NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.106 |
4.012 |
-0.094 |
-2.3% |
3.911 |
High |
4.140 |
4.062 |
-0.078 |
-1.9% |
4.143 |
Low |
4.052 |
3.950 |
-0.102 |
-2.5% |
3.855 |
Close |
4.060 |
4.024 |
-0.036 |
-0.9% |
4.060 |
Range |
0.088 |
0.112 |
0.024 |
27.3% |
0.288 |
ATR |
0.131 |
0.130 |
-0.001 |
-1.0% |
0.000 |
Volume |
73,986 |
97,695 |
23,709 |
32.0% |
582,764 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.348 |
4.298 |
4.086 |
|
R3 |
4.236 |
4.186 |
4.055 |
|
R2 |
4.124 |
4.124 |
4.045 |
|
R1 |
4.074 |
4.074 |
4.034 |
4.099 |
PP |
4.012 |
4.012 |
4.012 |
4.025 |
S1 |
3.962 |
3.962 |
4.014 |
3.987 |
S2 |
3.900 |
3.900 |
4.003 |
|
S3 |
3.788 |
3.850 |
3.993 |
|
S4 |
3.676 |
3.738 |
3.962 |
|
|
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 |
3.888 |
0.255 |
6.3% |
0.131 |
3.3% |
53% |
False |
False |
112,123 |
10 |
4.230 |
3.855 |
0.375 |
9.3% |
0.126 |
3.1% |
45% |
False |
False |
109,348 |
20 |
4.573 |
3.855 |
0.718 |
17.8% |
0.121 |
3.0% |
24% |
False |
False |
89,379 |
40 |
4.586 |
3.855 |
0.731 |
18.2% |
0.127 |
3.2% |
23% |
False |
False |
64,018 |
60 |
5.011 |
3.855 |
1.156 |
28.7% |
0.135 |
3.3% |
15% |
False |
False |
55,381 |
80 |
5.011 |
3.855 |
1.156 |
28.7% |
0.133 |
3.3% |
15% |
False |
False |
45,590 |
100 |
5.011 |
3.855 |
1.156 |
28.7% |
0.131 |
3.3% |
15% |
False |
False |
38,860 |
120 |
5.011 |
3.855 |
1.156 |
28.7% |
0.129 |
3.2% |
15% |
False |
False |
33,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.538 |
2.618 |
4.355 |
1.618 |
4.243 |
1.000 |
4.174 |
0.618 |
4.131 |
HIGH |
4.062 |
0.618 |
4.019 |
0.500 |
4.006 |
0.382 |
3.993 |
LOW |
3.950 |
0.618 |
3.881 |
1.000 |
3.838 |
1.618 |
3.769 |
2.618 |
3.657 |
4.250 |
3.474 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.018 |
4.042 |
PP |
4.012 |
4.036 |
S1 |
4.006 |
4.030 |
|