NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.080 |
3.995 |
-0.085 |
-2.1% |
4.163 |
High |
4.105 |
4.059 |
-0.046 |
-1.1% |
4.215 |
Low |
3.988 |
3.950 |
-0.038 |
-1.0% |
3.992 |
Close |
3.996 |
4.025 |
0.029 |
0.7% |
4.075 |
Range |
0.117 |
0.109 |
-0.008 |
-6.8% |
0.223 |
ATR |
0.114 |
0.113 |
0.000 |
-0.3% |
0.000 |
Volume |
42,015 |
27,682 |
-14,333 |
-34.1% |
177,158 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.338 |
4.291 |
4.085 |
|
R3 |
4.229 |
4.182 |
4.055 |
|
R2 |
4.120 |
4.120 |
4.045 |
|
R1 |
4.073 |
4.073 |
4.035 |
4.097 |
PP |
4.011 |
4.011 |
4.011 |
4.023 |
S1 |
3.964 |
3.964 |
4.015 |
3.988 |
S2 |
3.902 |
3.902 |
4.005 |
|
S3 |
3.793 |
3.855 |
3.995 |
|
S4 |
3.684 |
3.746 |
3.965 |
|
|
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 |
4.128 |
3.950 |
0.178 |
4.4% |
0.104 |
2.6% |
42% |
False |
True |
31,677 |
10 |
4.306 |
3.950 |
0.356 |
8.8% |
0.106 |
2.6% |
21% |
False |
True |
37,448 |
20 |
4.354 |
3.950 |
0.404 |
10.0% |
0.110 |
2.7% |
19% |
False |
True |
46,403 |
40 |
4.697 |
3.950 |
0.747 |
18.6% |
0.116 |
2.9% |
10% |
False |
True |
34,519 |
60 |
5.106 |
3.950 |
1.156 |
28.7% |
0.115 |
2.8% |
6% |
False |
True |
28,222 |
80 |
5.106 |
3.950 |
1.156 |
28.7% |
0.117 |
2.9% |
6% |
False |
True |
23,824 |
100 |
5.106 |
3.950 |
1.156 |
28.7% |
0.112 |
2.8% |
6% |
False |
True |
20,699 |
120 |
5.106 |
3.950 |
1.156 |
28.7% |
0.112 |
2.8% |
6% |
False |
True |
18,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.522 |
2.618 |
4.344 |
1.618 |
4.235 |
1.000 |
4.168 |
0.618 |
4.126 |
HIGH |
4.059 |
0.618 |
4.017 |
0.500 |
4.005 |
0.382 |
3.992 |
LOW |
3.950 |
0.618 |
3.883 |
1.000 |
3.841 |
1.618 |
3.774 |
2.618 |
3.665 |
4.250 |
3.487 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.018 |
4.039 |
PP |
4.011 |
4.034 |
S1 |
4.005 |
4.030 |
|