NYMEX Natural Gas Future November 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
4.080 |
0.090 |
2.3% |
4.163 |
| High |
4.128 |
4.105 |
-0.023 |
-0.6% |
4.215 |
| Low |
3.971 |
3.988 |
0.017 |
0.4% |
3.992 |
| Close |
4.070 |
3.996 |
-0.074 |
-1.8% |
4.075 |
| Range |
0.157 |
0.117 |
-0.040 |
-25.5% |
0.223 |
| ATR |
0.114 |
0.114 |
0.000 |
0.2% |
0.000 |
| Volume |
32,305 |
42,015 |
9,710 |
30.1% |
177,158 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.381 |
4.305 |
4.060 |
|
| R3 |
4.264 |
4.188 |
4.028 |
|
| R2 |
4.147 |
4.147 |
4.017 |
|
| R1 |
4.071 |
4.071 |
4.007 |
4.051 |
| PP |
4.030 |
4.030 |
4.030 |
4.019 |
| S1 |
3.954 |
3.954 |
3.985 |
3.934 |
| S2 |
3.913 |
3.913 |
3.975 |
|
| S3 |
3.796 |
3.837 |
3.964 |
|
| S4 |
3.679 |
3.720 |
3.932 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.763 |
4.642 |
4.198 |
|
| R3 |
4.540 |
4.419 |
4.136 |
|
| R2 |
4.317 |
4.317 |
4.116 |
|
| R1 |
4.196 |
4.196 |
4.095 |
4.145 |
| PP |
4.094 |
4.094 |
4.094 |
4.069 |
| S1 |
3.973 |
3.973 |
4.055 |
3.922 |
| S2 |
3.871 |
3.871 |
4.034 |
|
| S3 |
3.648 |
3.750 |
4.014 |
|
| S4 |
3.425 |
3.527 |
3.952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.129 |
3.971 |
0.158 |
4.0% |
0.110 |
2.8% |
16% |
False |
False |
32,591 |
| 10 |
4.306 |
3.971 |
0.335 |
8.4% |
0.114 |
2.9% |
7% |
False |
False |
42,087 |
| 20 |
4.460 |
3.971 |
0.489 |
12.2% |
0.111 |
2.8% |
5% |
False |
False |
46,084 |
| 40 |
4.697 |
3.971 |
0.726 |
18.2% |
0.115 |
2.9% |
3% |
False |
False |
34,109 |
| 60 |
5.106 |
3.971 |
1.135 |
28.4% |
0.114 |
2.8% |
2% |
False |
False |
28,107 |
| 80 |
5.106 |
3.971 |
1.135 |
28.4% |
0.116 |
2.9% |
2% |
False |
False |
23,630 |
| 100 |
5.106 |
3.971 |
1.135 |
28.4% |
0.112 |
2.8% |
2% |
False |
False |
20,531 |
| 120 |
5.106 |
3.971 |
1.135 |
28.4% |
0.113 |
2.8% |
2% |
False |
False |
18,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.602 |
|
2.618 |
4.411 |
|
1.618 |
4.294 |
|
1.000 |
4.222 |
|
0.618 |
4.177 |
|
HIGH |
4.105 |
|
0.618 |
4.060 |
|
0.500 |
4.047 |
|
0.382 |
4.033 |
|
LOW |
3.988 |
|
0.618 |
3.916 |
|
1.000 |
3.871 |
|
1.618 |
3.799 |
|
2.618 |
3.682 |
|
4.250 |
3.491 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.047 |
4.050 |
| PP |
4.030 |
4.032 |
| S1 |
4.013 |
4.014 |
|