NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.176 |
4.259 |
0.083 |
2.0% |
4.213 |
| High |
4.297 |
4.370 |
0.073 |
1.7% |
4.341 |
| Low |
4.156 |
4.235 |
0.079 |
1.9% |
4.172 |
| Close |
4.257 |
4.317 |
0.060 |
1.4% |
4.196 |
| Range |
0.141 |
0.135 |
-0.006 |
-4.3% |
0.169 |
| ATR |
0.114 |
0.116 |
0.001 |
1.3% |
0.000 |
| Volume |
30,335 |
28,247 |
-2,088 |
-6.9% |
143,686 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.712 |
4.650 |
4.391 |
|
| R3 |
4.577 |
4.515 |
4.354 |
|
| R2 |
4.442 |
4.442 |
4.342 |
|
| R1 |
4.380 |
4.380 |
4.329 |
4.411 |
| PP |
4.307 |
4.307 |
4.307 |
4.323 |
| S1 |
4.245 |
4.245 |
4.305 |
4.276 |
| S2 |
4.172 |
4.172 |
4.292 |
|
| S3 |
4.037 |
4.110 |
4.280 |
|
| S4 |
3.902 |
3.975 |
4.243 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.743 |
4.639 |
4.289 |
|
| R3 |
4.574 |
4.470 |
4.242 |
|
| R2 |
4.405 |
4.405 |
4.227 |
|
| R1 |
4.301 |
4.301 |
4.211 |
4.269 |
| PP |
4.236 |
4.236 |
4.236 |
4.220 |
| S1 |
4.132 |
4.132 |
4.181 |
4.100 |
| S2 |
4.067 |
4.067 |
4.165 |
|
| S3 |
3.898 |
3.963 |
4.150 |
|
| S4 |
3.729 |
3.794 |
4.103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.370 |
4.120 |
0.250 |
5.8% |
0.108 |
2.5% |
79% |
True |
False |
30,971 |
| 10 |
4.450 |
4.120 |
0.330 |
7.6% |
0.129 |
3.0% |
60% |
False |
False |
31,786 |
| 20 |
4.450 |
4.120 |
0.330 |
7.6% |
0.115 |
2.7% |
60% |
False |
False |
26,073 |
| 40 |
4.851 |
4.120 |
0.731 |
16.9% |
0.110 |
2.5% |
27% |
False |
False |
21,981 |
| 60 |
4.871 |
4.120 |
0.751 |
17.4% |
0.109 |
2.5% |
26% |
False |
False |
18,146 |
| 80 |
5.283 |
4.120 |
1.163 |
26.9% |
0.113 |
2.6% |
17% |
False |
False |
15,979 |
| 100 |
5.283 |
4.120 |
1.163 |
26.9% |
0.112 |
2.6% |
17% |
False |
False |
14,113 |
| 120 |
5.283 |
4.120 |
1.163 |
26.9% |
0.111 |
2.6% |
17% |
False |
False |
12,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.944 |
|
2.618 |
4.723 |
|
1.618 |
4.588 |
|
1.000 |
4.505 |
|
0.618 |
4.453 |
|
HIGH |
4.370 |
|
0.618 |
4.318 |
|
0.500 |
4.303 |
|
0.382 |
4.287 |
|
LOW |
4.235 |
|
0.618 |
4.152 |
|
1.000 |
4.100 |
|
1.618 |
4.017 |
|
2.618 |
3.882 |
|
4.250 |
3.661 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.312 |
4.293 |
| PP |
4.307 |
4.269 |
| S1 |
4.303 |
4.245 |
|