NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.926 |
3.893 |
-0.033 |
-0.8% |
4.012 |
| High |
3.972 |
3.928 |
-0.044 |
-1.1% |
4.062 |
| Low |
3.901 |
3.853 |
-0.048 |
-1.2% |
3.843 |
| Close |
3.940 |
3.889 |
-0.051 |
-1.3% |
3.940 |
| Range |
0.071 |
0.075 |
0.004 |
5.6% |
0.219 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.2% |
0.000 |
| Volume |
62,197 |
103,120 |
40,923 |
65.8% |
499,661 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.115 |
4.077 |
3.930 |
|
| R3 |
4.040 |
4.002 |
3.910 |
|
| R2 |
3.965 |
3.965 |
3.903 |
|
| R1 |
3.927 |
3.927 |
3.896 |
3.909 |
| PP |
3.890 |
3.890 |
3.890 |
3.881 |
| S1 |
3.852 |
3.852 |
3.882 |
3.834 |
| S2 |
3.815 |
3.815 |
3.875 |
|
| S3 |
3.740 |
3.777 |
3.868 |
|
| S4 |
3.665 |
3.702 |
3.848 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.605 |
4.492 |
4.060 |
|
| R3 |
4.386 |
4.273 |
4.000 |
|
| R2 |
4.167 |
4.167 |
3.980 |
|
| R1 |
4.054 |
4.054 |
3.960 |
4.001 |
| PP |
3.948 |
3.948 |
3.948 |
3.922 |
| S1 |
3.835 |
3.835 |
3.920 |
3.782 |
| S2 |
3.729 |
3.729 |
3.900 |
|
| S3 |
3.510 |
3.616 |
3.880 |
|
| S4 |
3.291 |
3.397 |
3.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.042 |
3.843 |
0.199 |
5.1% |
0.106 |
2.7% |
23% |
False |
False |
101,017 |
| 10 |
4.143 |
3.843 |
0.300 |
7.7% |
0.118 |
3.0% |
15% |
False |
False |
106,570 |
| 20 |
4.379 |
3.843 |
0.536 |
13.8% |
0.113 |
2.9% |
9% |
False |
False |
100,154 |
| 40 |
4.586 |
3.843 |
0.743 |
19.1% |
0.124 |
3.2% |
6% |
False |
False |
73,148 |
| 60 |
5.011 |
3.843 |
1.168 |
30.0% |
0.131 |
3.4% |
4% |
False |
False |
62,582 |
| 80 |
5.011 |
3.843 |
1.168 |
30.0% |
0.132 |
3.4% |
4% |
False |
False |
51,338 |
| 100 |
5.011 |
3.843 |
1.168 |
30.0% |
0.129 |
3.3% |
4% |
False |
False |
43,417 |
| 120 |
5.011 |
3.843 |
1.168 |
30.0% |
0.128 |
3.3% |
4% |
False |
False |
37,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.247 |
|
2.618 |
4.124 |
|
1.618 |
4.049 |
|
1.000 |
4.003 |
|
0.618 |
3.974 |
|
HIGH |
3.928 |
|
0.618 |
3.899 |
|
0.500 |
3.891 |
|
0.382 |
3.882 |
|
LOW |
3.853 |
|
0.618 |
3.807 |
|
1.000 |
3.778 |
|
1.618 |
3.732 |
|
2.618 |
3.657 |
|
4.250 |
3.534 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.891 |
3.920 |
| PP |
3.890 |
3.909 |
| S1 |
3.890 |
3.899 |
|