |
False |
87,643 |
| 10 |
4.099 |
3.662 |
0.437 |
11.8% |
0.113 |
3.1% |
9% |
False |
False |
108,632 |
| 20 |
4.130 |
3.662 |
0.468 |
12.6% |
0.124 |
3.3% |
8% |
False |
False |
112,593 |
| 40 |
4.246 |
3.662 |
0.584 |
15.8% |
0.120 |
3.3% |
7% |
False |
False |
88,398 |
| 60 |
4.600 |
3.662 |
0.938 |
25.3% |
0.123 |
3.3% |
4% |
False |
False |
71,273 |
| 80 |
5.010 |
3.662 |
1.348 |
36.4% |
0.127 |
3.4% |
3% |
False |
False |
61,353 |
| 100 |
5.010 |
3.662 |
1.348 |
36.4% |
0.129 |
3.5% |
3% |
False |
False |
53,490 |
| 120 |
5.010 |
3.662 |
1.348 |
36.4% |
0.125 |
3.4% |
3% |
False |
False |
47,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.019 |
|
2.618 |
3.917 |
|
1.618 |
3.855 |
|
1.000 |
3.817 |
|
0.618 |
3.793 |
|
HIGH |
3.755 |
|
0.618 |
3.731 |
|
0.500 |
3.724 |
|
0.382 |
3.717 |
|
LOW |
3.693 |
|
0.618 |
3.655 |
|
1.000 |
3.631 |
|
1.618 |
3.593 |
|
2.618 |
3.531 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.731 |
| PP |
3.716 |
3.721 |
| S1 |
3.709 |
3.711 |
|