NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.994 |
3.915 |
-0.079 |
-2.0% |
4.012 |
| High |
4.029 |
3.984 |
-0.045 |
-1.1% |
4.062 |
| Low |
3.915 |
3.870 |
-0.045 |
-1.1% |
3.843 |
| Close |
3.955 |
3.931 |
-0.024 |
-0.6% |
3.940 |
| Range |
0.114 |
0.114 |
0.000 |
0.0% |
0.219 |
| ATR |
0.126 |
0.125 |
-0.001 |
-0.7% |
0.000 |
| Volume |
82,732 |
87,183 |
4,451 |
5.4% |
499,661 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.270 |
4.215 |
3.994 |
|
| R3 |
4.156 |
4.101 |
3.962 |
|
| R2 |
4.042 |
4.042 |
3.952 |
|
| R1 |
3.987 |
3.987 |
3.941 |
4.015 |
| PP |
3.928 |
3.928 |
3.928 |
3.942 |
| S1 |
3.873 |
3.873 |
3.921 |
3.901 |
| S2 |
3.814 |
3.814 |
3.910 |
|
| S3 |
3.700 |
3.759 |
3.900 |
|
| S4 |
3.586 |
3.645 |
3.868 |
|
|
| 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 |
4.048 |
3.853 |
0.195 |
5.0% |
0.110 |
2.8% |
40% |
False |
False |
91,549 |
| 10 |
4.140 |
3.843 |
0.297 |
7.6% |
0.113 |
2.9% |
30% |
False |
False |
96,919 |
| 20 |
4.234 |
3.843 |
0.391 |
9.9% |
0.118 |
3.0% |
23% |
False |
False |
101,999 |
| 40 |
4.586 |
3.843 |
0.743 |
18.9% |
0.126 |
3.2% |
12% |
False |
False |
78,989 |
| 60 |
5.011 |
3.843 |
1.168 |
29.7% |
0.131 |
3.3% |
8% |
False |
False |
66,106 |
| 80 |
5.011 |
3.843 |
1.168 |
29.7% |
0.133 |
3.4% |
8% |
False |
False |
54,381 |
| 100 |
5.011 |
3.843 |
1.168 |
29.7% |
0.128 |
3.3% |
8% |
False |
False |
45,991 |
| 120 |
5.011 |
3.843 |
1.168 |
29.7% |
0.129 |
3.3% |
8% |
False |
False |
40,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.282 |
|
1.618 |
4.168 |
|
1.000 |
4.098 |
|
0.618 |
4.054 |
|
HIGH |
3.984 |
|
0.618 |
3.940 |
|
0.500 |
3.927 |
|
0.382 |
3.914 |
|
LOW |
3.870 |
|
0.618 |
3.800 |
|
1.000 |
3.756 |
|
1.618 |
3.686 |
|
2.618 |
3.572 |
|
4.250 |
3.386 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.930 |
3.959 |
| PP |
3.928 |
3.950 |
| S1 |
3.927 |
3.940 |
|