NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3.927 |
3.925 |
-0.002 |
-0.1% |
3.893 |
| High |
3.964 |
3.931 |
-0.033 |
-0.8% |
4.048 |
| Low |
3.904 |
3.834 |
-0.070 |
-1.8% |
3.853 |
| Close |
3.958 |
3.835 |
-0.123 |
-3.1% |
3.958 |
| Range |
0.060 |
0.097 |
0.037 |
61.7% |
0.195 |
| ATR |
0.120 |
0.121 |
0.000 |
0.2% |
0.000 |
| Volume |
41,454 |
10,699 |
-30,755 |
-74.2% |
437,005 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.158 |
4.093 |
3.888 |
|
| R3 |
4.061 |
3.996 |
3.862 |
|
| R2 |
3.964 |
3.964 |
3.853 |
|
| R1 |
3.899 |
3.899 |
3.844 |
3.883 |
| PP |
3.867 |
3.867 |
3.867 |
3.859 |
| S1 |
3.802 |
3.802 |
3.826 |
3.786 |
| S2 |
3.770 |
3.770 |
3.817 |
|
| S3 |
3.673 |
3.705 |
3.808 |
|
| S4 |
3.576 |
3.608 |
3.782 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.538 |
4.443 |
4.065 |
|
| R3 |
4.343 |
4.248 |
4.012 |
|
| R2 |
4.148 |
4.148 |
3.994 |
|
| R1 |
4.053 |
4.053 |
3.976 |
4.101 |
| PP |
3.953 |
3.953 |
3.953 |
3.977 |
| S1 |
3.858 |
3.858 |
3.940 |
3.906 |
| S2 |
3.758 |
3.758 |
3.922 |
|
| S3 |
3.563 |
3.663 |
3.904 |
|
| S4 |
3.368 |
3.468 |
3.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.048 |
3.834 |
0.214 |
5.6% |
0.112 |
2.9% |
0% |
False |
True |
68,916 |
| 10 |
4.048 |
3.834 |
0.214 |
5.6% |
0.109 |
2.8% |
0% |
False |
True |
84,967 |
| 20 |
4.230 |
3.834 |
0.396 |
10.3% |
0.117 |
3.1% |
0% |
False |
True |
97,157 |
| 40 |
4.586 |
3.834 |
0.752 |
19.6% |
0.123 |
3.2% |
0% |
False |
True |
78,613 |
| 60 |
5.011 |
3.834 |
1.177 |
30.7% |
0.129 |
3.4% |
0% |
False |
True |
65,377 |
| 80 |
5.011 |
3.834 |
1.177 |
30.7% |
0.129 |
3.4% |
0% |
False |
True |
54,251 |
| 100 |
5.011 |
3.834 |
1.177 |
30.7% |
0.128 |
3.3% |
0% |
False |
True |
46,313 |
| 120 |
5.011 |
3.834 |
1.177 |
30.7% |
0.128 |
3.3% |
0% |
False |
True |
40,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.343 |
|
2.618 |
4.185 |
|
1.618 |
4.088 |
|
1.000 |
4.028 |
|
0.618 |
3.991 |
|
HIGH |
3.931 |
|
0.618 |
3.894 |
|
0.500 |
3.883 |
|
0.382 |
3.871 |
|
LOW |
3.834 |
|
0.618 |
3.774 |
|
1.000 |
3.737 |
|
1.618 |
3.677 |
|
2.618 |
3.580 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.909 |
| PP |
3.867 |
3.884 |
| S1 |
3.851 |
3.860 |
|