NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.034 |
4.049 |
0.015 |
0.4% |
3.933 |
| High |
4.073 |
4.057 |
-0.016 |
-0.4% |
4.159 |
| Low |
3.965 |
3.921 |
-0.044 |
-1.1% |
3.876 |
| Close |
4.039 |
3.942 |
-0.097 |
-2.4% |
4.071 |
| Range |
0.108 |
0.136 |
0.028 |
25.9% |
0.283 |
| ATR |
0.123 |
0.124 |
0.001 |
0.8% |
0.000 |
| Volume |
40,233 |
53,539 |
13,306 |
33.1% |
409,675 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.381 |
4.298 |
4.017 |
|
| R3 |
4.245 |
4.162 |
3.979 |
|
| R2 |
4.109 |
4.109 |
3.967 |
|
| R1 |
4.026 |
4.026 |
3.954 |
4.000 |
| PP |
3.973 |
3.973 |
3.973 |
3.960 |
| S1 |
3.890 |
3.890 |
3.930 |
3.864 |
| S2 |
3.837 |
3.837 |
3.917 |
|
| S3 |
3.701 |
3.754 |
3.905 |
|
| S4 |
3.565 |
3.618 |
3.867 |
|
|
| 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 |
3.921 |
0.238 |
6.0% |
0.127 |
3.2% |
9% |
False |
True |
66,484 |
| 10 |
4.182 |
3.876 |
0.306 |
7.8% |
0.129 |
3.3% |
22% |
False |
False |
66,356 |
| 20 |
4.584 |
3.876 |
0.708 |
18.0% |
0.121 |
3.1% |
9% |
False |
False |
48,879 |
| 40 |
4.600 |
3.876 |
0.724 |
18.4% |
0.123 |
3.1% |
9% |
False |
False |
41,337 |
| 60 |
5.010 |
3.876 |
1.134 |
28.8% |
0.131 |
3.3% |
6% |
False |
False |
38,231 |
| 80 |
5.010 |
3.876 |
1.134 |
28.8% |
0.130 |
3.3% |
6% |
False |
False |
34,140 |
| 100 |
5.010 |
3.876 |
1.134 |
28.8% |
0.128 |
3.3% |
6% |
False |
False |
31,550 |
| 120 |
5.010 |
3.876 |
1.134 |
28.8% |
0.128 |
3.2% |
6% |
False |
False |
29,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.635 |
|
2.618 |
4.413 |
|
1.618 |
4.277 |
|
1.000 |
4.193 |
|
0.618 |
4.141 |
|
HIGH |
4.057 |
|
0.618 |
4.005 |
|
0.500 |
3.989 |
|
0.382 |
3.973 |
|
LOW |
3.921 |
|
0.618 |
3.837 |
|
1.000 |
3.785 |
|
1.618 |
3.701 |
|
2.618 |
3.565 |
|
4.250 |
3.343 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.989 |
4.039 |
| PP |
3.973 |
4.007 |
| S1 |
3.958 |
3.974 |
|