NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.018 |
4.106 |
0.088 |
2.2% |
4.134 |
| High |
4.107 |
4.161 |
0.054 |
1.3% |
4.205 |
| Low |
3.995 |
4.070 |
0.075 |
1.9% |
4.016 |
| Close |
4.097 |
4.104 |
0.007 |
0.2% |
4.021 |
| Range |
0.112 |
0.091 |
-0.021 |
-18.8% |
0.189 |
| ATR |
0.103 |
0.102 |
-0.001 |
-0.8% |
0.000 |
| Volume |
31,490 |
39,954 |
8,464 |
26.9% |
183,902 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.385 |
4.335 |
4.154 |
|
| R3 |
4.294 |
4.244 |
4.129 |
|
| R2 |
4.203 |
4.203 |
4.121 |
|
| R1 |
4.153 |
4.153 |
4.112 |
4.133 |
| PP |
4.112 |
4.112 |
4.112 |
4.101 |
| S1 |
4.062 |
4.062 |
4.096 |
4.042 |
| S2 |
4.021 |
4.021 |
4.087 |
|
| S3 |
3.930 |
3.971 |
4.079 |
|
| S4 |
3.839 |
3.880 |
4.054 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.648 |
4.523 |
4.125 |
|
| R3 |
4.459 |
4.334 |
4.073 |
|
| R2 |
4.270 |
4.270 |
4.056 |
|
| R1 |
4.145 |
4.145 |
4.038 |
4.113 |
| PP |
4.081 |
4.081 |
4.081 |
4.065 |
| S1 |
3.956 |
3.956 |
4.004 |
3.924 |
| S2 |
3.892 |
3.892 |
3.986 |
|
| S3 |
3.703 |
3.767 |
3.969 |
|
| S4 |
3.514 |
3.578 |
3.917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.161 |
3.995 |
0.166 |
4.0% |
0.085 |
2.1% |
66% |
True |
False |
39,975 |
| 10 |
4.370 |
3.995 |
0.375 |
9.1% |
0.093 |
2.3% |
29% |
False |
False |
35,161 |
| 20 |
4.450 |
3.995 |
0.455 |
11.1% |
0.110 |
2.7% |
24% |
False |
False |
32,950 |
| 40 |
4.537 |
3.995 |
0.542 |
13.2% |
0.107 |
2.6% |
20% |
False |
False |
27,856 |
| 60 |
4.871 |
3.995 |
0.876 |
21.3% |
0.107 |
2.6% |
12% |
False |
False |
22,462 |
| 80 |
5.283 |
3.995 |
1.288 |
31.4% |
0.110 |
2.7% |
8% |
False |
False |
19,098 |
| 100 |
5.283 |
3.995 |
1.288 |
31.4% |
0.110 |
2.7% |
8% |
False |
False |
16,717 |
| 120 |
5.283 |
3.995 |
1.288 |
31.4% |
0.109 |
2.7% |
8% |
False |
False |
14,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.548 |
|
2.618 |
4.399 |
|
1.618 |
4.308 |
|
1.000 |
4.252 |
|
0.618 |
4.217 |
|
HIGH |
4.161 |
|
0.618 |
4.126 |
|
0.500 |
4.116 |
|
0.382 |
4.105 |
|
LOW |
4.070 |
|
0.618 |
4.014 |
|
1.000 |
3.979 |
|
1.618 |
3.923 |
|
2.618 |
3.832 |
|
4.250 |
3.683 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.116 |
4.095 |
| PP |
4.112 |
4.087 |
| S1 |
4.108 |
4.078 |
|