NYMEX Natural Gas Future December 2011
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
4.317 |
4.204 |
-0.113 |
-2.6% |
4.151 |
High |
4.347 |
4.206 |
-0.141 |
-3.2% |
4.370 |
Low |
4.190 |
4.140 |
-0.050 |
-1.2% |
4.120 |
Close |
4.195 |
4.155 |
-0.040 |
-1.0% |
4.155 |
Range |
0.157 |
0.066 |
-0.091 |
-58.0% |
0.250 |
ATR |
0.119 |
0.115 |
-0.004 |
-3.2% |
0.000 |
Volume |
38,651 |
29,371 |
-9,280 |
-24.0% |
153,560 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.365 |
4.326 |
4.191 |
|
R3 |
4.299 |
4.260 |
4.173 |
|
R2 |
4.233 |
4.233 |
4.167 |
|
R1 |
4.194 |
4.194 |
4.161 |
4.181 |
PP |
4.167 |
4.167 |
4.167 |
4.160 |
S1 |
4.128 |
4.128 |
4.149 |
4.115 |
S2 |
4.101 |
4.101 |
4.143 |
|
S3 |
4.035 |
4.062 |
4.137 |
|
S4 |
3.969 |
3.996 |
4.119 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.965 |
4.810 |
4.293 |
|
R3 |
4.715 |
4.560 |
4.224 |
|
R2 |
4.465 |
4.465 |
4.201 |
|
R1 |
4.310 |
4.310 |
4.178 |
4.388 |
PP |
4.215 |
4.215 |
4.215 |
4.254 |
S1 |
4.060 |
4.060 |
4.132 |
4.138 |
S2 |
3.965 |
3.965 |
4.109 |
|
S3 |
3.715 |
3.810 |
4.086 |
|
S4 |
3.465 |
3.560 |
4.018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.370 |
4.120 |
0.250 |
6.0% |
0.116 |
2.8% |
14% |
False |
False |
30,712 |
10 |
4.385 |
4.120 |
0.265 |
6.4% |
0.117 |
2.8% |
13% |
False |
False |
32,865 |
20 |
4.450 |
4.120 |
0.330 |
7.9% |
0.116 |
2.8% |
11% |
False |
False |
27,261 |
40 |
4.726 |
4.120 |
0.606 |
14.6% |
0.107 |
2.6% |
6% |
False |
False |
23,173 |
60 |
4.871 |
4.120 |
0.751 |
18.1% |
0.110 |
2.6% |
5% |
False |
False |
19,036 |
80 |
5.283 |
4.120 |
1.163 |
28.0% |
0.113 |
2.7% |
3% |
False |
False |
16,706 |
100 |
5.283 |
4.120 |
1.163 |
28.0% |
0.113 |
2.7% |
3% |
False |
False |
14,704 |
120 |
5.283 |
4.120 |
1.163 |
28.0% |
0.111 |
2.7% |
3% |
False |
False |
13,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.487 |
2.618 |
4.379 |
1.618 |
4.313 |
1.000 |
4.272 |
0.618 |
4.247 |
HIGH |
4.206 |
0.618 |
4.181 |
0.500 |
4.173 |
0.382 |
4.165 |
LOW |
4.140 |
0.618 |
4.099 |
1.000 |
4.074 |
1.618 |
4.033 |
2.618 |
3.967 |
4.250 |
3.860 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
4.173 |
4.255 |
PP |
4.167 |
4.222 |
S1 |
4.161 |
4.188 |
|