NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.711 |
3.701 |
-0.010 |
-0.3% |
3.776 |
| High |
3.755 |
3.803 |
0.048 |
1.3% |
3.859 |
| Low |
3.693 |
3.680 |
-0.013 |
-0.4% |
3.662 |
| Close |
3.701 |
3.782 |
0.081 |
2.2% |
3.701 |
| Range |
0.062 |
0.123 |
0.061 |
98.4% |
0.197 |
| ATR |
0.118 |
0.118 |
0.000 |
0.3% |
0.000 |
| Volume |
63,967 |
63,011 |
-956 |
-1.5% |
438,218 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.124 |
4.076 |
3.850 |
|
| R3 |
4.001 |
3.953 |
3.816 |
|
| R2 |
3.878 |
3.878 |
3.805 |
|
| R1 |
3.830 |
3.830 |
3.793 |
3.854 |
| PP |
3.755 |
3.755 |
3.755 |
3.767 |
| S1 |
3.707 |
3.707 |
3.771 |
3.731 |
| S2 |
3.632 |
3.632 |
3.759 |
|
| S3 |
3.509 |
3.584 |
3.748 |
|
| S4 |
3.386 |
3.461 |
3.714 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.332 |
4.213 |
3.809 |
|
| R3 |
4.135 |
4.016 |
3.755 |
|
| R2 |
3.938 |
3.938 |
3.737 |
|
| R1 |
3.819 |
3.819 |
3.719 |
3.780 |
| PP |
3.741 |
3.741 |
3.741 |
3.721 |
| S1 |
3.622 |
3.622 |
3.683 |
3.583 |
| S2 |
3.544 |
3.544 |
3.665 |
|
| S3 |
3.347 |
3.425 |
3.647 |
|
| S4 |
3.150 |
3.228 |
3.593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.859 |
3.662 |
0.197 |
5.2% |
0.090 |
2.4% |
61% |
False |
False |
80,817 |
| 10 |
4.099 |
3.662 |
0.437 |
11.6% |
0.116 |
3.1% |
27% |
False |
False |
105,415 |
| 20 |
4.130 |
3.662 |
0.468 |
12.4% |
0.126 |
3.3% |
26% |
False |
False |
110,931 |
| 40 |
4.228 |
3.662 |
0.566 |
15.0% |
0.121 |
3.2% |
21% |
False |
False |
89,010 |
| 60 |
4.600 |
3.662 |
0.938 |
24.8% |
0.122 |
3.2% |
13% |
False |
False |
71,931 |
| 80 |
5.010 |
3.662 |
1.348 |
35.6% |
0.126 |
3.3% |
9% |
False |
False |
61,772 |
| 100 |
5.010 |
3.662 |
1.348 |
35.6% |
0.129 |
3.4% |
9% |
False |
False |
53,956 |
| 120 |
5.010 |
3.662 |
1.348 |
35.6% |
0.126 |
3.3% |
9% |
False |
False |
48,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.326 |
|
2.618 |
4.125 |
|
1.618 |
4.002 |
|
1.000 |
3.926 |
|
0.618 |
3.879 |
|
HIGH |
3.803 |
|
0.618 |
3.756 |
|
0.500 |
3.742 |
|
0.382 |
3.727 |
|
LOW |
3.680 |
|
0.618 |
3.604 |
|
1.000 |
3.557 |
|
1.618 |
3.481 |
|
2.618 |
3.358 |
|
4.250 |
3.157 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.769 |
3.766 |
| PP |
3.755 |
3.749 |
| S1 |
3.742 |
3.733 |
|