NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
3.995 |
4.016 |
0.021 |
0.5% |
4.036 |
High |
4.059 |
4.077 |
0.018 |
0.4% |
4.128 |
Low |
3.950 |
3.995 |
0.045 |
1.1% |
3.950 |
Close |
4.025 |
4.047 |
0.022 |
0.5% |
4.047 |
Range |
0.109 |
0.082 |
-0.027 |
-24.8% |
0.178 |
ATR |
0.113 |
0.111 |
-0.002 |
-2.0% |
0.000 |
Volume |
27,682 |
46,908 |
19,226 |
69.5% |
166,477 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.286 |
4.248 |
4.092 |
|
R3 |
4.204 |
4.166 |
4.070 |
|
R2 |
4.122 |
4.122 |
4.062 |
|
R1 |
4.084 |
4.084 |
4.055 |
4.103 |
PP |
4.040 |
4.040 |
4.040 |
4.049 |
S1 |
4.002 |
4.002 |
4.039 |
4.021 |
S2 |
3.958 |
3.958 |
4.032 |
|
S3 |
3.876 |
3.920 |
4.024 |
|
S4 |
3.794 |
3.838 |
4.002 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.489 |
4.145 |
|
R3 |
4.398 |
4.311 |
4.096 |
|
R2 |
4.220 |
4.220 |
4.080 |
|
R1 |
4.133 |
4.133 |
4.063 |
4.177 |
PP |
4.042 |
4.042 |
4.042 |
4.063 |
S1 |
3.955 |
3.955 |
4.031 |
3.999 |
S2 |
3.864 |
3.864 |
4.014 |
|
S3 |
3.686 |
3.777 |
3.998 |
|
S4 |
3.508 |
3.599 |
3.949 |
|
|
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% |
0.108 |
2.7% |
54% |
False |
False |
33,295 |
10 |
4.215 |
3.950 |
0.265 |
6.5% |
0.105 |
2.6% |
37% |
False |
False |
34,363 |
20 |
4.340 |
3.950 |
0.390 |
9.6% |
0.110 |
2.7% |
25% |
False |
False |
47,330 |
40 |
4.697 |
3.950 |
0.747 |
18.5% |
0.113 |
2.8% |
13% |
False |
False |
35,378 |
60 |
5.106 |
3.950 |
1.156 |
28.6% |
0.113 |
2.8% |
8% |
False |
False |
28,794 |
80 |
5.106 |
3.950 |
1.156 |
28.6% |
0.117 |
2.9% |
8% |
False |
False |
24,277 |
100 |
5.106 |
3.950 |
1.156 |
28.6% |
0.112 |
2.8% |
8% |
False |
False |
21,108 |
120 |
5.106 |
3.950 |
1.156 |
28.6% |
0.112 |
2.8% |
8% |
False |
False |
18,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.426 |
2.618 |
4.292 |
1.618 |
4.210 |
1.000 |
4.159 |
0.618 |
4.128 |
HIGH |
4.077 |
0.618 |
4.046 |
0.500 |
4.036 |
0.382 |
4.026 |
LOW |
3.995 |
0.618 |
3.944 |
1.000 |
3.913 |
1.618 |
3.862 |
2.618 |
3.780 |
4.250 |
3.647 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.043 |
4.041 |
PP |
4.040 |
4.034 |
S1 |
4.036 |
4.028 |
|