NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
3.872 |
3.793 |
-0.079 |
-2.0% |
3.899 |
| High |
3.881 |
3.837 |
-0.044 |
-1.1% |
3.964 |
| Low |
3.781 |
3.685 |
-0.096 |
-2.5% |
3.745 |
| Close |
3.799 |
3.747 |
-0.052 |
-1.4% |
3.766 |
| Range |
0.100 |
0.152 |
0.052 |
52.0% |
0.219 |
| ATR |
0.111 |
0.113 |
0.003 |
2.7% |
0.000 |
| Volume |
91,803 |
151,380 |
59,577 |
64.9% |
355,417 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.132 |
3.831 |
|
| R3 |
4.060 |
3.980 |
3.789 |
|
| R2 |
3.908 |
3.908 |
3.775 |
|
| R1 |
3.828 |
3.828 |
3.761 |
3.792 |
| PP |
3.756 |
3.756 |
3.756 |
3.739 |
| S1 |
3.676 |
3.676 |
3.733 |
3.640 |
| S2 |
3.604 |
3.604 |
3.719 |
|
| S3 |
3.452 |
3.524 |
3.705 |
|
| S4 |
3.300 |
3.372 |
3.663 |
|
|
| 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 |
3.685 |
0.241 |
6.4% |
0.108 |
2.9% |
26% |
False |
True |
99,721 |
| 10 |
3.994 |
3.685 |
0.309 |
8.2% |
0.099 |
2.6% |
20% |
False |
True |
86,933 |
| 20 |
4.243 |
3.685 |
0.558 |
14.9% |
0.116 |
3.1% |
11% |
False |
True |
68,666 |
| 40 |
4.306 |
3.685 |
0.621 |
16.6% |
0.117 |
3.1% |
10% |
False |
True |
58,282 |
| 60 |
4.697 |
3.685 |
1.012 |
27.0% |
0.116 |
3.1% |
6% |
False |
True |
47,050 |
| 80 |
5.106 |
3.685 |
1.421 |
37.9% |
0.116 |
3.1% |
4% |
False |
True |
39,060 |
| 100 |
5.106 |
3.685 |
1.421 |
37.9% |
0.115 |
3.1% |
4% |
False |
True |
33,715 |
| 120 |
5.106 |
3.685 |
1.421 |
37.9% |
0.114 |
3.0% |
4% |
False |
True |
29,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.483 |
|
2.618 |
4.235 |
|
1.618 |
4.083 |
|
1.000 |
3.989 |
|
0.618 |
3.931 |
|
HIGH |
3.837 |
|
0.618 |
3.779 |
|
0.500 |
3.761 |
|
0.382 |
3.743 |
|
LOW |
3.685 |
|
0.618 |
3.591 |
|
1.000 |
3.533 |
|
1.618 |
3.439 |
|
2.618 |
3.287 |
|
4.250 |
3.039 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.761 |
3.806 |
| PP |
3.756 |
3.786 |
| S1 |
3.752 |
3.767 |
|