NYMEX Natural Gas Future November 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 |
3.935 |
3.878 |
-0.057 |
-1.4% |
3.979 |
| High |
3.964 |
3.886 |
-0.078 |
-2.0% |
4.175 |
| Low |
3.867 |
3.796 |
-0.071 |
-1.8% |
3.916 |
| Close |
3.885 |
3.820 |
-0.065 |
-1.7% |
3.922 |
| Range |
0.097 |
0.090 |
-0.007 |
-7.2% |
0.259 |
| ATR |
0.118 |
0.116 |
-0.002 |
-1.7% |
0.000 |
| Volume |
50,325 |
81,564 |
31,239 |
62.1% |
321,894 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.104 |
4.052 |
3.870 |
|
| R3 |
4.014 |
3.962 |
3.845 |
|
| R2 |
3.924 |
3.924 |
3.837 |
|
| R1 |
3.872 |
3.872 |
3.828 |
3.853 |
| PP |
3.834 |
3.834 |
3.834 |
3.825 |
| S1 |
3.782 |
3.782 |
3.812 |
3.763 |
| S2 |
3.744 |
3.744 |
3.804 |
|
| S3 |
3.654 |
3.692 |
3.795 |
|
| S4 |
3.564 |
3.602 |
3.771 |
|
|
| 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 |
4.150 |
3.796 |
0.354 |
9.3% |
0.104 |
2.7% |
7% |
False |
True |
73,176 |
| 10 |
4.175 |
3.796 |
0.379 |
9.9% |
0.109 |
2.9% |
6% |
False |
True |
61,038 |
| 20 |
4.243 |
3.796 |
0.447 |
11.7% |
0.121 |
3.2% |
5% |
False |
True |
49,654 |
| 40 |
4.495 |
3.796 |
0.699 |
18.3% |
0.115 |
3.0% |
3% |
False |
True |
47,295 |
| 60 |
4.697 |
3.796 |
0.901 |
23.6% |
0.117 |
3.1% |
3% |
False |
True |
38,719 |
| 80 |
5.106 |
3.796 |
1.310 |
34.3% |
0.116 |
3.0% |
2% |
False |
True |
33,137 |
| 100 |
5.106 |
3.796 |
1.310 |
34.3% |
0.117 |
3.1% |
2% |
False |
True |
28,592 |
| 120 |
5.106 |
3.796 |
1.310 |
34.3% |
0.113 |
3.0% |
2% |
False |
True |
25,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.269 |
|
2.618 |
4.122 |
|
1.618 |
4.032 |
|
1.000 |
3.976 |
|
0.618 |
3.942 |
|
HIGH |
3.886 |
|
0.618 |
3.852 |
|
0.500 |
3.841 |
|
0.382 |
3.830 |
|
LOW |
3.796 |
|
0.618 |
3.740 |
|
1.000 |
3.706 |
|
1.618 |
3.650 |
|
2.618 |
3.560 |
|
4.250 |
3.414 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.880 |
| PP |
3.834 |
3.860 |
| S1 |
3.827 |
3.840 |
|