NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.893 |
3.889 |
-0.004 |
-0.1% |
4.012 |
| High |
3.928 |
4.048 |
0.120 |
3.1% |
4.062 |
| Low |
3.853 |
3.874 |
0.021 |
0.5% |
3.843 |
| Close |
3.889 |
3.993 |
0.104 |
2.7% |
3.940 |
| Range |
0.075 |
0.174 |
0.099 |
132.0% |
0.219 |
| ATR |
0.123 |
0.127 |
0.004 |
3.0% |
0.000 |
| Volume |
103,120 |
122,516 |
19,396 |
18.8% |
499,661 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.494 |
4.417 |
4.089 |
|
| R3 |
4.320 |
4.243 |
4.041 |
|
| R2 |
4.146 |
4.146 |
4.025 |
|
| R1 |
4.069 |
4.069 |
4.009 |
4.108 |
| PP |
3.972 |
3.972 |
3.972 |
3.991 |
| S1 |
3.895 |
3.895 |
3.977 |
3.934 |
| S2 |
3.798 |
3.798 |
3.961 |
|
| S3 |
3.624 |
3.721 |
3.945 |
|
| S4 |
3.450 |
3.547 |
3.897 |
|
|
| 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 |
4.048 |
3.843 |
0.205 |
5.1% |
0.113 |
2.8% |
73% |
True |
False |
99,768 |
| 10 |
4.143 |
3.843 |
0.300 |
7.5% |
0.121 |
3.0% |
50% |
False |
False |
106,635 |
| 20 |
4.379 |
3.843 |
0.536 |
13.4% |
0.118 |
2.9% |
28% |
False |
False |
102,983 |
| 40 |
4.586 |
3.843 |
0.743 |
18.6% |
0.126 |
3.2% |
20% |
False |
False |
75,700 |
| 60 |
5.011 |
3.843 |
1.168 |
29.3% |
0.131 |
3.3% |
13% |
False |
False |
64,236 |
| 80 |
5.011 |
3.843 |
1.168 |
29.3% |
0.132 |
3.3% |
13% |
False |
False |
52,672 |
| 100 |
5.011 |
3.843 |
1.168 |
29.3% |
0.128 |
3.2% |
13% |
False |
False |
44,553 |
| 120 |
5.011 |
3.843 |
1.168 |
29.3% |
0.129 |
3.2% |
13% |
False |
False |
38,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.788 |
|
2.618 |
4.504 |
|
1.618 |
4.330 |
|
1.000 |
4.222 |
|
0.618 |
4.156 |
|
HIGH |
4.048 |
|
0.618 |
3.982 |
|
0.500 |
3.961 |
|
0.382 |
3.940 |
|
LOW |
3.874 |
|
0.618 |
3.766 |
|
1.000 |
3.700 |
|
1.618 |
3.592 |
|
2.618 |
3.418 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
3.979 |
| PP |
3.972 |
3.965 |
| S1 |
3.961 |
3.951 |
|