NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.944 |
0.033 |
0.8% |
4.135 |
| High |
3.972 |
4.040 |
0.068 |
1.7% |
4.230 |
| Low |
3.855 |
3.888 |
0.033 |
0.9% |
3.901 |
| Close |
3.935 |
3.994 |
0.059 |
1.5% |
3.941 |
| Range |
0.117 |
0.152 |
0.035 |
29.9% |
0.329 |
| ATR |
0.124 |
0.126 |
0.002 |
1.6% |
0.000 |
| Volume |
119,842 |
121,861 |
2,019 |
1.7% |
486,779 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.430 |
4.364 |
4.078 |
|
| R3 |
4.278 |
4.212 |
4.036 |
|
| R2 |
4.126 |
4.126 |
4.022 |
|
| R1 |
4.060 |
4.060 |
4.008 |
4.093 |
| PP |
3.974 |
3.974 |
3.974 |
3.991 |
| S1 |
3.908 |
3.908 |
3.980 |
3.941 |
| S2 |
3.822 |
3.822 |
3.966 |
|
| S3 |
3.670 |
3.756 |
3.952 |
|
| S4 |
3.518 |
3.604 |
3.910 |
|
|
| 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 |
4.180 |
3.855 |
0.325 |
8.1% |
0.133 |
3.3% |
43% |
False |
False |
118,004 |
| 10 |
4.379 |
3.855 |
0.524 |
13.1% |
0.115 |
2.9% |
27% |
False |
False |
99,330 |
| 20 |
4.586 |
3.855 |
0.731 |
18.3% |
0.123 |
3.1% |
19% |
False |
False |
79,220 |
| 40 |
4.713 |
3.855 |
0.858 |
21.5% |
0.127 |
3.2% |
16% |
False |
False |
56,504 |
| 60 |
5.011 |
3.855 |
1.156 |
28.9% |
0.134 |
3.4% |
12% |
False |
False |
48,755 |
| 80 |
5.011 |
3.855 |
1.156 |
28.9% |
0.132 |
3.3% |
12% |
False |
False |
40,627 |
| 100 |
5.011 |
3.855 |
1.156 |
28.9% |
0.130 |
3.2% |
12% |
False |
False |
34,873 |
| 120 |
5.011 |
3.855 |
1.156 |
28.9% |
0.128 |
3.2% |
12% |
False |
False |
30,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.686 |
|
2.618 |
4.438 |
|
1.618 |
4.286 |
|
1.000 |
4.192 |
|
0.618 |
4.134 |
|
HIGH |
4.040 |
|
0.618 |
3.982 |
|
0.500 |
3.964 |
|
0.382 |
3.946 |
|
LOW |
3.888 |
|
0.618 |
3.794 |
|
1.000 |
3.736 |
|
1.618 |
3.642 |
|
2.618 |
3.490 |
|
4.250 |
3.242 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.984 |
3.979 |
| PP |
3.974 |
3.963 |
| S1 |
3.964 |
3.948 |
|