NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.038 |
3.932 |
-0.106 |
-2.6% |
3.911 |
| High |
4.042 |
3.982 |
-0.060 |
-1.5% |
4.143 |
| Low |
3.903 |
3.892 |
-0.011 |
-0.3% |
3.855 |
| Close |
3.932 |
3.933 |
0.001 |
0.0% |
4.060 |
| Range |
0.139 |
0.090 |
-0.049 |
-35.3% |
0.288 |
| ATR |
0.130 |
0.128 |
-0.003 |
-2.2% |
0.000 |
| Volume |
128,762 |
86,732 |
-42,030 |
-32.6% |
582,764 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.206 |
4.159 |
3.983 |
|
| R3 |
4.116 |
4.069 |
3.958 |
|
| R2 |
4.026 |
4.026 |
3.950 |
|
| R1 |
3.979 |
3.979 |
3.941 |
4.003 |
| PP |
3.936 |
3.936 |
3.936 |
3.947 |
| S1 |
3.889 |
3.889 |
3.925 |
3.913 |
| S2 |
3.846 |
3.846 |
3.917 |
|
| S3 |
3.756 |
3.799 |
3.908 |
|
| S4 |
3.666 |
3.709 |
3.884 |
|
|
| 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 |
3.892 |
0.251 |
6.4% |
0.126 |
3.2% |
16% |
False |
True |
105,984 |
| 10 |
4.143 |
3.855 |
0.288 |
7.3% |
0.128 |
3.3% |
27% |
False |
False |
114,886 |
| 20 |
4.562 |
3.855 |
0.707 |
18.0% |
0.121 |
3.1% |
11% |
False |
False |
94,621 |
| 40 |
4.586 |
3.855 |
0.731 |
18.6% |
0.126 |
3.2% |
11% |
False |
False |
68,103 |
| 60 |
5.011 |
3.855 |
1.156 |
29.4% |
0.133 |
3.4% |
7% |
False |
False |
58,500 |
| 80 |
5.011 |
3.855 |
1.156 |
29.4% |
0.133 |
3.4% |
7% |
False |
False |
47,969 |
| 100 |
5.011 |
3.855 |
1.156 |
29.4% |
0.130 |
3.3% |
7% |
False |
False |
40,778 |
| 120 |
5.011 |
3.855 |
1.156 |
29.4% |
0.129 |
3.3% |
7% |
False |
False |
35,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
4.218 |
|
1.618 |
4.128 |
|
1.000 |
4.072 |
|
0.618 |
4.038 |
|
HIGH |
3.982 |
|
0.618 |
3.948 |
|
0.500 |
3.937 |
|
0.382 |
3.926 |
|
LOW |
3.892 |
|
0.618 |
3.836 |
|
1.000 |
3.802 |
|
1.618 |
3.746 |
|
2.618 |
3.656 |
|
4.250 |
3.510 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
3.977 |
| PP |
3.936 |
3.962 |
| S1 |
3.934 |
3.948 |
|