NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.850 |
3.872 |
0.022 |
0.6% |
3.899 |
| High |
3.926 |
3.881 |
-0.045 |
-1.1% |
3.964 |
| Low |
3.825 |
3.781 |
-0.044 |
-1.2% |
3.745 |
| Close |
3.874 |
3.799 |
-0.075 |
-1.9% |
3.766 |
| Range |
0.101 |
0.100 |
-0.001 |
-1.0% |
0.219 |
| ATR |
0.111 |
0.111 |
-0.001 |
-0.7% |
0.000 |
| Volume |
113,568 |
91,803 |
-21,765 |
-19.2% |
355,417 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.120 |
4.060 |
3.854 |
|
| R3 |
4.020 |
3.960 |
3.827 |
|
| R2 |
3.920 |
3.920 |
3.817 |
|
| R1 |
3.860 |
3.860 |
3.808 |
3.840 |
| PP |
3.820 |
3.820 |
3.820 |
3.811 |
| S1 |
3.760 |
3.760 |
3.790 |
3.740 |
| S2 |
3.720 |
3.720 |
3.781 |
|
| S3 |
3.620 |
3.660 |
3.772 |
|
| S4 |
3.520 |
3.560 |
3.744 |
|
|
| 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 |
3.926 |
3.742 |
0.184 |
4.8% |
0.097 |
2.6% |
31% |
False |
False |
88,517 |
| 10 |
4.150 |
3.742 |
0.408 |
10.7% |
0.100 |
2.6% |
14% |
False |
False |
80,846 |
| 20 |
4.243 |
3.742 |
0.501 |
13.2% |
0.118 |
3.1% |
11% |
False |
False |
62,989 |
| 40 |
4.306 |
3.742 |
0.564 |
14.8% |
0.116 |
3.1% |
10% |
False |
False |
55,337 |
| 60 |
4.697 |
3.742 |
0.955 |
25.1% |
0.115 |
3.0% |
6% |
False |
False |
45,045 |
| 80 |
5.106 |
3.742 |
1.364 |
35.9% |
0.115 |
3.0% |
4% |
False |
False |
37,390 |
| 100 |
5.106 |
3.742 |
1.364 |
35.9% |
0.115 |
3.0% |
4% |
False |
False |
32,311 |
| 120 |
5.106 |
3.742 |
1.364 |
35.9% |
0.113 |
3.0% |
4% |
False |
False |
28,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.306 |
|
2.618 |
4.143 |
|
1.618 |
4.043 |
|
1.000 |
3.981 |
|
0.618 |
3.943 |
|
HIGH |
3.881 |
|
0.618 |
3.843 |
|
0.500 |
3.831 |
|
0.382 |
3.819 |
|
LOW |
3.781 |
|
0.618 |
3.719 |
|
1.000 |
3.681 |
|
1.618 |
3.619 |
|
2.618 |
3.519 |
|
4.250 |
3.356 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.831 |
3.834 |
| PP |
3.820 |
3.822 |
| S1 |
3.810 |
3.811 |
|