NYMEX Natural Gas Future November 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 |
3.755 |
3.643 |
-0.112 |
-3.0% |
3.765 |
| High |
3.792 |
3.699 |
-0.093 |
-2.5% |
3.926 |
| Low |
3.663 |
3.591 |
-0.072 |
-2.0% |
3.663 |
| Close |
3.666 |
3.617 |
-0.049 |
-1.3% |
3.666 |
| Range |
0.129 |
0.108 |
-0.021 |
-16.3% |
0.263 |
| ATR |
0.115 |
0.114 |
0.000 |
-0.4% |
0.000 |
| Volume |
100,400 |
105,642 |
5,242 |
5.2% |
536,262 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.960 |
3.896 |
3.676 |
|
| R3 |
3.852 |
3.788 |
3.647 |
|
| R2 |
3.744 |
3.744 |
3.637 |
|
| R1 |
3.680 |
3.680 |
3.627 |
3.658 |
| PP |
3.636 |
3.636 |
3.636 |
3.625 |
| S1 |
3.572 |
3.572 |
3.607 |
3.550 |
| S2 |
3.528 |
3.528 |
3.597 |
|
| S3 |
3.420 |
3.464 |
3.587 |
|
| S4 |
3.312 |
3.356 |
3.558 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.541 |
4.366 |
3.811 |
|
| R3 |
4.278 |
4.103 |
3.738 |
|
| R2 |
4.015 |
4.015 |
3.714 |
|
| R1 |
3.840 |
3.840 |
3.690 |
3.796 |
| PP |
3.752 |
3.752 |
3.752 |
3.730 |
| S1 |
3.577 |
3.577 |
3.642 |
3.533 |
| S2 |
3.489 |
3.489 |
3.618 |
|
| S3 |
3.226 |
3.314 |
3.594 |
|
| S4 |
2.963 |
3.051 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.926 |
3.591 |
0.335 |
9.3% |
0.118 |
3.3% |
8% |
False |
True |
112,558 |
| 10 |
3.964 |
3.591 |
0.373 |
10.3% |
0.106 |
2.9% |
7% |
False |
True |
93,189 |
| 20 |
4.175 |
3.591 |
0.584 |
16.1% |
0.110 |
3.0% |
4% |
False |
True |
74,934 |
| 40 |
4.306 |
3.591 |
0.715 |
19.8% |
0.117 |
3.2% |
4% |
False |
True |
60,601 |
| 60 |
4.697 |
3.591 |
1.106 |
30.6% |
0.115 |
3.2% |
2% |
False |
True |
49,281 |
| 80 |
4.993 |
3.591 |
1.402 |
38.8% |
0.115 |
3.2% |
2% |
False |
True |
41,118 |
| 100 |
5.106 |
3.591 |
1.515 |
41.9% |
0.116 |
3.2% |
2% |
False |
True |
35,521 |
| 120 |
5.106 |
3.591 |
1.515 |
41.9% |
0.115 |
3.2% |
2% |
False |
True |
31,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.158 |
|
2.618 |
3.982 |
|
1.618 |
3.874 |
|
1.000 |
3.807 |
|
0.618 |
3.766 |
|
HIGH |
3.699 |
|
0.618 |
3.658 |
|
0.500 |
3.645 |
|
0.382 |
3.632 |
|
LOW |
3.591 |
|
0.618 |
3.524 |
|
1.000 |
3.483 |
|
1.618 |
3.416 |
|
2.618 |
3.308 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.714 |
| PP |
3.636 |
3.682 |
| S1 |
3.626 |
3.649 |
|