NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.946 |
3.911 |
-0.035 |
-0.9% |
4.135 |
| High |
3.979 |
3.972 |
-0.007 |
-0.2% |
4.230 |
| Low |
3.901 |
3.855 |
-0.046 |
-1.2% |
3.901 |
| Close |
3.941 |
3.935 |
-0.006 |
-0.2% |
3.941 |
| Range |
0.078 |
0.117 |
0.039 |
50.0% |
0.329 |
| ATR |
0.124 |
0.124 |
-0.001 |
-0.4% |
0.000 |
| Volume |
85,368 |
119,842 |
34,474 |
40.4% |
486,779 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.220 |
3.999 |
|
| R3 |
4.155 |
4.103 |
3.967 |
|
| R2 |
4.038 |
4.038 |
3.956 |
|
| R1 |
3.986 |
3.986 |
3.946 |
4.012 |
| PP |
3.921 |
3.921 |
3.921 |
3.934 |
| S1 |
3.869 |
3.869 |
3.924 |
3.895 |
| S2 |
3.804 |
3.804 |
3.914 |
|
| S3 |
3.687 |
3.752 |
3.903 |
|
| S4 |
3.570 |
3.635 |
3.871 |
|
|
| 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 |
3.855 |
0.375 |
9.5% |
0.121 |
3.1% |
21% |
False |
True |
106,573 |
| 10 |
4.379 |
3.855 |
0.524 |
13.3% |
0.108 |
2.7% |
15% |
False |
True |
93,738 |
| 20 |
4.586 |
3.855 |
0.731 |
18.6% |
0.122 |
3.1% |
11% |
False |
True |
75,550 |
| 40 |
4.861 |
3.855 |
1.006 |
25.6% |
0.128 |
3.3% |
8% |
False |
True |
54,878 |
| 60 |
5.011 |
3.855 |
1.156 |
29.4% |
0.133 |
3.4% |
7% |
False |
True |
46,958 |
| 80 |
5.011 |
3.855 |
1.156 |
29.4% |
0.132 |
3.4% |
7% |
False |
True |
39,393 |
| 100 |
5.011 |
3.855 |
1.156 |
29.4% |
0.130 |
3.3% |
7% |
False |
True |
33,727 |
| 120 |
5.011 |
3.855 |
1.156 |
29.4% |
0.128 |
3.2% |
7% |
False |
True |
29,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.278 |
|
1.618 |
4.161 |
|
1.000 |
4.089 |
|
0.618 |
4.044 |
|
HIGH |
3.972 |
|
0.618 |
3.927 |
|
0.500 |
3.914 |
|
0.382 |
3.900 |
|
LOW |
3.855 |
|
0.618 |
3.783 |
|
1.000 |
3.738 |
|
1.618 |
3.666 |
|
2.618 |
3.549 |
|
4.250 |
3.358 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.987 |
| PP |
3.921 |
3.969 |
| S1 |
3.914 |
3.952 |
|