NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.701 |
3.786 |
0.085 |
2.3% |
3.776 |
| High |
3.803 |
3.853 |
0.050 |
1.3% |
3.859 |
| Low |
3.680 |
3.773 |
0.093 |
2.5% |
3.662 |
| Close |
3.782 |
3.827 |
0.045 |
1.2% |
3.701 |
| Range |
0.123 |
0.080 |
-0.043 |
-35.0% |
0.197 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.3% |
0.000 |
| Volume |
63,011 |
57,866 |
-5,145 |
-8.2% |
438,218 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.058 |
4.022 |
3.871 |
|
| R3 |
3.978 |
3.942 |
3.849 |
|
| R2 |
3.898 |
3.898 |
3.842 |
|
| R1 |
3.862 |
3.862 |
3.834 |
3.880 |
| PP |
3.818 |
3.818 |
3.818 |
3.827 |
| S1 |
3.782 |
3.782 |
3.820 |
3.800 |
| S2 |
3.738 |
3.738 |
3.812 |
|
| S3 |
3.658 |
3.702 |
3.805 |
|
| S4 |
3.578 |
3.622 |
3.783 |
|
|
| 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 |
3.853 |
3.662 |
0.191 |
5.0% |
0.090 |
2.4% |
86% |
True |
False |
77,683 |
| 10 |
4.099 |
3.662 |
0.437 |
11.4% |
0.109 |
2.8% |
38% |
False |
False |
98,212 |
| 20 |
4.130 |
3.662 |
0.468 |
12.2% |
0.125 |
3.3% |
35% |
False |
False |
108,704 |
| 40 |
4.228 |
3.662 |
0.566 |
14.8% |
0.121 |
3.2% |
29% |
False |
False |
89,721 |
| 60 |
4.600 |
3.662 |
0.938 |
24.5% |
0.122 |
3.2% |
18% |
False |
False |
72,286 |
| 80 |
5.010 |
3.662 |
1.348 |
35.2% |
0.126 |
3.3% |
12% |
False |
False |
61,494 |
| 100 |
5.010 |
3.662 |
1.348 |
35.2% |
0.127 |
3.3% |
12% |
False |
False |
54,317 |
| 120 |
5.010 |
3.662 |
1.348 |
35.2% |
0.125 |
3.3% |
12% |
False |
False |
48,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.193 |
|
2.618 |
4.062 |
|
1.618 |
3.982 |
|
1.000 |
3.933 |
|
0.618 |
3.902 |
|
HIGH |
3.853 |
|
0.618 |
3.822 |
|
0.500 |
3.813 |
|
0.382 |
3.804 |
|
LOW |
3.773 |
|
0.618 |
3.724 |
|
1.000 |
3.693 |
|
1.618 |
3.644 |
|
2.618 |
3.564 |
|
4.250 |
3.433 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.822 |
3.807 |
| PP |
3.818 |
3.787 |
| S1 |
3.813 |
3.767 |
|