NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
3.998 |
4.106 |
0.108 |
2.7% |
3.911 |
High |
4.143 |
4.140 |
-0.003 |
-0.1% |
4.143 |
Low |
3.940 |
4.052 |
0.112 |
2.8% |
3.855 |
Close |
3.990 |
4.060 |
0.070 |
1.8% |
4.060 |
Range |
0.203 |
0.088 |
-0.115 |
-56.7% |
0.288 |
ATR |
0.130 |
0.131 |
0.001 |
1.1% |
0.000 |
Volume |
142,748 |
73,986 |
-68,762 |
-48.2% |
582,764 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.348 |
4.292 |
4.108 |
|
R3 |
4.260 |
4.204 |
4.084 |
|
R2 |
4.172 |
4.172 |
4.076 |
|
R1 |
4.116 |
4.116 |
4.068 |
4.100 |
PP |
4.084 |
4.084 |
4.084 |
4.076 |
S1 |
4.028 |
4.028 |
4.052 |
4.012 |
S2 |
3.996 |
3.996 |
4.044 |
|
S3 |
3.908 |
3.940 |
4.036 |
|
S4 |
3.820 |
3.852 |
4.012 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.883 |
4.760 |
4.218 |
|
R3 |
4.595 |
4.472 |
4.139 |
|
R2 |
4.307 |
4.307 |
4.113 |
|
R1 |
4.184 |
4.184 |
4.086 |
4.246 |
PP |
4.019 |
4.019 |
4.019 |
4.050 |
S1 |
3.896 |
3.896 |
4.034 |
3.958 |
S2 |
3.731 |
3.731 |
4.007 |
|
S3 |
3.443 |
3.608 |
3.981 |
|
S4 |
3.155 |
3.320 |
3.902 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.143 |
3.855 |
0.288 |
7.1% |
0.132 |
3.3% |
71% |
False |
False |
116,552 |
10 |
4.230 |
3.855 |
0.375 |
9.2% |
0.123 |
3.0% |
55% |
False |
False |
106,954 |
20 |
4.586 |
3.855 |
0.731 |
18.0% |
0.121 |
3.0% |
28% |
False |
False |
87,251 |
40 |
4.586 |
3.855 |
0.731 |
18.0% |
0.128 |
3.1% |
28% |
False |
False |
62,253 |
60 |
5.011 |
3.855 |
1.156 |
28.5% |
0.135 |
3.3% |
18% |
False |
False |
53,906 |
80 |
5.011 |
3.855 |
1.156 |
28.5% |
0.132 |
3.3% |
18% |
False |
False |
44,476 |
100 |
5.011 |
3.855 |
1.156 |
28.5% |
0.131 |
3.2% |
18% |
False |
False |
37,953 |
120 |
5.011 |
3.855 |
1.156 |
28.5% |
0.129 |
3.2% |
18% |
False |
False |
33,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.514 |
2.618 |
4.370 |
1.618 |
4.282 |
1.000 |
4.228 |
0.618 |
4.194 |
HIGH |
4.140 |
0.618 |
4.106 |
0.500 |
4.096 |
0.382 |
4.086 |
LOW |
4.052 |
0.618 |
3.998 |
1.000 |
3.964 |
1.618 |
3.910 |
2.618 |
3.822 |
4.250 |
3.678 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.096 |
4.054 |
PP |
4.084 |
4.048 |
S1 |
4.072 |
4.042 |
|