NYMEX Natural Gas Future November 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 |
3.772 |
3.765 |
-0.007 |
-0.2% |
3.899 |
| High |
3.826 |
3.862 |
0.036 |
0.9% |
3.964 |
| Low |
3.760 |
3.742 |
-0.018 |
-0.5% |
3.745 |
| Close |
3.766 |
3.845 |
0.079 |
2.1% |
3.766 |
| Range |
0.066 |
0.120 |
0.054 |
81.8% |
0.219 |
| ATR |
0.112 |
0.112 |
0.001 |
0.5% |
0.000 |
| Volume |
62,746 |
79,111 |
16,365 |
26.1% |
355,417 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.131 |
3.911 |
|
| R3 |
4.056 |
4.011 |
3.878 |
|
| R2 |
3.936 |
3.936 |
3.867 |
|
| R1 |
3.891 |
3.891 |
3.856 |
3.914 |
| PP |
3.816 |
3.816 |
3.816 |
3.828 |
| S1 |
3.771 |
3.771 |
3.834 |
3.794 |
| S2 |
3.696 |
3.696 |
3.823 |
|
| S3 |
3.576 |
3.651 |
3.812 |
|
| S4 |
3.456 |
3.531 |
3.779 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.343 |
3.886 |
|
| R3 |
4.263 |
4.124 |
3.826 |
|
| R2 |
4.044 |
4.044 |
3.806 |
|
| R1 |
3.905 |
3.905 |
3.786 |
3.865 |
| PP |
3.825 |
3.825 |
3.825 |
3.805 |
| S1 |
3.686 |
3.686 |
3.746 |
3.646 |
| S2 |
3.606 |
3.606 |
3.726 |
|
| S3 |
3.387 |
3.467 |
3.706 |
|
| S4 |
3.168 |
3.248 |
3.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.964 |
3.742 |
0.222 |
5.8% |
0.094 |
2.5% |
46% |
False |
True |
73,820 |
| 10 |
4.175 |
3.742 |
0.433 |
11.3% |
0.109 |
2.8% |
24% |
False |
True |
70,951 |
| 20 |
4.243 |
3.742 |
0.501 |
13.0% |
0.120 |
3.1% |
21% |
False |
True |
55,684 |
| 40 |
4.340 |
3.742 |
0.598 |
15.6% |
0.115 |
3.0% |
17% |
False |
True |
51,507 |
| 60 |
4.697 |
3.742 |
0.955 |
24.8% |
0.115 |
3.0% |
11% |
False |
True |
42,147 |
| 80 |
5.106 |
3.742 |
1.364 |
35.5% |
0.115 |
3.0% |
8% |
False |
True |
35,516 |
| 100 |
5.106 |
3.742 |
1.364 |
35.5% |
0.117 |
3.0% |
8% |
False |
True |
30,558 |
| 120 |
5.106 |
3.742 |
1.364 |
35.5% |
0.113 |
3.0% |
8% |
False |
True |
26,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.372 |
|
2.618 |
4.176 |
|
1.618 |
4.056 |
|
1.000 |
3.982 |
|
0.618 |
3.936 |
|
HIGH |
3.862 |
|
0.618 |
3.816 |
|
0.500 |
3.802 |
|
0.382 |
3.788 |
|
LOW |
3.742 |
|
0.618 |
3.668 |
|
1.000 |
3.622 |
|
1.618 |
3.548 |
|
2.618 |
3.428 |
|
4.250 |
3.232 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.831 |
3.831 |
| PP |
3.816 |
3.816 |
| S1 |
3.802 |
3.802 |
|