NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.915 |
3.927 |
0.012 |
0.3% |
3.893 |
| High |
3.984 |
3.964 |
-0.020 |
-0.5% |
4.048 |
| Low |
3.870 |
3.904 |
0.034 |
0.9% |
3.853 |
| Close |
3.931 |
3.958 |
0.027 |
0.7% |
3.958 |
| Range |
0.114 |
0.060 |
-0.054 |
-47.4% |
0.195 |
| ATR |
0.125 |
0.120 |
-0.005 |
-3.7% |
0.000 |
| Volume |
87,183 |
41,454 |
-45,729 |
-52.5% |
437,005 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.100 |
3.991 |
|
| R3 |
4.062 |
4.040 |
3.975 |
|
| R2 |
4.002 |
4.002 |
3.969 |
|
| R1 |
3.980 |
3.980 |
3.964 |
3.991 |
| PP |
3.942 |
3.942 |
3.942 |
3.948 |
| S1 |
3.920 |
3.920 |
3.953 |
3.931 |
| S2 |
3.882 |
3.882 |
3.947 |
|
| S3 |
3.822 |
3.860 |
3.942 |
|
| S4 |
3.762 |
3.800 |
3.925 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.538 |
4.443 |
4.065 |
|
| R3 |
4.343 |
4.248 |
4.012 |
|
| R2 |
4.148 |
4.148 |
3.994 |
|
| R1 |
4.053 |
4.053 |
3.976 |
4.101 |
| PP |
3.953 |
3.953 |
3.953 |
3.977 |
| S1 |
3.858 |
3.858 |
3.940 |
3.906 |
| S2 |
3.758 |
3.758 |
3.922 |
|
| S3 |
3.563 |
3.663 |
3.904 |
|
| S4 |
3.368 |
3.468 |
3.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.048 |
3.853 |
0.195 |
4.9% |
0.107 |
2.7% |
54% |
False |
False |
87,401 |
| 10 |
4.062 |
3.843 |
0.219 |
5.5% |
0.110 |
2.8% |
53% |
False |
False |
93,666 |
| 20 |
4.230 |
3.843 |
0.387 |
9.8% |
0.116 |
2.9% |
30% |
False |
False |
100,310 |
| 40 |
4.586 |
3.843 |
0.743 |
18.8% |
0.123 |
3.1% |
15% |
False |
False |
79,364 |
| 60 |
5.011 |
3.843 |
1.168 |
29.5% |
0.129 |
3.3% |
10% |
False |
False |
66,262 |
| 80 |
5.011 |
3.843 |
1.168 |
29.5% |
0.133 |
3.3% |
10% |
False |
False |
54,582 |
| 100 |
5.011 |
3.843 |
1.168 |
29.5% |
0.128 |
3.2% |
10% |
False |
False |
46,294 |
| 120 |
5.011 |
3.843 |
1.168 |
29.5% |
0.128 |
3.2% |
10% |
False |
False |
40,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.219 |
|
2.618 |
4.121 |
|
1.618 |
4.061 |
|
1.000 |
4.024 |
|
0.618 |
4.001 |
|
HIGH |
3.964 |
|
0.618 |
3.941 |
|
0.500 |
3.934 |
|
0.382 |
3.927 |
|
LOW |
3.904 |
|
0.618 |
3.867 |
|
1.000 |
3.844 |
|
1.618 |
3.807 |
|
2.618 |
3.747 |
|
4.250 |
3.649 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.950 |
3.955 |
| PP |
3.942 |
3.952 |
| S1 |
3.934 |
3.950 |
|