NYMEX Natural Gas Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
3.940 |
3.927 |
-0.013 |
-0.3% |
4.018 |
| High |
4.001 |
3.955 |
-0.046 |
-1.1% |
4.161 |
| Low |
3.902 |
3.909 |
0.007 |
0.2% |
3.936 |
| Close |
3.980 |
3.944 |
-0.036 |
-0.9% |
3.962 |
| Range |
0.099 |
0.046 |
-0.053 |
-53.5% |
0.225 |
| ATR |
0.105 |
0.103 |
-0.002 |
-2.3% |
0.000 |
| Volume |
45,343 |
44,214 |
-1,129 |
-2.5% |
196,560 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
4.055 |
3.969 |
|
| R3 |
4.028 |
4.009 |
3.957 |
|
| R2 |
3.982 |
3.982 |
3.952 |
|
| R1 |
3.963 |
3.963 |
3.948 |
3.973 |
| PP |
3.936 |
3.936 |
3.936 |
3.941 |
| S1 |
3.917 |
3.917 |
3.940 |
3.927 |
| S2 |
3.890 |
3.890 |
3.936 |
|
| S3 |
3.844 |
3.871 |
3.931 |
|
| S4 |
3.798 |
3.825 |
3.919 |
|
|
| 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 |
4.107 |
3.902 |
0.205 |
5.2% |
0.101 |
2.6% |
20% |
False |
False |
42,934 |
| 10 |
4.161 |
3.902 |
0.259 |
6.6% |
0.093 |
2.4% |
16% |
False |
False |
41,454 |
| 20 |
4.370 |
3.902 |
0.468 |
11.9% |
0.098 |
2.5% |
9% |
False |
False |
36,785 |
| 40 |
4.516 |
3.902 |
0.614 |
15.6% |
0.106 |
2.7% |
7% |
False |
False |
30,149 |
| 60 |
4.871 |
3.902 |
0.969 |
24.6% |
0.105 |
2.7% |
4% |
False |
False |
25,108 |
| 80 |
5.156 |
3.902 |
1.254 |
31.8% |
0.108 |
2.7% |
3% |
False |
False |
20,975 |
| 100 |
5.283 |
3.902 |
1.381 |
35.0% |
0.110 |
2.8% |
3% |
False |
False |
18,465 |
| 120 |
5.283 |
3.902 |
1.381 |
35.0% |
0.110 |
2.8% |
3% |
False |
False |
16,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.151 |
|
2.618 |
4.075 |
|
1.618 |
4.029 |
|
1.000 |
4.001 |
|
0.618 |
3.983 |
|
HIGH |
3.955 |
|
0.618 |
3.937 |
|
0.500 |
3.932 |
|
0.382 |
3.927 |
|
LOW |
3.909 |
|
0.618 |
3.881 |
|
1.000 |
3.863 |
|
1.618 |
3.835 |
|
2.618 |
3.789 |
|
4.250 |
3.714 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.940 |
3.979 |
| PP |
3.936 |
3.967 |
| S1 |
3.932 |
3.956 |
|