NYMEX Natural Gas Future October 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.910 |
3.842 |
-0.068 |
-1.7% |
3.900 |
| High |
3.924 |
3.920 |
-0.004 |
-0.1% |
4.024 |
| Low |
3.822 |
3.780 |
-0.042 |
-1.1% |
3.840 |
| Close |
3.830 |
3.909 |
0.079 |
2.1% |
3.912 |
| Range |
0.102 |
0.140 |
0.038 |
37.3% |
0.184 |
| ATR |
0.117 |
0.119 |
0.002 |
1.4% |
0.000 |
| Volume |
102,396 |
81,327 |
-21,069 |
-20.6% |
391,223 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.290 |
4.239 |
3.986 |
|
| R3 |
4.150 |
4.099 |
3.948 |
|
| R2 |
4.010 |
4.010 |
3.935 |
|
| R1 |
3.959 |
3.959 |
3.922 |
3.985 |
| PP |
3.870 |
3.870 |
3.870 |
3.882 |
| S1 |
3.819 |
3.819 |
3.896 |
3.845 |
| S2 |
3.730 |
3.730 |
3.883 |
|
| S3 |
3.590 |
3.679 |
3.871 |
|
| S4 |
3.450 |
3.539 |
3.832 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.477 |
4.379 |
4.013 |
|
| R3 |
4.293 |
4.195 |
3.963 |
|
| R2 |
4.109 |
4.109 |
3.946 |
|
| R1 |
4.011 |
4.011 |
3.929 |
4.060 |
| PP |
3.925 |
3.925 |
3.925 |
3.950 |
| S1 |
3.827 |
3.827 |
3.895 |
3.876 |
| S2 |
3.741 |
3.741 |
3.878 |
|
| S3 |
3.557 |
3.643 |
3.861 |
|
| S4 |
3.373 |
3.459 |
3.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.004 |
3.780 |
0.224 |
5.7% |
0.112 |
2.9% |
58% |
False |
True |
92,658 |
| 10 |
4.024 |
3.780 |
0.244 |
6.2% |
0.111 |
2.8% |
53% |
False |
True |
79,839 |
| 20 |
4.182 |
3.780 |
0.402 |
10.3% |
0.120 |
3.1% |
32% |
False |
True |
73,098 |
| 40 |
4.600 |
3.780 |
0.820 |
21.0% |
0.120 |
3.1% |
16% |
False |
True |
55,474 |
| 60 |
5.010 |
3.780 |
1.230 |
31.5% |
0.127 |
3.2% |
10% |
False |
True |
46,480 |
| 80 |
5.010 |
3.780 |
1.230 |
31.5% |
0.127 |
3.3% |
10% |
False |
True |
41,190 |
| 100 |
5.010 |
3.780 |
1.230 |
31.5% |
0.126 |
3.2% |
10% |
False |
True |
37,351 |
| 120 |
5.010 |
3.780 |
1.230 |
31.5% |
0.127 |
3.2% |
10% |
False |
True |
34,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.515 |
|
2.618 |
4.287 |
|
1.618 |
4.147 |
|
1.000 |
4.060 |
|
0.618 |
4.007 |
|
HIGH |
3.920 |
|
0.618 |
3.867 |
|
0.500 |
3.850 |
|
0.382 |
3.833 |
|
LOW |
3.780 |
|
0.618 |
3.693 |
|
1.000 |
3.640 |
|
1.618 |
3.553 |
|
2.618 |
3.413 |
|
4.250 |
3.185 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.889 |
3.894 |
| PP |
3.870 |
3.879 |
| S1 |
3.850 |
3.864 |
|