NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.091 |
3.946 |
-0.145 |
-3.5% |
4.135 |
| High |
4.118 |
3.979 |
-0.139 |
-3.4% |
4.230 |
| Low |
3.915 |
3.901 |
-0.014 |
-0.4% |
3.901 |
| Close |
3.941 |
3.941 |
0.000 |
0.0% |
3.941 |
| Range |
0.203 |
0.078 |
-0.125 |
-61.6% |
0.329 |
| ATR |
0.128 |
0.124 |
-0.004 |
-2.8% |
0.000 |
| Volume |
167,539 |
85,368 |
-82,171 |
-49.0% |
486,779 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.136 |
3.984 |
|
| R3 |
4.096 |
4.058 |
3.962 |
|
| R2 |
4.018 |
4.018 |
3.955 |
|
| R1 |
3.980 |
3.980 |
3.948 |
3.960 |
| PP |
3.940 |
3.940 |
3.940 |
3.931 |
| S1 |
3.902 |
3.902 |
3.934 |
3.882 |
| S2 |
3.862 |
3.862 |
3.927 |
|
| S3 |
3.784 |
3.824 |
3.920 |
|
| S4 |
3.706 |
3.746 |
3.898 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.011 |
4.805 |
4.122 |
|
| R3 |
4.682 |
4.476 |
4.031 |
|
| R2 |
4.353 |
4.353 |
4.001 |
|
| R1 |
4.147 |
4.147 |
3.971 |
4.086 |
| PP |
4.024 |
4.024 |
4.024 |
3.993 |
| S1 |
3.818 |
3.818 |
3.911 |
3.757 |
| S2 |
3.695 |
3.695 |
3.881 |
|
| S3 |
3.366 |
3.489 |
3.851 |
|
| S4 |
3.037 |
3.160 |
3.760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.230 |
3.901 |
0.329 |
8.3% |
0.113 |
2.9% |
12% |
False |
True |
97,355 |
| 10 |
4.430 |
3.901 |
0.529 |
13.4% |
0.108 |
2.7% |
8% |
False |
True |
87,736 |
| 20 |
4.586 |
3.901 |
0.685 |
17.4% |
0.124 |
3.1% |
6% |
False |
True |
71,931 |
| 40 |
4.861 |
3.901 |
0.960 |
24.4% |
0.128 |
3.2% |
4% |
False |
True |
53,888 |
| 60 |
5.011 |
3.901 |
1.110 |
28.2% |
0.133 |
3.4% |
4% |
False |
True |
45,286 |
| 80 |
5.011 |
3.901 |
1.110 |
28.2% |
0.132 |
3.3% |
4% |
False |
True |
38,060 |
| 100 |
5.011 |
3.901 |
1.110 |
28.2% |
0.130 |
3.3% |
4% |
False |
True |
32,642 |
| 120 |
5.011 |
3.901 |
1.110 |
28.2% |
0.128 |
3.2% |
4% |
False |
True |
28,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.311 |
|
2.618 |
4.183 |
|
1.618 |
4.105 |
|
1.000 |
4.057 |
|
0.618 |
4.027 |
|
HIGH |
3.979 |
|
0.618 |
3.949 |
|
0.500 |
3.940 |
|
0.382 |
3.931 |
|
LOW |
3.901 |
|
0.618 |
3.853 |
|
1.000 |
3.823 |
|
1.618 |
3.775 |
|
2.618 |
3.697 |
|
4.250 |
3.570 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.941 |
4.041 |
| PP |
3.940 |
4.007 |
| S1 |
3.940 |
3.974 |
|