NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.963 |
3.945 |
-0.018 |
-0.5% |
3.933 |
| High |
3.989 |
4.002 |
0.013 |
0.3% |
4.159 |
| Low |
3.900 |
3.851 |
-0.049 |
-1.3% |
3.876 |
| Close |
3.943 |
3.899 |
-0.044 |
-1.1% |
4.071 |
| Range |
0.089 |
0.151 |
0.062 |
69.7% |
0.283 |
| ATR |
0.121 |
0.123 |
0.002 |
1.7% |
0.000 |
| Volume |
96,820 |
48,826 |
-47,994 |
-49.6% |
409,675 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.370 |
4.286 |
3.982 |
|
| R3 |
4.219 |
4.135 |
3.941 |
|
| R2 |
4.068 |
4.068 |
3.927 |
|
| R1 |
3.984 |
3.984 |
3.913 |
3.951 |
| PP |
3.917 |
3.917 |
3.917 |
3.901 |
| S1 |
3.833 |
3.833 |
3.885 |
3.800 |
| S2 |
3.766 |
3.766 |
3.871 |
|
| S3 |
3.615 |
3.682 |
3.857 |
|
| S4 |
3.464 |
3.531 |
3.816 |
|
|
| 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 |
4.157 |
3.851 |
0.306 |
7.8% |
0.115 |
3.0% |
16% |
False |
True |
62,471 |
| 10 |
4.159 |
3.851 |
0.308 |
7.9% |
0.122 |
3.1% |
16% |
False |
True |
73,446 |
| 20 |
4.454 |
3.851 |
0.603 |
15.5% |
0.114 |
2.9% |
8% |
False |
True |
52,545 |
| 40 |
4.600 |
3.851 |
0.749 |
19.2% |
0.123 |
3.2% |
6% |
False |
True |
43,931 |
| 60 |
5.010 |
3.851 |
1.159 |
29.7% |
0.130 |
3.3% |
4% |
False |
True |
40,074 |
| 80 |
5.010 |
3.851 |
1.159 |
29.7% |
0.130 |
3.3% |
4% |
False |
True |
35,467 |
| 100 |
5.010 |
3.851 |
1.159 |
29.7% |
0.128 |
3.3% |
4% |
False |
True |
32,528 |
| 120 |
5.010 |
3.851 |
1.159 |
29.7% |
0.127 |
3.3% |
4% |
False |
True |
30,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.644 |
|
2.618 |
4.397 |
|
1.618 |
4.246 |
|
1.000 |
4.153 |
|
0.618 |
4.095 |
|
HIGH |
4.002 |
|
0.618 |
3.944 |
|
0.500 |
3.927 |
|
0.382 |
3.909 |
|
LOW |
3.851 |
|
0.618 |
3.758 |
|
1.000 |
3.700 |
|
1.618 |
3.607 |
|
2.618 |
3.456 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.927 |
3.954 |
| PP |
3.917 |
3.936 |
| S1 |
3.908 |
3.917 |
|