NYMEX Natural Gas Future October 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 |
3.900 |
3.869 |
-0.031 |
-0.8% |
4.034 |
| High |
3.924 |
4.024 |
0.100 |
2.5% |
4.073 |
| Low |
3.855 |
3.851 |
-0.004 |
-0.1% |
3.851 |
| Close |
3.869 |
3.968 |
0.099 |
2.6% |
3.941 |
| Range |
0.069 |
0.173 |
0.104 |
150.7% |
0.222 |
| ATR |
0.118 |
0.122 |
0.004 |
3.4% |
0.000 |
| Volume |
40,530 |
71,124 |
30,594 |
75.5% |
317,222 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.467 |
4.390 |
4.063 |
|
| R3 |
4.294 |
4.217 |
4.016 |
|
| R2 |
4.121 |
4.121 |
4.000 |
|
| R1 |
4.044 |
4.044 |
3.984 |
4.083 |
| PP |
3.948 |
3.948 |
3.948 |
3.967 |
| S1 |
3.871 |
3.871 |
3.952 |
3.910 |
| S2 |
3.775 |
3.775 |
3.936 |
|
| S3 |
3.602 |
3.698 |
3.920 |
|
| S4 |
3.429 |
3.525 |
3.873 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.621 |
4.503 |
4.063 |
|
| R3 |
4.399 |
4.281 |
4.002 |
|
| R2 |
4.177 |
4.177 |
3.982 |
|
| R1 |
4.059 |
4.059 |
3.961 |
4.007 |
| PP |
3.955 |
3.955 |
3.955 |
3.929 |
| S1 |
3.837 |
3.837 |
3.921 |
3.785 |
| S2 |
3.733 |
3.733 |
3.900 |
|
| S3 |
3.511 |
3.615 |
3.880 |
|
| S4 |
3.289 |
3.393 |
3.819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.024 |
3.851 |
0.173 |
4.4% |
0.110 |
2.8% |
68% |
True |
True |
67,020 |
| 10 |
4.159 |
3.851 |
0.308 |
7.8% |
0.119 |
3.0% |
38% |
False |
True |
66,752 |
| 20 |
4.391 |
3.851 |
0.540 |
13.6% |
0.115 |
2.9% |
22% |
False |
True |
57,481 |
| 40 |
4.600 |
3.851 |
0.749 |
18.9% |
0.123 |
3.1% |
16% |
False |
True |
47,014 |
| 60 |
5.010 |
3.851 |
1.159 |
29.2% |
0.128 |
3.2% |
10% |
False |
True |
42,293 |
| 80 |
5.010 |
3.851 |
1.159 |
29.2% |
0.129 |
3.3% |
10% |
False |
True |
37,127 |
| 100 |
5.010 |
3.851 |
1.159 |
29.2% |
0.126 |
3.2% |
10% |
False |
True |
33,745 |
| 120 |
5.010 |
3.851 |
1.159 |
29.2% |
0.127 |
3.2% |
10% |
False |
True |
31,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.759 |
|
2.618 |
4.477 |
|
1.618 |
4.304 |
|
1.000 |
4.197 |
|
0.618 |
4.131 |
|
HIGH |
4.024 |
|
0.618 |
3.958 |
|
0.500 |
3.938 |
|
0.382 |
3.917 |
|
LOW |
3.851 |
|
0.618 |
3.744 |
|
1.000 |
3.678 |
|
1.618 |
3.571 |
|
2.618 |
3.398 |
|
4.250 |
3.116 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
3.958 |
| PP |
3.948 |
3.948 |
| S1 |
3.938 |
3.938 |
|