NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.119 |
3.990 |
-0.129 |
-3.1% |
3.979 |
| High |
4.150 |
3.994 |
-0.156 |
-3.8% |
4.175 |
| Low |
3.979 |
3.917 |
-0.062 |
-1.6% |
3.916 |
| Close |
3.981 |
3.922 |
-0.059 |
-1.5% |
3.922 |
| Range |
0.171 |
0.077 |
-0.094 |
-55.0% |
0.259 |
| ATR |
0.126 |
0.123 |
-0.004 |
-2.8% |
0.000 |
| Volume |
90,515 |
78,054 |
-12,461 |
-13.8% |
321,894 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.126 |
3.964 |
|
| R3 |
4.098 |
4.049 |
3.943 |
|
| R2 |
4.021 |
4.021 |
3.936 |
|
| R1 |
3.972 |
3.972 |
3.929 |
3.958 |
| PP |
3.944 |
3.944 |
3.944 |
3.938 |
| S1 |
3.895 |
3.895 |
3.915 |
3.881 |
| S2 |
3.867 |
3.867 |
3.908 |
|
| S3 |
3.790 |
3.818 |
3.901 |
|
| S4 |
3.713 |
3.741 |
3.880 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.781 |
4.611 |
4.064 |
|
| R3 |
4.522 |
4.352 |
3.993 |
|
| R2 |
4.263 |
4.263 |
3.969 |
|
| R1 |
4.093 |
4.093 |
3.946 |
4.049 |
| PP |
4.004 |
4.004 |
4.004 |
3.982 |
| S1 |
3.834 |
3.834 |
3.898 |
3.790 |
| S2 |
3.745 |
3.745 |
3.875 |
|
| S3 |
3.486 |
3.575 |
3.851 |
|
| S4 |
3.227 |
3.316 |
3.780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.175 |
3.916 |
0.259 |
6.6% |
0.126 |
3.2% |
2% |
False |
False |
64,378 |
| 10 |
4.175 |
3.916 |
0.259 |
6.6% |
0.125 |
3.2% |
2% |
False |
False |
53,460 |
| 20 |
4.243 |
3.903 |
0.340 |
8.7% |
0.122 |
3.1% |
6% |
False |
False |
44,223 |
| 40 |
4.556 |
3.903 |
0.653 |
16.6% |
0.115 |
2.9% |
3% |
False |
False |
43,768 |
| 60 |
4.697 |
3.903 |
0.794 |
20.2% |
0.118 |
3.0% |
2% |
False |
False |
36,013 |
| 80 |
5.106 |
3.903 |
1.203 |
30.7% |
0.117 |
3.0% |
2% |
False |
False |
31,004 |
| 100 |
5.106 |
3.903 |
1.203 |
30.7% |
0.118 |
3.0% |
2% |
False |
False |
26,973 |
| 120 |
5.106 |
3.903 |
1.203 |
30.7% |
0.115 |
2.9% |
2% |
False |
False |
23,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.321 |
|
2.618 |
4.196 |
|
1.618 |
4.119 |
|
1.000 |
4.071 |
|
0.618 |
4.042 |
|
HIGH |
3.994 |
|
0.618 |
3.965 |
|
0.500 |
3.956 |
|
0.382 |
3.946 |
|
LOW |
3.917 |
|
0.618 |
3.869 |
|
1.000 |
3.840 |
|
1.618 |
3.792 |
|
2.618 |
3.715 |
|
4.250 |
3.590 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.956 |
4.046 |
| PP |
3.944 |
4.005 |
| S1 |
3.933 |
3.963 |
|