NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.882 |
3.776 |
-0.106 |
-2.7% |
3.900 |
| High |
3.895 |
3.847 |
-0.048 |
-1.2% |
4.099 |
| Low |
3.791 |
3.743 |
-0.048 |
-1.3% |
3.791 |
| Close |
3.830 |
3.829 |
-0.001 |
0.0% |
3.830 |
| Range |
0.104 |
0.104 |
0.000 |
0.0% |
0.308 |
| ATR |
0.132 |
0.130 |
-0.002 |
-1.5% |
0.000 |
| Volume |
119,664 |
97,140 |
-22,524 |
-18.8% |
648,102 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.118 |
4.078 |
3.886 |
|
| R3 |
4.014 |
3.974 |
3.858 |
|
| R2 |
3.910 |
3.910 |
3.848 |
|
| R1 |
3.870 |
3.870 |
3.839 |
3.890 |
| PP |
3.806 |
3.806 |
3.806 |
3.817 |
| S1 |
3.766 |
3.766 |
3.819 |
3.786 |
| S2 |
3.702 |
3.702 |
3.810 |
|
| S3 |
3.598 |
3.662 |
3.800 |
|
| S4 |
3.494 |
3.558 |
3.772 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.831 |
4.638 |
3.999 |
|
| R3 |
4.523 |
4.330 |
3.915 |
|
| R2 |
4.215 |
4.215 |
3.886 |
|
| R1 |
4.022 |
4.022 |
3.858 |
3.965 |
| PP |
3.907 |
3.907 |
3.907 |
3.878 |
| S1 |
3.714 |
3.714 |
3.802 |
3.657 |
| S2 |
3.599 |
3.599 |
3.774 |
|
| S3 |
3.291 |
3.406 |
3.745 |
|
| S4 |
2.983 |
3.098 |
3.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.099 |
3.743 |
0.356 |
9.3% |
0.141 |
3.7% |
24% |
False |
True |
130,012 |
| 10 |
4.099 |
3.743 |
0.356 |
9.3% |
0.125 |
3.3% |
24% |
False |
True |
122,914 |
| 20 |
4.130 |
3.743 |
0.387 |
10.1% |
0.131 |
3.4% |
22% |
False |
True |
110,287 |
| 40 |
4.440 |
3.743 |
0.697 |
18.2% |
0.122 |
3.2% |
12% |
False |
True |
82,357 |
| 60 |
4.600 |
3.743 |
0.857 |
22.4% |
0.124 |
3.2% |
10% |
False |
True |
66,988 |
| 80 |
5.010 |
3.743 |
1.267 |
33.1% |
0.131 |
3.4% |
7% |
False |
True |
58,385 |
| 100 |
5.010 |
3.743 |
1.267 |
33.1% |
0.130 |
3.4% |
7% |
False |
True |
51,093 |
| 120 |
5.010 |
3.743 |
1.267 |
33.1% |
0.127 |
3.3% |
7% |
False |
True |
45,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.119 |
|
1.618 |
4.015 |
|
1.000 |
3.951 |
|
0.618 |
3.911 |
|
HIGH |
3.847 |
|
0.618 |
3.807 |
|
0.500 |
3.795 |
|
0.382 |
3.783 |
|
LOW |
3.743 |
|
0.618 |
3.679 |
|
1.000 |
3.639 |
|
1.618 |
3.575 |
|
2.618 |
3.471 |
|
4.250 |
3.301 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.912 |
| PP |
3.806 |
3.884 |
| S1 |
3.795 |
3.857 |
|