NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
3.944 |
4.009 |
0.065 |
1.6% |
4.135 |
High |
4.040 |
4.080 |
0.040 |
1.0% |
4.230 |
Low |
3.888 |
3.980 |
0.092 |
2.4% |
3.901 |
Close |
3.994 |
4.003 |
0.009 |
0.2% |
3.941 |
Range |
0.152 |
0.100 |
-0.052 |
-34.2% |
0.329 |
ATR |
0.126 |
0.124 |
-0.002 |
-1.5% |
0.000 |
Volume |
121,861 |
124,327 |
2,466 |
2.0% |
486,779 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.321 |
4.262 |
4.058 |
|
R3 |
4.221 |
4.162 |
4.031 |
|
R2 |
4.121 |
4.121 |
4.021 |
|
R1 |
4.062 |
4.062 |
4.012 |
4.042 |
PP |
4.021 |
4.021 |
4.021 |
4.011 |
S1 |
3.962 |
3.962 |
3.994 |
3.942 |
S2 |
3.921 |
3.921 |
3.985 |
|
S3 |
3.821 |
3.862 |
3.976 |
|
S4 |
3.721 |
3.762 |
3.948 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.011 |
4.805 |
4.122 |
|
R3 |
4.682 |
4.476 |
4.031 |
|
R2 |
4.353 |
4.353 |
4.001 |
|
R1 |
4.147 |
4.147 |
3.971 |
4.086 |
PP |
4.024 |
4.024 |
4.024 |
3.993 |
S1 |
3.818 |
3.818 |
3.911 |
3.757 |
S2 |
3.695 |
3.695 |
3.881 |
|
S3 |
3.366 |
3.489 |
3.851 |
|
S4 |
3.037 |
3.160 |
3.760 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.118 |
3.855 |
0.263 |
6.6% |
0.130 |
3.2% |
56% |
False |
False |
123,787 |
10 |
4.339 |
3.855 |
0.484 |
12.1% |
0.117 |
2.9% |
31% |
False |
False |
103,589 |
20 |
4.586 |
3.855 |
0.731 |
18.3% |
0.123 |
3.1% |
20% |
False |
False |
83,059 |
40 |
4.660 |
3.855 |
0.805 |
20.1% |
0.127 |
3.2% |
18% |
False |
False |
58,174 |
60 |
5.011 |
3.855 |
1.156 |
28.9% |
0.133 |
3.3% |
13% |
False |
False |
50,663 |
80 |
5.011 |
3.855 |
1.156 |
28.9% |
0.132 |
3.3% |
13% |
False |
False |
41,988 |
100 |
5.011 |
3.855 |
1.156 |
28.9% |
0.130 |
3.2% |
13% |
False |
False |
35,984 |
120 |
5.011 |
3.855 |
1.156 |
28.9% |
0.128 |
3.2% |
13% |
False |
False |
31,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.505 |
2.618 |
4.342 |
1.618 |
4.242 |
1.000 |
4.180 |
0.618 |
4.142 |
HIGH |
4.080 |
0.618 |
4.042 |
0.500 |
4.030 |
0.382 |
4.018 |
LOW |
3.980 |
0.618 |
3.918 |
1.000 |
3.880 |
1.618 |
3.818 |
2.618 |
3.718 |
4.250 |
3.555 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.030 |
3.991 |
PP |
4.021 |
3.979 |
S1 |
4.012 |
3.968 |
|