NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.018 |
4.120 |
0.102 |
2.5% |
3.933 |
High |
4.159 |
4.157 |
-0.002 |
0.0% |
4.159 |
Low |
3.960 |
4.064 |
0.104 |
2.6% |
3.876 |
Close |
4.127 |
4.071 |
-0.056 |
-1.4% |
4.071 |
Range |
0.199 |
0.093 |
-0.106 |
-53.3% |
0.283 |
ATR |
0.126 |
0.124 |
-0.002 |
-1.9% |
0.000 |
Volume |
77,433 |
72,941 |
-4,492 |
-5.8% |
409,675 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.376 |
4.317 |
4.122 |
|
R3 |
4.283 |
4.224 |
4.097 |
|
R2 |
4.190 |
4.190 |
4.088 |
|
R1 |
4.131 |
4.131 |
4.080 |
4.114 |
PP |
4.097 |
4.097 |
4.097 |
4.089 |
S1 |
4.038 |
4.038 |
4.062 |
4.021 |
S2 |
4.004 |
4.004 |
4.054 |
|
S3 |
3.911 |
3.945 |
4.045 |
|
S4 |
3.818 |
3.852 |
4.020 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.884 |
4.761 |
4.227 |
|
R3 |
4.601 |
4.478 |
4.149 |
|
R2 |
4.318 |
4.318 |
4.123 |
|
R1 |
4.195 |
4.195 |
4.097 |
4.257 |
PP |
4.035 |
4.035 |
4.035 |
4.066 |
S1 |
3.912 |
3.912 |
4.045 |
3.974 |
S2 |
3.752 |
3.752 |
4.019 |
|
S3 |
3.469 |
3.629 |
3.993 |
|
S4 |
3.186 |
3.346 |
3.915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.159 |
3.876 |
0.283 |
7.0% |
0.131 |
3.2% |
69% |
False |
False |
81,935 |
10 |
4.228 |
3.876 |
0.352 |
8.6% |
0.121 |
3.0% |
55% |
False |
False |
63,333 |
20 |
4.600 |
3.876 |
0.724 |
17.8% |
0.118 |
2.9% |
27% |
False |
False |
48,991 |
40 |
4.600 |
3.876 |
0.724 |
17.8% |
0.123 |
3.0% |
27% |
False |
False |
40,364 |
60 |
5.010 |
3.876 |
1.134 |
27.9% |
0.131 |
3.2% |
17% |
False |
False |
37,170 |
80 |
5.010 |
3.876 |
1.134 |
27.9% |
0.129 |
3.2% |
17% |
False |
False |
33,464 |
100 |
5.010 |
3.876 |
1.134 |
27.9% |
0.128 |
3.2% |
17% |
False |
False |
31,045 |
120 |
5.010 |
3.876 |
1.134 |
27.9% |
0.127 |
3.1% |
17% |
False |
False |
28,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.552 |
2.618 |
4.400 |
1.618 |
4.307 |
1.000 |
4.250 |
0.618 |
4.214 |
HIGH |
4.157 |
0.618 |
4.121 |
0.500 |
4.111 |
0.382 |
4.100 |
LOW |
4.064 |
0.618 |
4.007 |
1.000 |
3.971 |
1.618 |
3.914 |
2.618 |
3.821 |
4.250 |
3.669 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.111 |
4.067 |
PP |
4.097 |
4.063 |
S1 |
4.084 |
4.060 |
|