NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
4.042 |
0.052 |
1.3% |
3.882 |
| High |
4.099 |
4.080 |
-0.019 |
-0.5% |
4.038 |
| Low |
3.955 |
3.875 |
-0.080 |
-2.0% |
3.851 |
| Close |
4.039 |
3.878 |
-0.161 |
-4.0% |
3.915 |
| Range |
0.144 |
0.205 |
0.061 |
42.4% |
0.187 |
| ATR |
0.128 |
0.134 |
0.005 |
4.3% |
0.000 |
| Volume |
128,377 |
174,986 |
46,609 |
36.3% |
483,902 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.559 |
4.424 |
3.991 |
|
| R3 |
4.354 |
4.219 |
3.934 |
|
| R2 |
4.149 |
4.149 |
3.916 |
|
| R1 |
4.014 |
4.014 |
3.897 |
3.979 |
| PP |
3.944 |
3.944 |
3.944 |
3.927 |
| S1 |
3.809 |
3.809 |
3.859 |
3.774 |
| S2 |
3.739 |
3.739 |
3.840 |
|
| S3 |
3.534 |
3.604 |
3.822 |
|
| S4 |
3.329 |
3.399 |
3.765 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.496 |
4.392 |
4.018 |
|
| R3 |
4.309 |
4.205 |
3.966 |
|
| R2 |
4.122 |
4.122 |
3.949 |
|
| R1 |
4.018 |
4.018 |
3.932 |
4.070 |
| PP |
3.935 |
3.935 |
3.935 |
3.961 |
| S1 |
3.831 |
3.831 |
3.898 |
3.883 |
| S2 |
3.748 |
3.748 |
3.881 |
|
| S3 |
3.561 |
3.644 |
3.864 |
|
| S4 |
3.374 |
3.457 |
3.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.099 |
3.826 |
0.273 |
7.0% |
0.140 |
3.6% |
19% |
False |
False |
128,101 |
| 10 |
4.130 |
3.826 |
0.304 |
7.8% |
0.142 |
3.7% |
17% |
False |
False |
128,366 |
| 20 |
4.130 |
3.780 |
0.350 |
9.0% |
0.132 |
3.4% |
28% |
False |
False |
105,779 |
| 40 |
4.572 |
3.780 |
0.792 |
20.4% |
0.125 |
3.2% |
12% |
False |
False |
78,899 |
| 60 |
4.600 |
3.780 |
0.820 |
21.1% |
0.126 |
3.2% |
12% |
False |
False |
64,061 |
| 80 |
5.010 |
3.780 |
1.230 |
31.7% |
0.131 |
3.4% |
8% |
False |
False |
56,102 |
| 100 |
5.010 |
3.780 |
1.230 |
31.7% |
0.130 |
3.4% |
8% |
False |
False |
49,193 |
| 120 |
5.010 |
3.780 |
1.230 |
31.7% |
0.128 |
3.3% |
8% |
False |
False |
44,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.951 |
|
2.618 |
4.617 |
|
1.618 |
4.412 |
|
1.000 |
4.285 |
|
0.618 |
4.207 |
|
HIGH |
4.080 |
|
0.618 |
4.002 |
|
0.500 |
3.978 |
|
0.382 |
3.953 |
|
LOW |
3.875 |
|
0.618 |
3.748 |
|
1.000 |
3.670 |
|
1.618 |
3.543 |
|
2.618 |
3.338 |
|
4.250 |
3.004 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
3.985 |
| PP |
3.944 |
3.949 |
| S1 |
3.911 |
3.914 |
|