NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.776 |
3.830 |
0.054 |
1.4% |
3.900 |
| High |
3.847 |
3.859 |
0.012 |
0.3% |
4.099 |
| Low |
3.743 |
3.779 |
0.036 |
1.0% |
3.791 |
| Close |
3.829 |
3.800 |
-0.029 |
-0.8% |
3.830 |
| Range |
0.104 |
0.080 |
-0.024 |
-23.1% |
0.308 |
| ATR |
0.130 |
0.126 |
-0.004 |
-2.7% |
0.000 |
| Volume |
97,140 |
73,540 |
-23,600 |
-24.3% |
648,102 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
4.006 |
3.844 |
|
| R3 |
3.973 |
3.926 |
3.822 |
|
| R2 |
3.893 |
3.893 |
3.815 |
|
| R1 |
3.846 |
3.846 |
3.807 |
3.830 |
| PP |
3.813 |
3.813 |
3.813 |
3.804 |
| S1 |
3.766 |
3.766 |
3.793 |
3.750 |
| S2 |
3.733 |
3.733 |
3.785 |
|
| S3 |
3.653 |
3.686 |
3.778 |
|
| S4 |
3.573 |
3.606 |
3.756 |
|
|
| 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 |
9.4% |
0.127 |
3.4% |
16% |
False |
False |
118,741 |
| 10 |
4.099 |
3.743 |
0.356 |
9.4% |
0.124 |
3.3% |
16% |
False |
False |
120,314 |
| 20 |
4.130 |
3.743 |
0.387 |
10.2% |
0.132 |
3.5% |
15% |
False |
False |
111,938 |
| 40 |
4.391 |
3.743 |
0.648 |
17.1% |
0.121 |
3.2% |
9% |
False |
False |
83,536 |
| 60 |
4.600 |
3.743 |
0.857 |
22.6% |
0.124 |
3.3% |
7% |
False |
False |
67,728 |
| 80 |
5.010 |
3.743 |
1.267 |
33.3% |
0.129 |
3.4% |
4% |
False |
False |
59,117 |
| 100 |
5.010 |
3.743 |
1.267 |
33.3% |
0.129 |
3.4% |
4% |
False |
False |
51,738 |
| 120 |
5.010 |
3.743 |
1.267 |
33.3% |
0.127 |
3.3% |
4% |
False |
False |
46,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.199 |
|
2.618 |
4.068 |
|
1.618 |
3.988 |
|
1.000 |
3.939 |
|
0.618 |
3.908 |
|
HIGH |
3.859 |
|
0.618 |
3.828 |
|
0.500 |
3.819 |
|
0.382 |
3.810 |
|
LOW |
3.779 |
|
0.618 |
3.730 |
|
1.000 |
3.699 |
|
1.618 |
3.650 |
|
2.618 |
3.570 |
|
4.250 |
3.439 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.819 |
3.819 |
| PP |
3.813 |
3.813 |
| S1 |
3.806 |
3.806 |
|