NYMEX Natural Gas Future December 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 |
4.245 |
4.280 |
0.035 |
0.8% |
4.272 |
High |
4.302 |
4.280 |
-0.022 |
-0.5% |
4.336 |
Low |
4.214 |
4.186 |
-0.028 |
-0.7% |
4.151 |
Close |
4.273 |
4.187 |
-0.086 |
-2.0% |
4.273 |
Range |
0.088 |
0.094 |
0.006 |
6.8% |
0.185 |
ATR |
0.104 |
0.104 |
-0.001 |
-0.7% |
0.000 |
Volume |
32,170 |
18,079 |
-14,091 |
-43.8% |
99,656 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.500 |
4.437 |
4.239 |
|
R3 |
4.406 |
4.343 |
4.213 |
|
R2 |
4.312 |
4.312 |
4.204 |
|
R1 |
4.249 |
4.249 |
4.196 |
4.234 |
PP |
4.218 |
4.218 |
4.218 |
4.210 |
S1 |
4.155 |
4.155 |
4.178 |
4.140 |
S2 |
4.124 |
4.124 |
4.170 |
|
S3 |
4.030 |
4.061 |
4.161 |
|
S4 |
3.936 |
3.967 |
4.135 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.808 |
4.726 |
4.375 |
|
R3 |
4.623 |
4.541 |
4.324 |
|
R2 |
4.438 |
4.438 |
4.307 |
|
R1 |
4.356 |
4.356 |
4.290 |
4.397 |
PP |
4.253 |
4.253 |
4.253 |
4.274 |
S1 |
4.171 |
4.171 |
4.256 |
4.212 |
S2 |
4.068 |
4.068 |
4.239 |
|
S3 |
3.883 |
3.986 |
4.222 |
|
S4 |
3.698 |
3.801 |
4.171 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.336 |
4.151 |
0.185 |
4.4% |
0.107 |
2.6% |
19% |
False |
False |
21,405 |
10 |
4.414 |
4.151 |
0.263 |
6.3% |
0.100 |
2.4% |
14% |
False |
False |
20,633 |
20 |
4.537 |
4.151 |
0.386 |
9.2% |
0.105 |
2.5% |
9% |
False |
False |
22,762 |
40 |
4.871 |
4.151 |
0.720 |
17.2% |
0.105 |
2.5% |
5% |
False |
False |
17,218 |
60 |
5.283 |
4.151 |
1.132 |
27.0% |
0.110 |
2.6% |
3% |
False |
False |
14,480 |
80 |
5.283 |
4.151 |
1.132 |
27.0% |
0.110 |
2.6% |
3% |
False |
False |
12,659 |
100 |
5.283 |
4.151 |
1.132 |
27.0% |
0.109 |
2.6% |
3% |
False |
False |
11,268 |
120 |
5.283 |
4.151 |
1.132 |
27.0% |
0.109 |
2.6% |
3% |
False |
False |
10,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.680 |
2.618 |
4.526 |
1.618 |
4.432 |
1.000 |
4.374 |
0.618 |
4.338 |
HIGH |
4.280 |
0.618 |
4.244 |
0.500 |
4.233 |
0.382 |
4.222 |
LOW |
4.186 |
0.618 |
4.128 |
1.000 |
4.092 |
1.618 |
4.034 |
2.618 |
3.940 |
4.250 |
3.787 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
4.233 |
4.227 |
PP |
4.218 |
4.213 |
S1 |
4.202 |
4.200 |
|