NYMEX Natural Gas Future November 2011
Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4.016 |
4.043 |
0.027 |
0.7% |
4.036 |
High |
4.077 |
4.054 |
-0.023 |
-0.6% |
4.128 |
Low |
3.995 |
3.952 |
-0.043 |
-1.1% |
3.950 |
Close |
4.047 |
3.955 |
-0.092 |
-2.3% |
4.047 |
Range |
0.082 |
0.102 |
0.020 |
24.4% |
0.178 |
ATR |
0.111 |
0.111 |
-0.001 |
-0.6% |
0.000 |
Volume |
46,908 |
31,635 |
-15,273 |
-32.6% |
166,477 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.293 |
4.226 |
4.011 |
|
R3 |
4.191 |
4.124 |
3.983 |
|
R2 |
4.089 |
4.089 |
3.974 |
|
R1 |
4.022 |
4.022 |
3.964 |
4.005 |
PP |
3.987 |
3.987 |
3.987 |
3.978 |
S1 |
3.920 |
3.920 |
3.946 |
3.903 |
S2 |
3.885 |
3.885 |
3.936 |
|
S3 |
3.783 |
3.818 |
3.927 |
|
S4 |
3.681 |
3.716 |
3.899 |
|
|
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 |
4.5% |
0.113 |
2.9% |
3% |
False |
False |
36,109 |
10 |
4.201 |
3.950 |
0.251 |
6.3% |
0.105 |
2.7% |
2% |
False |
False |
34,644 |
20 |
4.340 |
3.950 |
0.390 |
9.9% |
0.112 |
2.8% |
1% |
False |
False |
47,669 |
40 |
4.697 |
3.950 |
0.747 |
18.9% |
0.114 |
2.9% |
1% |
False |
False |
35,701 |
60 |
5.106 |
3.950 |
1.156 |
29.2% |
0.113 |
2.9% |
0% |
False |
False |
28,692 |
80 |
5.106 |
3.950 |
1.156 |
29.2% |
0.114 |
2.9% |
0% |
False |
False |
24,559 |
100 |
5.106 |
3.950 |
1.156 |
29.2% |
0.112 |
2.8% |
0% |
False |
False |
21,380 |
120 |
5.106 |
3.950 |
1.156 |
29.2% |
0.112 |
2.8% |
0% |
False |
False |
18,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.488 |
2.618 |
4.321 |
1.618 |
4.219 |
1.000 |
4.156 |
0.618 |
4.117 |
HIGH |
4.054 |
0.618 |
4.015 |
0.500 |
4.003 |
0.382 |
3.991 |
LOW |
3.952 |
0.618 |
3.889 |
1.000 |
3.850 |
1.618 |
3.787 |
2.618 |
3.685 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.003 |
4.014 |
PP |
3.987 |
3.994 |
S1 |
3.971 |
3.975 |
|