NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4.029 |
4.019 |
-0.010 |
-0.2% |
4.018 |
| High |
4.100 |
4.056 |
-0.044 |
-1.1% |
4.161 |
| Low |
3.936 |
3.940 |
0.004 |
0.1% |
3.936 |
| Close |
4.015 |
3.962 |
-0.053 |
-1.3% |
3.962 |
| Range |
0.164 |
0.116 |
-0.048 |
-29.3% |
0.225 |
| ATR |
0.105 |
0.106 |
0.001 |
0.8% |
0.000 |
| Volume |
54,096 |
40,195 |
-13,901 |
-25.7% |
196,560 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.334 |
4.264 |
4.026 |
|
| R3 |
4.218 |
4.148 |
3.994 |
|
| R2 |
4.102 |
4.102 |
3.983 |
|
| R1 |
4.032 |
4.032 |
3.973 |
4.009 |
| PP |
3.986 |
3.986 |
3.986 |
3.975 |
| S1 |
3.916 |
3.916 |
3.951 |
3.893 |
| S2 |
3.870 |
3.870 |
3.941 |
|
| S3 |
3.754 |
3.800 |
3.930 |
|
| S4 |
3.638 |
3.684 |
3.898 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.553 |
4.086 |
|
| R3 |
4.470 |
4.328 |
4.024 |
|
| R2 |
4.245 |
4.245 |
4.003 |
|
| R1 |
4.103 |
4.103 |
3.983 |
4.062 |
| PP |
4.020 |
4.020 |
4.020 |
3.999 |
| S1 |
3.878 |
3.878 |
3.941 |
3.837 |
| S2 |
3.795 |
3.795 |
3.921 |
|
| S3 |
3.570 |
3.653 |
3.900 |
|
| S4 |
3.345 |
3.428 |
3.838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.161 |
3.936 |
0.225 |
5.7% |
0.113 |
2.9% |
12% |
False |
False |
39,312 |
| 10 |
4.205 |
3.936 |
0.269 |
6.8% |
0.093 |
2.3% |
10% |
False |
False |
38,046 |
| 20 |
4.385 |
3.936 |
0.449 |
11.3% |
0.105 |
2.7% |
6% |
False |
False |
35,455 |
| 40 |
4.516 |
3.936 |
0.580 |
14.6% |
0.108 |
2.7% |
4% |
False |
False |
29,534 |
| 60 |
4.871 |
3.936 |
0.935 |
23.6% |
0.106 |
2.7% |
3% |
False |
False |
24,093 |
| 80 |
5.283 |
3.936 |
1.347 |
34.0% |
0.112 |
2.8% |
2% |
False |
False |
20,184 |
| 100 |
5.283 |
3.936 |
1.347 |
34.0% |
0.111 |
2.8% |
2% |
False |
False |
17,717 |
| 120 |
5.283 |
3.936 |
1.347 |
34.0% |
0.110 |
2.8% |
2% |
False |
False |
15,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.549 |
|
2.618 |
4.360 |
|
1.618 |
4.244 |
|
1.000 |
4.172 |
|
0.618 |
4.128 |
|
HIGH |
4.056 |
|
0.618 |
4.012 |
|
0.500 |
3.998 |
|
0.382 |
3.984 |
|
LOW |
3.940 |
|
0.618 |
3.868 |
|
1.000 |
3.824 |
|
1.618 |
3.752 |
|
2.618 |
3.636 |
|
4.250 |
3.447 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.998 |
4.022 |
| PP |
3.986 |
4.002 |
| S1 |
3.974 |
3.982 |
|