NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.933 |
3.926 |
-0.007 |
-0.2% |
4.012 |
| High |
3.996 |
3.972 |
-0.024 |
-0.6% |
4.062 |
| Low |
3.843 |
3.901 |
0.058 |
1.5% |
3.843 |
| Close |
3.892 |
3.940 |
0.048 |
1.2% |
3.940 |
| Range |
0.153 |
0.071 |
-0.082 |
-53.6% |
0.219 |
| ATR |
0.129 |
0.126 |
-0.004 |
-2.7% |
0.000 |
| Volume |
124,275 |
62,197 |
-62,078 |
-50.0% |
499,661 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.116 |
3.979 |
|
| R3 |
4.080 |
4.045 |
3.960 |
|
| R2 |
4.009 |
4.009 |
3.953 |
|
| R1 |
3.974 |
3.974 |
3.947 |
3.992 |
| PP |
3.938 |
3.938 |
3.938 |
3.946 |
| S1 |
3.903 |
3.903 |
3.933 |
3.921 |
| S2 |
3.867 |
3.867 |
3.927 |
|
| S3 |
3.796 |
3.832 |
3.920 |
|
| S4 |
3.725 |
3.761 |
3.901 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.605 |
4.492 |
4.060 |
|
| R3 |
4.386 |
4.273 |
4.000 |
|
| R2 |
4.167 |
4.167 |
3.980 |
|
| R1 |
4.054 |
4.054 |
3.960 |
4.001 |
| PP |
3.948 |
3.948 |
3.948 |
3.922 |
| S1 |
3.835 |
3.835 |
3.920 |
3.782 |
| S2 |
3.729 |
3.729 |
3.900 |
|
| S3 |
3.510 |
3.616 |
3.880 |
|
| S4 |
3.291 |
3.397 |
3.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.062 |
3.843 |
0.219 |
5.6% |
0.113 |
2.9% |
44% |
False |
False |
99,932 |
| 10 |
4.143 |
3.843 |
0.300 |
7.6% |
0.123 |
3.1% |
32% |
False |
False |
108,242 |
| 20 |
4.430 |
3.843 |
0.587 |
14.9% |
0.115 |
2.9% |
17% |
False |
False |
97,989 |
| 40 |
4.586 |
3.843 |
0.743 |
18.9% |
0.124 |
3.1% |
13% |
False |
False |
71,461 |
| 60 |
5.011 |
3.843 |
1.168 |
29.6% |
0.134 |
3.4% |
8% |
False |
False |
61,103 |
| 80 |
5.011 |
3.843 |
1.168 |
29.6% |
0.133 |
3.4% |
8% |
False |
False |
50,116 |
| 100 |
5.011 |
3.843 |
1.168 |
29.6% |
0.129 |
3.3% |
8% |
False |
False |
42,471 |
| 120 |
5.011 |
3.843 |
1.168 |
29.6% |
0.128 |
3.3% |
8% |
False |
False |
37,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.274 |
|
2.618 |
4.158 |
|
1.618 |
4.087 |
|
1.000 |
4.043 |
|
0.618 |
4.016 |
|
HIGH |
3.972 |
|
0.618 |
3.945 |
|
0.500 |
3.937 |
|
0.382 |
3.928 |
|
LOW |
3.901 |
|
0.618 |
3.857 |
|
1.000 |
3.830 |
|
1.618 |
3.786 |
|
2.618 |
3.715 |
|
4.250 |
3.599 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.939 |
3.933 |
| PP |
3.938 |
3.926 |
| S1 |
3.937 |
3.920 |
|