NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4.009 |
3.998 |
-0.011 |
-0.3% |
4.135 |
| High |
4.080 |
4.143 |
0.063 |
1.5% |
4.230 |
| Low |
3.980 |
3.940 |
-0.040 |
-1.0% |
3.901 |
| Close |
4.003 |
3.990 |
-0.013 |
-0.3% |
3.941 |
| Range |
0.100 |
0.203 |
0.103 |
103.0% |
0.329 |
| ATR |
0.124 |
0.130 |
0.006 |
4.5% |
0.000 |
| Volume |
124,327 |
142,748 |
18,421 |
14.8% |
486,779 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.633 |
4.515 |
4.102 |
|
| R3 |
4.430 |
4.312 |
4.046 |
|
| R2 |
4.227 |
4.227 |
4.027 |
|
| R1 |
4.109 |
4.109 |
4.009 |
4.067 |
| PP |
4.024 |
4.024 |
4.024 |
4.003 |
| S1 |
3.906 |
3.906 |
3.971 |
3.864 |
| S2 |
3.821 |
3.821 |
3.953 |
|
| S3 |
3.618 |
3.703 |
3.934 |
|
| S4 |
3.415 |
3.500 |
3.878 |
|
|
| 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 |
4.143 |
3.855 |
0.288 |
7.2% |
0.130 |
3.3% |
47% |
True |
False |
118,829 |
| 10 |
4.234 |
3.855 |
0.379 |
9.5% |
0.123 |
3.1% |
36% |
False |
False |
107,079 |
| 20 |
4.586 |
3.855 |
0.731 |
18.3% |
0.126 |
3.1% |
18% |
False |
False |
87,181 |
| 40 |
4.652 |
3.855 |
0.797 |
20.0% |
0.130 |
3.3% |
17% |
False |
False |
61,073 |
| 60 |
5.011 |
3.855 |
1.156 |
29.0% |
0.134 |
3.4% |
12% |
False |
False |
52,874 |
| 80 |
5.011 |
3.855 |
1.156 |
29.0% |
0.133 |
3.3% |
12% |
False |
False |
43,615 |
| 100 |
5.011 |
3.855 |
1.156 |
29.0% |
0.131 |
3.3% |
12% |
False |
False |
37,314 |
| 120 |
5.011 |
3.855 |
1.156 |
29.0% |
0.130 |
3.2% |
12% |
False |
False |
32,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.006 |
|
2.618 |
4.674 |
|
1.618 |
4.471 |
|
1.000 |
4.346 |
|
0.618 |
4.268 |
|
HIGH |
4.143 |
|
0.618 |
4.065 |
|
0.500 |
4.042 |
|
0.382 |
4.018 |
|
LOW |
3.940 |
|
0.618 |
3.815 |
|
1.000 |
3.737 |
|
1.618 |
3.612 |
|
2.618 |
3.409 |
|
4.250 |
3.077 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.042 |
4.016 |
| PP |
4.024 |
4.007 |
| S1 |
4.007 |
3.999 |
|