NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.830 |
3.781 |
-0.049 |
-1.3% |
3.900 |
| High |
3.859 |
3.799 |
-0.060 |
-1.6% |
4.099 |
| Low |
3.779 |
3.710 |
-0.069 |
-1.8% |
3.791 |
| Close |
3.800 |
3.740 |
-0.060 |
-1.6% |
3.830 |
| Range |
0.080 |
0.089 |
0.009 |
11.3% |
0.308 |
| ATR |
0.126 |
0.124 |
-0.003 |
-2.1% |
0.000 |
| Volume |
73,540 |
94,498 |
20,958 |
28.5% |
648,102 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.967 |
3.789 |
|
| R3 |
3.928 |
3.878 |
3.764 |
|
| R2 |
3.839 |
3.839 |
3.756 |
|
| R1 |
3.789 |
3.789 |
3.748 |
3.770 |
| PP |
3.750 |
3.750 |
3.750 |
3.740 |
| S1 |
3.700 |
3.700 |
3.732 |
3.681 |
| S2 |
3.661 |
3.661 |
3.724 |
|
| S3 |
3.572 |
3.611 |
3.716 |
|
| S4 |
3.483 |
3.522 |
3.691 |
|
|
| 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 |
4.080 |
3.710 |
0.370 |
9.9% |
0.116 |
3.1% |
8% |
False |
True |
111,965 |
| 10 |
4.099 |
3.710 |
0.389 |
10.4% |
0.119 |
3.2% |
8% |
False |
True |
115,500 |
| 20 |
4.130 |
3.710 |
0.420 |
11.2% |
0.128 |
3.4% |
7% |
False |
True |
113,106 |
| 40 |
4.391 |
3.710 |
0.681 |
18.2% |
0.122 |
3.2% |
4% |
False |
True |
85,294 |
| 60 |
4.600 |
3.710 |
0.890 |
23.8% |
0.124 |
3.3% |
3% |
False |
True |
69,045 |
| 80 |
5.010 |
3.710 |
1.300 |
34.8% |
0.128 |
3.4% |
2% |
False |
True |
59,996 |
| 100 |
5.010 |
3.710 |
1.300 |
34.8% |
0.129 |
3.5% |
2% |
False |
True |
52,323 |
| 120 |
5.010 |
3.710 |
1.300 |
34.8% |
0.126 |
3.4% |
2% |
False |
True |
46,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.177 |
|
2.618 |
4.032 |
|
1.618 |
3.943 |
|
1.000 |
3.888 |
|
0.618 |
3.854 |
|
HIGH |
3.799 |
|
0.618 |
3.765 |
|
0.500 |
3.755 |
|
0.382 |
3.744 |
|
LOW |
3.710 |
|
0.618 |
3.655 |
|
1.000 |
3.621 |
|
1.618 |
3.566 |
|
2.618 |
3.477 |
|
4.250 |
3.332 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.785 |
| PP |
3.750 |
3.770 |
| S1 |
3.745 |
3.755 |
|